ASSESSING THE IMPACT OF OIL PRICES ON EXCHANGE RATES

Authors

  • Vladimir Ivanovich KLOKOV Северо-Западная академия государственной службы Автор
  • Sergey Igorevich KICHKO Северо-Западная академия государственной службы Автор

Keywords:

exchange rates, correlation rates and oil prices, factor analysis, principal components

Abstract

THE PAPER PROVIDES THE STATISTICAL ANALYSIS OF THE RELATIONSHIP BETWEEN EXCHANGE RATES IN A NUMBER OF STATES AND THE GLOBAL PRICE OF OIL AND GOLD. THE ASSUMPTIONS ARE MADE CONCERNING THE FACTORS AFFECTING EXCHANGE RATES BASED ON THE RESULTS OF THE GAINED ANALYSIS.

Published

2011-05-15

Issue

No. 3 (2011)

Section

Articles