Het integraal kwantificeren van valutarisico’s

Ralph de Haas
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Ralph de Haas: De Nederlandsche Bank

Finance from University Library of Munich, Germany

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.

Keywords: Belegging; risicobeheer; statistiek (search for similar items in EconPapers)
JEL-codes: G11 G15 G23 M21 (search for similar items in EconPapers)
Date: 2002-09-16
Note: Type of Document - Word; prepared on PC; to print on HP;
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Persistent link: https://EconPapers.repec.org/RePEc:wpa:wuwpfi:0209004

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