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

Mikhail Orekhov

Gaidar Institute for Economic Policy

Pavel Trunin

Gaidar Institute for Economic Policy

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 ( 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

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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