Forecasting models as a tool currency risk management / Nepp A.N. // World Applied Sciences Journal. - 2013. - V. 27, l. 6. - P. 729-733.

ISSN:
18184952
Type:
Article
Abstract:
Currency risks have an important impact on the financial results of enterprises. Forecasting of currency risk is a major step in managing them. The article discusses the model forecasting of currency risks RiskMetrics Group Inc.(RMG) (NYSE: RISK) and Krugman-and-Obstfeld models. The models are based on the accounting impact of macroeconomic indicators on the exchange rate. Among the macroeconomic factors considered GDP, money supply and inflation. © IDOSI Publications, 2013.
Author keywords:
Currency risk hedging; Currency risks; Exchange rate forecasting models; Forecasting the dollar-ruble exchange rate; Management of currency risks
Index keywords:
нет данных
DOI:
10.5829/idosi.wasj.2013.27.06.
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https://www.scopus.com/inward/record.uri?eid=2-s2.0-84890637588&doi=10.5829%2fidosi.wasj.2013.27.06.13707&partnerID=40&md5=d961b04dd0266cde272b3707e0280225
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Link https://www.scopus.com/inward/record.uri?eid=2-s2.0-84890637588&doi=10.5829%2fidosi.wasj.2013.27.06.13707&partnerID=40&md5=d961b04dd0266cde272b3707e0280225
Affiliations Ural Federal University named after the First President of Russia Boris N. Yeltsin, Ekaterinburg, Russian Federation
Author Keywords Currency risk hedging; Currency risks; Exchange rate forecasting models; Forecasting the dollar-ruble exchange rate; Management of currency risks
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Correspondence Address Nepp, A. N.; Ural Federal University named after the First President of Russia Boris N. Yeltsin, 620000, Ekaterinburg, Russian Federation
Language of Original Document English
Abbreviated Source Title World Appl. Sci. J.
Source Scopus