El peso mexicano: la gestión de cobertura del riesgo cambiario mediante la teoría de los efectos olvidados

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This paper is about developing a nonlinear model to predict the behavior of future exchange rate based on the opinion of the economic agents participating in the dollar/peso market. Such views are treated with Fuzzy Logic and a variant of it, known as the Theory of Forgotten Effects. The aim is to f...

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Detalles Bibliográficos
Autor: Salazar Garza, Ricardo
Formato: artículo
Fecha de Publicación:2012
Institución:Universidad ESAN
Repositorio:Revistas - Universidad ESAN
Lenguaje:inglés
OAI Identifier:oai:ojs.pkp.sfu.ca:article/234
Enlace del recurso:https://revistas.esan.edu.pe/index.php/jefas/article/view/234
Nivel de acceso:acceso abierto
Materia:Exchange rate
Fuzzy Logic
Future Markets Experts
Forgotten Effects
Expertones
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spelling El peso mexicano: la gestión de cobertura del riesgo cambiario mediante la teoría de los efectos olvidados Salazar Garza, Ricardo Exchange rateFuzzy LogicFuture Markets ExpertsForgotten EffectsExpertonesThis paper is about developing a nonlinear model to predict the behavior of future exchange rate based on the opinion of the economic agents participating in the dollar/peso market. Such views are treated with Fuzzy Logic and a variant of it, known as the Theory of Forgotten Effects. The aim is to find a mechanism for making coverage decisions that allow us an optimal exchange rate risk management at a lower cost than that which involves operations with traditional hedging instruments. For the period of investigation and applying this model, the results support that the collective opinions of economic experts involved in the decision making risk management of exchange rate provide better results than those using traditional methods in the future marketsUniversidad ESAN2012-06-30info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionPeer-reviewed Articleapplication/pdfhttps://revistas.esan.edu.pe/index.php/jefas/article/view/234Journal of Economics, Finance and Administrative Science; Vol. 17 No. 32 (2012): January - June; 53-73Journal of Economics, Finance and Administrative Science; Vol. 17 Núm. 32 (2012): January - June; 53-732218-06482077-1886reponame:Revistas - Universidad ESANinstname:Universidad ESANinstacron:ESANenghttps://revistas.esan.edu.pe/index.php/jefas/article/view/234/139Copyright (c) 2021 Journal of Economics, Finance and Administrative Sciencehttps://creativecommons.org/licenses/by/4.0/info:eu-repo/semantics/openAccessoai:ojs.pkp.sfu.ca:article/2342021-09-16T01:13:49Z
dc.title.none.fl_str_mv El peso mexicano: la gestión de cobertura del riesgo cambiario mediante la teoría de los efectos olvidados
title El peso mexicano: la gestión de cobertura del riesgo cambiario mediante la teoría de los efectos olvidados
spellingShingle El peso mexicano: la gestión de cobertura del riesgo cambiario mediante la teoría de los efectos olvidados
Salazar Garza, Ricardo
Exchange rate
Fuzzy Logic
Future Markets Experts
Forgotten Effects
Expertones
title_short El peso mexicano: la gestión de cobertura del riesgo cambiario mediante la teoría de los efectos olvidados
title_full El peso mexicano: la gestión de cobertura del riesgo cambiario mediante la teoría de los efectos olvidados
title_fullStr El peso mexicano: la gestión de cobertura del riesgo cambiario mediante la teoría de los efectos olvidados
title_full_unstemmed El peso mexicano: la gestión de cobertura del riesgo cambiario mediante la teoría de los efectos olvidados
title_sort El peso mexicano: la gestión de cobertura del riesgo cambiario mediante la teoría de los efectos olvidados
dc.creator.none.fl_str_mv Salazar Garza, Ricardo
author Salazar Garza, Ricardo
author_facet Salazar Garza, Ricardo
author_role author
dc.subject.none.fl_str_mv Exchange rate
Fuzzy Logic
Future Markets Experts
Forgotten Effects
Expertones
topic Exchange rate
Fuzzy Logic
Future Markets Experts
Forgotten Effects
Expertones
description This paper is about developing a nonlinear model to predict the behavior of future exchange rate based on the opinion of the economic agents participating in the dollar/peso market. Such views are treated with Fuzzy Logic and a variant of it, known as the Theory of Forgotten Effects. The aim is to find a mechanism for making coverage decisions that allow us an optimal exchange rate risk management at a lower cost than that which involves operations with traditional hedging instruments. For the period of investigation and applying this model, the results support that the collective opinions of economic experts involved in the decision making risk management of exchange rate provide better results than those using traditional methods in the future markets
publishDate 2012
dc.date.none.fl_str_mv 2012-06-30
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv https://revistas.esan.edu.pe/index.php/jefas/article/view/234
url https://revistas.esan.edu.pe/index.php/jefas/article/view/234
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv https://revistas.esan.edu.pe/index.php/jefas/article/view/234/139
dc.rights.none.fl_str_mv Copyright (c) 2021 Journal of Economics, Finance and Administrative Science
https://creativecommons.org/licenses/by/4.0/
info:eu-repo/semantics/openAccess
rights_invalid_str_mv Copyright (c) 2021 Journal of Economics, Finance and Administrative Science
https://creativecommons.org/licenses/by/4.0/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Universidad ESAN
publisher.none.fl_str_mv Universidad ESAN
dc.source.none.fl_str_mv Journal of Economics, Finance and Administrative Science; Vol. 17 No. 32 (2012): January - June; 53-73
Journal of Economics, Finance and Administrative Science; Vol. 17 Núm. 32 (2012): January - June; 53-73
2218-0648
2077-1886
reponame:Revistas - Universidad ESAN
instname:Universidad ESAN
instacron:ESAN
instname_str Universidad ESAN
instacron_str ESAN
institution ESAN
reponame_str Revistas - Universidad ESAN
collection Revistas - Universidad ESAN
repository.name.fl_str_mv
repository.mail.fl_str_mv
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score 12.703396
El peso mexicano: la gestión de cobertura del riesgo cambiario mediante la teoría de los efectos olvidados
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