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Het integraal kwantificeren van valutarisico’s

Author

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  • Ralph de Haas

    (De Nederlandsche Bank)

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.

Suggested Citation

  • Ralph de Haas, 2002. "Het integraal kwantificeren van valutarisico’s," Finance 0209004, EconWPA.
  • Handle: RePEc:wpa:wuwpfi:0209004 Note: Type of Document - Word; prepared on PC; to print on HP;
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    References listed on IDEAS

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    More about this item

    Keywords

    Belegging; risicobeheer; statistiek;

    JEL classification:

    • M21 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Economics - - - Business Economics
    • G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets

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