Mengukur Risiko Kabur Kadar Tukaran Asing (Measuring Fuzzy Foreign Exchange Rate Risk)

Che Taib, Che Mohd Imran and Md. Tap, Abu Osman and Abd Rahman, Ahmad Fakharuddin (2009) Mengukur Risiko Kabur Kadar Tukaran Asing (Measuring Fuzzy Foreign Exchange Rate Risk). Matematika, 25 (2). pp. 113-124. ISSN 0127-8274

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Abstract

Faktor kadar tukaran asing memberikan impak besar kepada perniagaan firma antarabangsa disebabkan oleh keapungan matawang ringgit Malaysia sentiasa dipengaruhi oleh senario kemudahmeruapan nilai matawang asing. Pulangan ekuiti firma Malaysia menurun dengan penurunan ringgit Malaysia. Kajian ini mencadan- gkan kriteria kabur dan seterusnya menerbitkan penentu ukur risiko dan menganggarkan keteguhan kadar tukaran yang diimplimentasi melalui perbandingan kadar tukaran untuk tempoh dua puluh empat bulan. Foreign exchange rate factor give the big impact to the international firms because of the floating of Ringgit Malaysia currency influenced by the volatility of other foreign currencies. Malaysian firm equity return drop cause by devaluation of Ringgit Malaysia. This study suggested the fuzzy criterion to derive the risk measurement and estimates the exchange rate robustness implied by the comparison of exchange rate changes for twenty-four months.

Item Type:	Article (Journal)
Additional Information:	5996/9873
Uncontrolled Keywords:	Kriteria kabur, selang kabur, risiko tukaran asing tukaran asing, keteguhan kadar tukaran fuzzy criterion, fuzzy interval, foreign exchange risk, exchange rate robustness
Subjects:	Q Science > QA Mathematics > QA76 Computer software
Kulliyyahs/Centres/Divisions/Institutes (Can select more than one option. Press CONTROL button):	Kulliyyah of Information and Communication Technology Kulliyyah of Information and Communication Technology
Depositing User:	Prof Dr ABU OSMAN MD TAP
Date Deposited:	18 Jan 2012 09:17
Last Modified:	18 Jan 2012 09:17
URI:	http://irep.iium.edu.my/id/eprint/9873

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