期刊名称：International Journal of Economics and Finance Studies
电子版ISSN：1309-8055
出版年度：2011
卷号：3
期号：1
出版社：Social Sciences Research Society
摘要：Relationships of Turkish exchange rate with the European Union countries, non-member European Union countries and two world financial leader countries’ exchange rates are investigated under accession period conditions by using univariate and multivariate cointegration and vector error correction model. Our result indicates that; a- Turkish currency has more significant relationship with emerging European countries, bdependency of Turkish currency with its counterparts grows over accession period especially after candidate status given, c- influence of accession period on dependency of Turkish currency is clear, d- degree of linkage relationships with emerging EU member countries fade away after they join to EU, e- co-movement of Turkish currency with two world leading countries are limited
