摘要
影响短期出口信用保险报损率的主要因素是海外信用风险水平.选取欧洲地区工业增加值、进口额、货币供应量、利率、汇率等宏观经济指标作为研究欧洲地区的短期险报损率的解释变量,探讨其宏观经济因素同报损率的内在关系.利用偏最小二乘方法建立模型,实证结果表明,工业增加值、进口额、货币供应量、利率与报损率有负相关关系,美元兑欧元汇率与报损率有正相关关系.
The main factor that influences the loss-reporting-ratio of short-term export credit insurance is the level of oversea credit risk.In order to analyze the relationship between macroeconomic factors and the loss-reporting-ratio of short-term export credit insurance,this paper selects such macroeconomic indicators as industrial added value,amount of imports, money supply,interest rate and exchange rate in Europe as explanatory variables in studying the loss-reporting-ratio of short-term export credit insurance in Europe.This paper builds a model with the partial-least-squares method,the result of which indicates that industrial added value,import volume,money supply and interest rate are in negative correlation with the loss-reporting-ratio,while the US dollar-Euro exchange rate is in positive correlation with the loss-reporting-ratio.
出处
《数学的实践与认识》
CSCD
北大核心
2010年第21期87-92,共6页
Mathematics in Practice and Theory
关键词
短期出口信用保险
报损率
宏观经济因素
short-term export credit insurance
loss-reporting-ratio
macroeconomic factors
