Günay, Aslı2016-01-082016-01-082001http://hdl.handle.net/11693/15119Ankara : The Department of Economics, Bilkent University, 2001.Thesis (Master's) -- İhsan Doğramacı Bilkent University, 2001.Includes bibliographical references (leaves 15-16).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.v, 16 leaves, tables ; 30 cmEnglishinfo:eu-repo/semantics/openAccessExchange rate riskGARCH and TurkeyInterest rateHG3968.25 .G86 2001Foreign exchange rates--Turkey.Risk management--Turkey.Interest rates--Turkey.ThesisBILKUTUPB002528