Cluster analysis of the impact of currency regime type on features of the spread of financial crises.

Скорочена інформація про документ
dc.contributor.authorStrelchenko I.I.
dc.date.accessioned2024-05-15T17:00:47Z
dc.date.available2024-05-15T17:00:47Z
dc.date.issued2018
dc.description.abstractThe paper presents the results of research on the impact of currency regime type on features of the spread of financial crises. The focus is on constructing a neural network to identify groups of countries exhibiting similar behaviour in the dynamics of the index of flexibility in the effective exchange rate, exchange market pressure and external public debt markets in times of sudden changes in the environment. The alpha-criterion for optimality constructed in this way is based on the use of a concordance coefficient. The result of modelling is a self-organization map with a hidden layer consisting of six clusters. This cluster structure allows us to analyse the relationship between the type of currency regime and the consequences of the global crisis in 2007–2009 for the domestic financial markets of the investigated countries. It is found that the result of the division is significantly influenced by the proximity of administrative boundaries and historically predetermined close trade and economic channels of interaction between economies. The results obtained can be used to formulate directions in the currency policies of developing countries, including Ukraine.
dc.identifier.citationInna Strelchenko, 2018. "Cluster analysis of the impact of currency regime type on features of the spread of financial crises," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 28(2), pages 71-84.
dc.identifier.otherDOI: 10.5277/ord180205
dc.identifier.urihttps://ir.duan.edu.ua/handle/123456789/4251
dc.language.isoen_US
dc.publisherOperations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management
dc.subjectfinancial crises
dc.subjectcurrency regime
dc.subjectexchange rate
dc.subjectconcordance coefficient
dc.subjectself-organization map
dc.subjectcluster
dc.subjectneuro net
dc.titleCluster analysis of the impact of currency regime type on features of the spread of financial crises.
dc.typeArticle

Файли

Контейнер файлів
Зараз показуємо 1 - 1 з 1
Ескіз
Назва:
1358 - published.pdf
Розмір:
260.74 KB
Формат:
Adobe Portable Document Format
Завантажити
Ліцензійна угода
Зараз показуємо 1 - 1 з 1
Ескіз недоступний
Назва:
license.txt
Розмір:
2.84 KB
Формат:
Item-specific license agreed upon to submission
Опис:
Завантажити

Зібрання

Кафедра міжнародного маркетингу