冲突和汇率估值:俄罗斯-乌克兰冲突的证据
Jianhua Xu1, Khalid Khan2, Yang Cao1
1Anyang Institute of Technology Anyang, Henan Province, China.
Heliyon
|June 22, 2023
概括
俄罗斯-乌克兰冲突对俄罗斯的汇率产生了负面影响,导致货币大幅值. 这种经济冲击通过与预期的经济趋势的快速分歧而显现出来.
科学领域:
- 经济学 经济学 经济学
- 国际关系 国际关系
- 政治科学 政治科学是指政治学.
背景情况:
- 俄罗斯-乌克兰冲突对全球政治和经济活动产生了重大影响.
- 地缘政治事件往往会引发重大的经济后果,包括货币波动.
研究的目的:
- 评估俄罗斯-乌克兰冲突对俄罗斯汇率的因果关系.
- 量化俄罗斯货币因冲突而值的情况.
主要方法:
- 使用反事实预测来建立基线经济情景.
- 分析汇率与反事实汇率的分歧,以应对冲突.
主要成果:
- 冲突对俄罗斯汇率产生了负面影响,导致汇率迅速值.
- 实际汇率始终低于反事实预测,这表明了严重的负面冲击.
- 因果分析证实了冲突期间货币值.
结论:
- 俄罗斯-乌克兰冲突明显削弱了俄罗斯的汇率.
- 反事实预测是评估地缘政治冲击对经济影响的强有力的方法.
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