Ankara : 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.Günay, AslıM.S
