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Het integraal kwantificeren van valutarisico’s

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Author Info
Ralph de Haas (De Nederlandsche Bank)

Additional information is available for the following registered author(s):

Abstract

In dit artikel wordt ingegaan op het statistisch kwantificeren van valutarisico’s met behulp van meervoudige regressie-analyse. Centraal punt van deze methode is dat, teneinde een integrale kwantificering van valutarisico’s te bereiken, zowel het translatierisico als het economisch valutarisico gemeten dient te worden.

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File URL: http://129.3.20.41/eps/fin/papers/0209/0209004.pdf
File Format: application/pdf
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Publisher Info
Paper provided by EconWPA in its series Finance with number 0209004.

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Date of creation: 16 Sep 2002
Date of revision:
Handle: RePEc:wpa:wuwpfi:0209004

Note: Type of Document - Word; prepared on PC; to print on HP;
Contact details of provider:
Web page: http://129.3.20.41

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Related research
Keywords: Belegging risicobeheer statistiek

Find related papers by JEL classification:
M21 - Business Administration and Business Economics; Marketing; Accounting - - Business Economics - - - Business Economics
G23 - Financial Economics - - Financial Institutions and Services - - - Pension Funds; Other Private Financial Institutions
G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
G15 - Financial Economics - - General Financial Markets - - - International Financial Markets

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