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Modelling the Intervention of UAH/USD Exchange Rates as a Result of ۲۰۲۲ Russian Invasion of Ukraine

عنوان مقاله: Modelling the Intervention of UAH/USD Exchange Rates as a Result of ۲۰۲۲ Russian Invasion of Ukraine
شناسه ملی مقاله: JR_IJMAE-9-3_004
منتشر شده در در سال 1401
مشخصات نویسندگان مقاله:

Ette Harrison Etuk - Department of Mathematics, Rivers State University, Port Harcourt, Nigeria
Obioma Onukwube - Department of Statistics, Federal University of Technology, Owerri, Nigeria
Imoh Moffat - Department of Statistics, University of Uyo, Uyo, Nigeria

خلاصه مقاله:
Russia and Ukraine are in a war, with the former invading the latter. This puts the latter under great stress, many have died in the process and many more have been displaced and many more have fled from Ukraine. This has resulted in intervention in many time series related to Ukraine. For example, the time series of the daily exchange rates of Ukrainian Hryvnia (UAH) and United States Dollars (USD) experienced an intervention on the first day of Russian incursion. By Box and Tiao (۱۹۷۵) approach, a realization of the time series from ۱ January ۲۰۲۲ to ۱۵ March ۲۰۲۲ is analyzed. The intervention model arrived at is found adequate. It can be the basis for management and planning.

کلمات کلیدی:
Ukrainian Hryvnia (UAH), United States Dollars (USD), Exchange Rates, intervention, Russian invasion of Ukraine

صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/1461737/