From The horse, the wheel, and language by David W. Anthony (2007), p. 385:
Linguists have identified loans that were adopted into the early Finno-Ugric (F-U) languages from Pre-Indo-Iranian and Proto-Indo-Iranian (Proto-I-I). Archaeological evidence for Volosovo-Abashevo contacts around the southern Urals probably were the medium through which these loans occurred. Early Proto-Indo-Iranian words that were borrowed into common Finno-Ugric included Proto-I-I *asura- ‘lord, god’ > F-U *asera; Proto-I-I *medʱu- ‘honey’ > F-U *mete; Proto-I-I *čekro- ‘wheel’ > F-U *kekrä and Proto-I-I *arya- ‘Aryan’ > F-U *orya. Proto-Indo-Iranian *arya-, the self designation “Aryan,” was borrowed into Pre-Saami as *orja-, the root of *oarji, meaning “southwest,” and of ārjel, meaning “southerner,” confirming that the Proto-Aryan world lay south of the early Uralic region. The same borrowed *arya- root developed into words with the meaning “slave” in the Finnish and Permic branches (Finnish, Komi, and Udmurt), a hint of ancient hostility between the speakers of Proto-Indo-Iranian and Finno-Ugric.