Impact of exchange rate fluctuations and political risk on the risk premiums reflected in the cross-sections of individual eqity returns

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buir.advisorMuradoğlu, Gülnur
dc.contributor.authorYılmaz, Özer
dc.date.accessioned2016-01-08T20:13:25Z
dc.date.available2016-01-08T20:13:25Z
dc.date.issued1996
dc.departmentDepartment of Managementen_US
dc.descriptionAnkara : The Department of Management and the Graduate School of Business Administration of Bilkent Univ., 1996.en_US
dc.descriptionThesis (Master's) -- Bilkent University, 1996.en_US
dc.descriptionIncludes bibliographical references leaves 32-33.en_US
dc.description.abstractThe impact of exchange rate fluctuations and political risk on the risk premiums of individual equity returns trading in Istanbul Stock Exchange will be analyzed empirically. Turkey as an emerging market faced considerable monetary and political turbulence in the past decade. Variables from the currency and sovereign debt markets will be the proxies for exchange rate risk and political risks, respectively. Evidence of the risk premiums as a result of the exposure to the equity markets show valuable inferences although statistically significant conclusions are not the majority. These results have many implications for the corporate and portfolio management. This study also provides tools and data that can be utilized by the emerging market researchers.en_US
dc.description.degreeM.B.Aen_US
dc.description.statementofresponsibilityYılmaz, Özeren_US
dc.format.extentiii, 33 leaves, tablesen_US
dc.identifier.itemidBILKUTUPB053795
dc.identifier.urihttp://hdl.handle.net/11693/17788
dc.language.isoEnglishen_US
dc.publisherBilkent Universityen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectExchange rate risken_US
dc.subjectPolitical risken_US
dc.subjectIstanbul Stock Exchangeen_US
dc.subjectEmerging marketsen_US
dc.subject.lccHG3851 .Y55 1996en_US
dc.subject.lcshForeign exchange rates.en_US
dc.subject.lcshForeign exchange--Mathematical models.en_US
dc.subject.lcshRisk management.en_US
dc.subject.lcshForeign exchange futures.en_US
dc.subject.lcshMoney market.en_US
dc.titleImpact of exchange rate fluctuations and political risk on the risk premiums reflected in the cross-sections of individual eqity returnsen_US
dc.typeThesisen_US

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