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Comparación de pronósticos de la estructura temporal de tasas de interés de México para distintas especificaciones del modelo afín
Lelo-de-Larrea, Alejandra - 2020
Four specifications of an affine model with risk aversion and no arbitrage conditions are estimated for the Mexican …
Persistent link: https://www.econbiz.de/10012616394
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Liquidez En Los Mercados Accionarios Colombianos : Cuánto Hemos Avanzado En Los Últimos 10 Años? (Liquid Funds in Colombian Stock Market: How Have We Improved in the Last 10 Years)...
Agudelo, Diego A. - 2014
English Abstract: How to measure the liquidity of Colombian stocks and its recent evolution. In the context of market … microstructure literature, we define and estimate a measure of liquidity for Colombian stocks and provide evidence of the large …, in an econometric model, to a significant improvement in liquidity for most of the individual stocks …
Persistent link: https://www.econbiz.de/10013055127
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Comparación de pronósticos de la estructura temporal de tasas de interés de México para distintas especificaciones del modelo afín
Lelo-de-Larrea, Alejandra - 2020
Four specifications of an affine model with risk aversion and no arbitrage conditions are estimated for the Mexican …
Persistent link: https://www.econbiz.de/10012195193
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Las tic y el ingreso en las Pymes exportadoras del estado de Yucatán
Caro Encalada, Manuel J.; Leyva Morales, Carlos E.; … - In: Atlantic Review of Economics 2 (2015), pp. 1-29
Using an econometric model is analyzed the impact on income (as an indicator of competitiveness) of the degree of use of information and communication technologies by exporting Pymes operating in the State of Yucatán. Nine of the developed models explained properly and enough that the use of...
Persistent link: https://www.econbiz.de/10011536992
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Las tic y el ingreso en las Pymes exportadoras del estado de Yucatán
Caro Encalada, Manuel J.; Leyva Morales, Carlos E.; … - In: Atlantic review of economics : AROE 2 (2015)
Using an econometric model is analyzed the impact on income (as an indicator of competitiveness) of the degree of use of information and communication technologies by exporting Pymes operating in the State of Yucatán. Nine of the developed models explained properly and enough that the use of...
Persistent link: https://www.econbiz.de/10011453378
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¿Son racionales los pronósticos de inflación? Una discusión sobre la base de la Encuesta de Expectativas del BCU (Are Inflation Forecasts Rational? A Discussion on the Basis of BCU...
Zunino, Gonzalo - 2018
Spanish Abstract: Este trabajo pretende aportar evidencia sobre cómo se forman las expectativas inflacionarias y en qué medida la gente aprende de su experiencia. En otras palabras, sobre cuál es la relación entre los supuestos estándar de la teoría económica y la formación de las...
Persistent link: https://www.econbiz.de/10012940475
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Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española
Chuliá, Helena; Torró, Hipòlit - In: Investigaciones Economicas 31 (2007) 3, pp. 445-474
El presente trabajo analiza la transmisión de volatilidad entre grandes y pequeñas empresas en el mercado de valores español. Para ello, se utiliza un modelo CAPM condicional GARCH-M multivariante asimétrico que, a su vez, permite contrastar la hipótesis del efecto feedback en la...
Persistent link: https://www.econbiz.de/10005736163
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Pronósticos de la estructura temporal de las tasas de interés en México utilizando und modelo afín
Elizondo, Rocio - 2013
The purpose of this paper is to show that an affine model which incorporates the condition of no arbitrage enables improvements in forecasting the term structure of interest rates in Mexico. The three factors of the yield curve (level, slope and curvature) used in the model are estimated by the...
Persistent link: https://www.econbiz.de/10010322556
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Pronósticos de la estructura temporal de las tasas de interés en México utilizando und modelo afín
Elizondo, Rocio - 2013
The purpose of this paper is to show that an affine model which incorporates the condition of no arbitrage enables improvements in forecasting the term structure of interest rates in Mexico. The three factors of the yield curve (level, slope and curvature) used in the model are estimated by the...
Persistent link: https://www.econbiz.de/10009735501
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Medidas Intradiarias De Liquidez Y De Costos De Transacción Asociados En La Bolsa De Valores De Colombia (Intraday Liquidity Measures of Transaction Costs on the Colombian Stock Ex...
Agudelo, Diego A. - 2014
the Colombia Stock Exchange. We obtain liquidity measures of transaction cost for a sample of 15 colombian stocks in two … on November 2007, which attracted a large share of the trading activity from most of the other stocks …
Persistent link: https://www.econbiz.de/10013057424