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

Yasemin Karataş Elçiçek
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Yasemin Karataş Elçiçek: Siirt University

Journal of Finance Letters (Maliye ve Finans Yazıları), 2024, vol. 39, issue 121, 235-253

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.

Keywords: Bank; Volatility; Exchange Rate (search for similar items in EconPapers)
JEL-codes: F31 G00 G21 (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:acc:malfin:v:39:y:2024:i:121:p:235-253

DOI: 10.33203/mfy.1371451

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