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Evaluation and Management of Currency Risk Through Analysis of Time Series and Statistical Methods
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| dc.contributor.author | Gherb, Valeria
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| dc.date.accessioned | 2026-11-05T11:53:23Z | |
| dc.date.available | 2026-11-05T11:53:23Z | |
| dc.date.issued | 2026 | |
| dc.identifier.isbn | ISBN 978-9975-182-45-4 (PDF) | |
| dc.identifier.uri | https://irek.ase.md:443/xmlui/handle/123456789/5569 | |
| dc.description | GHERB, Valeria. Evaluation and Management of Currency Risk Through Analysis of Time Series and Statistical Methods = Evaluarea și gestiunea riscului valutar prin analiza seriilor de timp și metode statistice. Online. Coord. șt.: Ana CÎRLAN. In: Simpozionul Ştiinţific cu participare internaţională al Tinerilor Cercetători. Ediţia a 24-a, 24-25 aprilie 2026, Chişinău. Lucrări ştiinţifice. Chişinău: SEP ASEM, 2026, vol. 3, pp. 106-109. ISBN 978-9975-182-45-4 (PDF). Disponibil: https://doi.org/10.53486/sstc2026.v3.22 | en_US |
| dc.description.abstract | This study investigates the evaluation and management of currency risk by leveraging time series analysis and advanced statistical methods within the specific context of the Republic of Moldova’s economy. The research focuses on modeling the volatility of the Moldovan Leu using historical data to identify patterns and predict future exchange rate fluctuations. By applying statistical indicators such as standard deviation, variance, and Value-at-Risk (VaR), alongside time series models, the paper assesses the degree of exposure for economic agents. The findings demonstrate how quantitative analysis can refine hedging strategies, providing a robust mathematical framework for minimizing financial losses and enhancing decision-making in a volatile FX market. CZU: [336.745:330.131.7]:519.23; JEL: C46, F31, F33 | en_US |
| dc.language.iso | other | en_US |
| dc.publisher | SEP ASEM | en_US |
| dc.subject | foreign exchange risk | en_US |
| dc.subject | management | en_US |
| dc.subject | currency risk | en_US |
| dc.subject | time series analysis | en_US |
| dc.subject | statistical methods | en_US |
| dc.subject | exchange rate | en_US |
| dc.subject | volatility | en_US |
| dc.subject | FX market | en_US |
| dc.subject | Moldovan Leu | en_US |
| dc.title | Evaluation and Management of Currency Risk Through Analysis of Time Series and Statistical Methods | en_US |
| dc.title.alternative | Evaluarea și gestiunea riscului valutar prin analiza seriilor de timp și metode statistice | en_US |
| dc.type | Article | en_US |
