Dynamic analysis of the world currency market

In the article, the author presents an econometric analysis of the exchange rate dynamics of world currencies in the Russian market, based on the apparatus of time series analysis. Based on descriptive statistics, the author analyses the overall exchange rate dynamics and makes assumptions about the structure of the time series. Based on the correlation analysis, the author identifies the main pricing factor that becomes the exchange rate of the American dollar. As a result, the author builds models of valuation of world currencies in the Russian market depending on the dynamics of the American dollar.