Bal, Yasemin2016-01-082016-01-081992http://hdl.handle.net/11693/17415Ankara : The Institute of Economics and Social Sciences of Bilkent Univ., 1992.Thesis (Master's) -- Bilkent University, 1992.Includes bibliographical references leaves 52-53.THE 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.[66] leaves, graphicsEnglishinfo:eu-repo/semantics/openAccessMoney suppiy annoucementsinterbank ratesanticipated component of money supply announcementunanticipated component of money supply announcementmarket efficiency hypothesisHG1206.5 .B35 1992Monetary policy--Turkey.Money supply--Turkey.Interest rates--Turkey.Efficient market theory.The response of TL interbank rates to weekly money supply announcements within the framework of market efficiencyThesis