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Your search keyword '"*NONLINEAR statistical models"' showing total 1 results
Start Over Descriptor "*NONLINEAR statistical models" Language spanish Publisher emerald publishing limited

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1 results on '"*NONLINEAR statistical models"'

1. El peso mexicano: la gestión de cobertura del riesgo cambiario mediante la Teoría de los Efectos Olvidados.

Author

Salazar-Garza, Ricardo

Subjects
*PESO (Mexican currency), *FOREIGN exchange rates, *NONLINEAR statistical models, *FUZZY logic, *RISK management in business
Abstract

This paper is about developing a nonlinear model to predict the behavior of future exchange rate based on the opinion of the economic agents participating in the dollar/peso market. Such views are treated with Fuzzy Logic and a variant of it, known as the Theory of Forgotten Effects. The aim is to find a mechanism for making coverage decisions that allow us an optimal exchange rate risk management at a lower cost than that which involves operations with traditional hedging instruments. For the period of investigation and applying this model, the results support that the collective opinions of economic experts involved in the decision making risk management of exchange rate provide better results than those using traditional methods in the future markets. [ABSTRACT FROM AUTHOR]

Published
2012

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