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Exchange Rate Risk and Interest Rate : A Case Study for Turkey

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Author Info
Hakan Berument ()
Aslý Günay

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File URL: http://www.bilkent.edu.tr/~economics/hber122001.doc
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Publisher Info
Paper provided by Bilkent University, Department of Economics in its series Departmental Working Papers with number 0110.

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Date of creation: 2001
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Handle: RePEc:bil:bilpap:0110

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Postal: 06533 Ankara
Phone: +90(312) 266-4807
Fax: +90(312) 266-5140
Web page: http://www.bilkent.edu.tr/~economics/
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Related research
Keywords: Exchange rate risk; Interest rate; GARCH and Turkey;

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Find related papers by JEL classification:
C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Determination of Interest Rates; Term Structure of Interest Rates
F31 - International Economics - - International Finance - - - Foreign Exchange

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Akcay, O. Cevdet & Alper, C. Emre & Karasulu, Meral, 1997. "Currency substitution and exchange rate instability: The Turkish case," European Economic Review, Elsevier, vol. 41(3-5), pages 827-835, April. [Downloadable!] (restricted)
  2. Hakan Berument, 2005. "Measuring Monetary Policy for A Small Open Economy : Turkey," Departmental Working Papers 0509, Bilkent University, Department of Economics. [Downloadable!]
    Other versions:
  3. Bruce S. Felmingham & Peter Mansfield, 1997. "Rationality And The Risk Premium On The Australian Dollar," International Economic Journal, Korean International Economic Association, vol. 11(3), pages 47-59, October. [Downloadable!] (restricted)
  4. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Hakan Berument & Nergiz Dinçer, 2005. "The Effects of Exchange Rate Risk on Economic Performance : The Turkish Experience," Departmental Working Papers 0513, Bilkent University, Department of Economics. [Downloadable!]
    Other versions:
  2. Hakan Berument & M. Eray Yücel, 2005. "Return and Maturity Relationships for Treasury Auctions : Evidence from Turkey," Departmental Working Papers 0511, Bilkent University, Department of Economics. [Downloadable!]
    Other versions:
  3. Prakash Kannan, 2008. "Perspectives on High Real Interest Rates in Turkey," IMF Working Papers 08/251, International Monetary Fund. [Downloadable!]
  4. C. Emre Alper & K. Kazimov & A. Akdemir, 2007. "Forecasting the term structure of interest rates for Turkey: a factor analysis approach," Applied Financial Economics, Taylor and Francis Journals, vol. 17(1), pages 77-85, January. [Downloadable!] (restricted)
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This page was last updated on 2009-11-30.

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