Pendekatan kabur risiko tukaran asing

Abstract

Multinational firms are directly exposed to the impact of unexpected changes in foreign exchange rate. The practice of floating currency system and currency volatility characteristic always as an influence and cannot be avoided. Using fuzzy interval method, this thesis evaluates foreign exchange rate exposure faced by thirty-three Malaysian firms throughout twenty-four months regression. Analysis has been made shown that the numbers of firm having negative exposure increase align horizon. This study also suggests 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. To manage foreign exchange rate risk, multinational firms use various methods to offset the risk and increase firm performance to convince their investors.