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dc.contributor.advisorBerument, Hakan
dc.contributor.authorGünay, Aslı
dc.date.accessioned2016-01-08T18:13:45Z
dc.date.available2016-01-08T18:13:45Z
dc.date.issued2001
dc.identifier.urihttp://hdl.handle.net/11693/15119
dc.descriptionAnkara : The Department of Economics, Bilkent University, 2001.en_US
dc.descriptionThesis (Master's) -- İhsan Doğramacı Bilkent University, 2001.en_US
dc.descriptionIncludes bibliographical references (leaves 15-16).en_US
dc.description.abstractThis thesis examines the effect of exchange rate risk on interest rates within the uncovered interest rate parity condition for Turkey. When the interest rate is measured with the Treasury auction interest rate and the exchange rate risk is measured with the conditional variance of the exchange rate, then we found that there is a positive relation between the exchange rate risk and interest rate with the data from 1986:12 to 2000:01.en_US
dc.description.statementofresponsibilityGünay, Aslıen_US
dc.format.extentv, 16 leaves, tables ; 30 cmen_US
dc.language.isoEnglishen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectExchange rate risken_US
dc.subjectGARCH and Turkeyen_US
dc.subjectInterest rateen_US
dc.subject.lccHG3968.25 .G86 2001en_US
dc.subject.lcshForeign exchange rates--Turkey.en_US
dc.subject.lcshRisk management--Turkey.en_US
dc.subject.lcshInterest rates--Turkey.en_US
dc.titleExchange rate risk and interest rate: a case study for Turkeyen_US
dc.title.alternativeDöviz kuru riski ve faiz oranı: Türkiye örneği üzerine bir çalışmaen_US
dc.typeThesisen_US
dc.departmentDepartment of Economicsen_US
dc.publisherBilkent Universityen_US
dc.description.degreeM.S.en_US
dc.identifier.itemidBILKUTUPB002528


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