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Does Exchange Rate Volatility Affect Deposit Bank Loans? An Application on the Turkish Banking Sector

Author

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  • Yasemin Karataş Elçiçek

    (Siirt University)

Abstract

In this study, it was examined whether exchange rate volatility was effective on deposit bank loans in the Turkish banking sector for the period 2013:05-2023:05. ARDL bounds test analysis was used as the method in the study. According to the long-term findings of the ARDL bounds test, deposit bank loans are positively affected by dollar exchange rate volatility, while they are negatively affected by euro exchange rate volatility. According to short-term findings, deposit bank loans are only negatively affected by the volatility in the euro exchange rate.

Suggested Citation

  • Yasemin Karataş Elçiçek, 2024. "Does Exchange Rate Volatility Affect Deposit Bank Loans? An Application on the Turkish Banking Sector," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 39(121), pages 235-253, April.
    • Handle: RePEc:acc:malfin:v:39:y:2024:i:121:p:235-253
    DOI: https://doi.org/10.33203/mfy.1371451
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    More about this item

    Keywords

    Bank; Volatility; Exchange Rate;
    All these keywords.

    JEL classification:

    • F31 - International Economics - - International Finance - - - Foreign Exchange
    • G00 - Financial Economics - - General - - - General
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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