The response of TL interbank rates to weekly money supply announcements within the framework of market efficiency

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buir.advisorErol, Ümit
dc.contributor.authorBal, Yasemin
dc.date.accessioned2016-01-08T20:10:04Z
dc.date.available2016-01-08T20:10:04Z
dc.date.issued1992
dc.departmentDepartment of Economicsen_US
dc.descriptionAnkara : The Institute of Economics and Social Sciences of Bilkent Univ., 1992.en_US
dc.descriptionThesis (Master's) -- Bilkent University, 1992.en_US
dc.descriptionIncludes bibliographical references leaves 52-53.en_US
dc.description.abstractTHE RESPONSE OF TL INTERBANK RATES TO WEEKLY MONEY SUPPLY ANNOUNCEMENTS WITHIN THE FRAMEWORK OF MARKET EFFICIENCY In th is study,the effects of weekly money supply announcements on changes in TL interbank rates is tested in terms of market efficiency. As a result of the model tested, T urkish interbank market appeared to be an inefficient financiai market. During th is study, ARIMA based generated money suppiy survey data is used. Therefore a joint hypothesis, market efficiency and effectiveness of ARIMA based survey data, is tested. This leads to a weak rejection of market efficiency in TL interbank market.en_US
dc.description.degreeM.A.en_US
dc.description.statementofresponsibilityBal, Yaseminen_US
dc.format.extent[66] leaves, graphicsen_US
dc.identifier.urihttp://hdl.handle.net/11693/17415
dc.language.isoEnglishen_US
dc.publisherBilkent Universityen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectMoney suppiy annoucementsen_US
dc.subjectinterbank ratesen_US
dc.subjectanticipated component of money supply announcementen_US
dc.subjectunanticipated component of money supply announcementen_US
dc.subjectmarket efficiency hypothesisen_US
dc.subject.lccHG1206.5 .B35 1992en_US
dc.subject.lcshMonetary policy--Turkey.en_US
dc.subject.lcshMoney supply--Turkey.en_US
dc.subject.lcshInterest rates--Turkey.en_US
dc.subject.lcshEfficient market theory.en_US
dc.titleThe response of TL interbank rates to weekly money supply announcements within the framework of market efficiencyen_US
dc.typeThesisen_US

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