АНАЛИЗ ПОВЕДЕНИЯ БАНКОВ И КОМПАНИЙ В УСЛОВИЯХ КУРСОВОЙ ВОЛАТИЛЬНОСТИ В РОССИИ (Analysis of the Behavior of Banks and Companies in the Conditions of Exchange Volatility in Russia)

69 Pages Posted: 16 Aug 2021

See all articles by Alexandra Bozhechkova

Alexandra Bozhechkova

Gaidar Institute for Economic Policy; Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA) - Institute of Applied Economic Research

Evgeny Ivanov

National Research University Higher School of Economics (Moscow)

Mikhail Orekhov

Gaidar Institute for Economic Policy

Pavel Trunin

Gaidar Institute for Economic Policy; Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA) - Institute of Applied Economic Research

Maria Chembulatova

Gaidar Institute for Economic Policy

Anna Yakovleva

Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA) - Stolypin Volga Region Institute of Administration

Date Written: January 14, 2021

Abstract

Russian Abstract:Исследование посвящено изучению механизмов и оценке степени влияния курсовой волатильности на ключевые показатели деятельности финансовых и нефинансовых компаний. Выявлено, что курсовая волатильность являясь, одновременно и следствием, и индикатором неопределенности, сопровождаемой рисками для макроэкономической стабильности и усилением волатильности других макроэкономических показателей, оказывает значимое воздействие на показатели функционирования российских банков и компаний.

English Abstract:In this paper we study the mechanisms and estimate the influence of exchange rate volatility on key performance indicators of financial and non-financial companies. Exchange rate volatility, being both a consequence and an indicator of uncertainty, accompanied by risks to macroeconomic stability and increased volatility of other macroeconomic indicators, has a significant impact on the performance of Russian banks and companies.

Note: Downloadable document is in Russian.

Keywords: volatility on key performance indicators

Suggested Citation

Bozhechkova, Alexandra and Ivanov, Evgeny and Orekhov, Mikhail and Trunin, Pavel and Chembulatova, Maria and Yakovleva, Anna, АНАЛИЗ ПОВЕДЕНИЯ БАНКОВ И КОМПАНИЙ В УСЛОВИЯХ КУРСОВОЙ ВОЛАТИЛЬНОСТИ В РОССИИ (Analysis of the Behavior of Banks and Companies in the Conditions of Exchange Volatility in Russia) (January 14, 2021). Available at SSRN: https://ssrn.com/abstract=3888999 or http://dx.doi.org/10.2139/ssrn.3888999

Alexandra Bozhechkova (Contact Author)

Gaidar Institute for Economic Policy ( email )

Gazetny pereylok 3-5
Moscow, 125993
Russia

Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA) - Institute of Applied Economic Research ( email )

Russia

Evgeny Ivanov

National Research University Higher School of Economics (Moscow) ( email )

Myasnitskaya street, 20
Moscow, Moscow 119017
Russia

Mikhail Orekhov

Gaidar Institute for Economic Policy ( email )

3-5 Gazetny Lane
Moscow, 125009
Russia

Pavel Trunin

Gaidar Institute for Economic Policy ( email )

Gazetny pereulok, 3-5
Moscow, 125993
Russia

Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA) - Institute of Applied Economic Research ( email )

Russia

Maria Chembulatova

Gaidar Institute for Economic Policy ( email )

Gazetny Lane 3-5
Profsouyznaya street
Moscow, Moscow 117485
Russia

Anna Yakovleva

Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA) - Stolypin Volga Region Institute of Administration ( email )

Moskovskaya str., 164
Saratov, Saratov 410026
Russia

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