Exchange rate risk and interest rate: a case study for Turkey
buir.advisor | Berument, Hakan | |
dc.contributor.author | Günay, Aslı | |
dc.date.accessioned | 2016-01-08T18:13:45Z | |
dc.date.available | 2016-01-08T18:13:45Z | |
dc.date.issued | 2001 | |
dc.description | Ankara : The Department of Economics, Bilkent University, 2001. | en_US |
dc.description | Thesis (Master's) -- İhsan Doğramacı Bilkent University, 2001. | en_US |
dc.description | Includes bibliographical references (leaves 15-16). | en_US |
dc.description.abstract | This 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.provenance | Made available in DSpace on 2016-01-08T18:13:45Z (GMT). No. of bitstreams: 1 0001880.pdf: 274888 bytes, checksum: 1cf19f23994d2aca798528c1793d6d34 (MD5) | en |
dc.description.statementofresponsibility | Günay, Aslı | en_US |
dc.format.extent | v, 16 leaves, tables ; 30 cm | en_US |
dc.identifier.itemid | BILKUTUPB002528 | |
dc.identifier.uri | http://hdl.handle.net/11693/15119 | |
dc.language.iso | English | en_US |
dc.rights | info:eu-repo/semantics/openAccess | en_US |
dc.subject | Exchange rate risk | en_US |
dc.subject | GARCH and Turkey | en_US |
dc.subject | Interest rate | en_US |
dc.subject.lcc | HG3968.25 .G86 2001 | en_US |
dc.subject.lcsh | Foreign exchange rates--Turkey. | en_US |
dc.subject.lcsh | Risk management--Turkey. | en_US |
dc.subject.lcsh | Interest rates--Turkey. | en_US |
dc.title | Exchange rate risk and interest rate: a case study for Turkey | en_US |
dc.title.alternative | Döviz kuru riski ve faiz oranı: Türkiye örneği üzerine bir çalışma | en_US |
dc.type | Thesis | en_US |
thesis.degree.discipline | Economics | |
thesis.degree.grantor | Bilkent University | |
thesis.degree.level | Master's | |
thesis.degree.name | MA (Master of Arts) |
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