Measuring Fuzzy Foreign Exchange Rate Risk

被引：0

作者：

Taib, Che Mohd Imran Che ^{[1
]}

Tap, Abu Osman Md. ^{[1
]}

Abd Rahman, Ahmad Fakharuddin ^{[2
]}

机构：

[1] Univ Malaysia Terengganu, Fak Sains Teknol, Jabatan Matemat, Kuala Terengganu 21030, Terengganu, Malaysia

[2] Univ Malaysia Terengganu, Fac Pengurusan Ekon, Jabatan Perakaunan Kewangan, Kuala Terengganu 21030, Terengganu, Malaysia

来源：

MATEMATIKA | 2009年 / 25卷 / 02期

关键词：

Fuzzy criterion; fuzzy interval; foreign exchange risk; exchange rate robustness;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Foreign exchange rate factor give the big impact to the international firms because of the floating of Ringgit Malaysia currency influenced by the volatility of other foreign currencies. Malaysian firm equity return drop cause by devaluation of Ringgit Malaysia. This study suggested the fuzzy criterion to derive the risk measurement and estimates the exchange rate robustness implied by the comparison of exchange rate changes for twenty-four months.

引用

页码：113 / 124

页数：12

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