Yılmaz, Özer2016-01-082016-01-081996http://hdl.handle.net/11693/17788Ankara : The Department of Management and the Graduate School of Business Administration of Bilkent Univ., 1996.Thesis (Master's) -- Bilkent University, 1996.Includes bibliographical references leaves 32-33.The 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.iii, 33 leaves, tablesEnglishinfo:eu-repo/semantics/openAccessExchange rate riskPolitical riskIstanbul Stock ExchangeEmerging marketsHG3851 .Y55 1996Foreign exchange rates.Foreign exchange--Mathematical models.Risk management.Foreign exchange futures.Money market.ThesisBILKUTUPB053795