CAPITAL REVERSALS AND EXCHANGE MARKET PRESSURE: EVIDENCE FROM THE AUTOREGRESSIVE DISTRIBUTED LAG (ARDL) BOUNDS TESTS

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dc.contributor.authorFeridun, Mete
dc.date.accessioned2026-02-06T18:47:04Z
dc.date.issued2010
dc.departmentDoğu Akdeniz Üniversitesi
dc.description.abstractThis article examines the relationship between capital reversals and exchange market pressure in Turkey within an autoregressive distributed lag (ARDL) bounds testing and Granger causality framework using monthly data from 1991:12 to 2006:08. The results suggest that capital reversals are in a long-run equilibrium relationship with exchange market pressure. Granger causality tests indicate that there exists short-run and long-run causality running from capital reversals to exchange market pressure, but not vice versa. These findings lend empirical support to the Sudden Stop theory.
dc.identifier.doi10.1080/1331677X.2010.11517430
dc.identifier.endpage21
dc.identifier.issn1331-677X
dc.identifier.issn1848-9664
dc.identifier.issue4
dc.identifier.scopus2-s2.0-79953277077
dc.identifier.scopusqualityQ1
dc.identifier.startpage11
dc.identifier.urihttps://doi.org/10.1080/1331677X.2010.11517430
dc.identifier.urihttps://hdl.handle.net/11129/14220
dc.identifier.volume23
dc.identifier.wosWOS:000287262500002
dc.identifier.wosqualityN/A
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherRoutledge Journals, Taylor & Francis Ltd
dc.relation.ispartofEconomic Research-Ekonomska Istrazivanja
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.snmzKA_WoS_20260204
dc.subjectcapital reversals
dc.subjectexchange market pressure
dc.subjectTurkey
dc.subjectARDL
dc.titleCAPITAL REVERSALS AND EXCHANGE MARKET PRESSURE: EVIDENCE FROM THE AUTOREGRESSIVE DISTRIBUTED LAG (ARDL) BOUNDS TESTS
dc.typeArticle

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