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Bankacılık ve Finans Bölümü

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Browsing Bankacılık ve Finans Bölümü by Journal "Economics Letters"

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    Citation Count: Tunç, C., Solakoğlu, M.N., Babuşcu, Ş., Hazar, A. (2018). Exchange rate risk and international trade: The role of third country effect. Economics Letters, 167, 152-155. http://dx.doi.org/ 10.1016/j.econlet.2018.03.030
    Exchange rate risk and international trade: The role of third country effect
    (Elsevier Science S A, 2018) Tunç, Cengiz; Solakoğlu, Nihat; Babuşcu, Şenol; Hazar, Adalet; 265921; 161529; 117425; 219046
    Using the recently launched Exporter Dynamics Database of the World Bank, this paper empirically investigates the role of external exchange rate risk (third-country effect) on trade flows between countries. We find a strong positive influence of external exchange rate risk on exports to a specific destination. However, the effect is more observable in advanced destination countries, countries with low bilateral exchange rate volatility in comparison to external exchange rate volatility, and countries in which export is concentrated among a small number of firms.
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    Citation Count: Omay, Tolga (2015). "Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing", Economics Letters, Vol. 134, pp. 123-126.
    Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing
    (2015) Omay, Tolga; 19320
    In this study, a Fractional Frequency Flexible Fourier Form DF-type unit root test is proposed. The small sample properties of the proposed test are found to be better than that of the integer frequency counterpart. •Fractional Frequency Flexible Fourier Form-DF-type of unit root test is proposed.•The small sample properties of FFFFF-DF-type test are better than EL test.•FFFFF-DF-type test improves the empirical testing performance.•FFFFF-DF-type test prevents type two errors and over-filtration problems.