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Finance and Credit

9(393) - 2010 March

Problems of construction of multi-factor economic-mathematical model of the dynamics of the exchange rate in current conditions

Vol. 16, Iss. 9, MARCH 2010

Available online: 4 March 2010

Subject Heading: Financial management

JEL Classification:

Veretennikova O.B. Doctor of Economic Sciences, Professor, Head of the Department of Financial Management, Ural State Economic University
olgav@usue.ru

Mamin D.V. graduate student, assistant lecturer of money and banking and the Department of Financial Managemen, Ural State Economic University
knowwho@bk.ru

The article deals with the problem of predicting the dynamics of exchange rates in current conditions. On the basis of fundamental and technical approaches to the analysis of exchange rate fluctuations, proposed authoring, multi-factor economic-mathematical concept of predicting changes in exchange rates. The example of the dynamics of pair euro / dollar in 2007, considered the possibility of authoring techniques. In conclusion, outlines the main ways to improve this model.

Keywords: exchange rate, fundamental analysis, multi-factor models for forecasting, technical analysis

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ISSN 2311-8709 (Online)
ISSN 2071-4688 (Print)

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