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Het integraal kwantificeren van valutarisico’s

  • Ralph de Haas

    (De Nederlandsche Bank)

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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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
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