| 汇率风险套期比率确定方法的比较与评析 |
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| 引用本文： | 吴晓,谢赤. 汇率风险套期比率确定方法的比较与评析[J]. 安徽工业大学学报(社会科学版), 2005, 22(6): 25-28 |
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| 作者姓名： | 吴晓 谢赤 |
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| 作者单位： | 湖南大学,工商管理学院,湖南,长沙,410082 |
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| 基金项目： | 高等学校优秀青年教师教学科研奖励计划 |
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| 摘 要： | 套期比率确定方法可大致分为基于回归技术和基于均值/方差理论的套期比率确定方法两类。采用新的计量分析工具来研究不完备市场中的套期保值,以及带“摩擦”的金融市场中的套期保值,将会成为现代套期保值理论新的理论领域。
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| 关 键 词： | 汇率风险 套期比率 确定方法 |
| 文章编号： | 1671-9247(2005)06-0025-04 |
| 修稿时间： | 2005-09-13 |
The Comparison and Analysis of the Determination Method of the Risk of Exchange Rate Hedge Ratio |
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| WU Xiao,XIE Chi. The Comparison and Analysis of the Determination Method of the Risk of Exchange Rate Hedge Ratio[J]. , 2005, 22(6): 25-28 |
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| Authors: | WU Xiao XIE Chi |
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| Abstract: | The method for determining the hedge ratio falls into two categories:one is based on regression technology;another based on average value.To do researches in inflation proof of hedge ration in the incomplete market by means of new calculation analysis and that in financial market with "friction"will become the new theory in modern hedge ratio theory. |
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| Keywords: | the risk of exchange rate hedge ratio determination method |
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