{"id":129069,"date":"1996-01-01T00:00:00","date_gmt":"1996-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/analisis-de-la-relacion-temporal-entre-los-rendimientos-de-contado-y-futuro-sobre-indices-bursatiles-especial-referencia-al-caso-del-indice-ibex-35\/"},"modified":"1996-01-01T00:00:00","modified_gmt":"1996-01-01T00:00:00","slug":"analisis-de-la-relacion-temporal-entre-los-rendimientos-de-contado-y-futuro-sobre-indices-bursatiles-especial-referencia-al-caso-del-indice-ibex-35","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/analisis-de-la-relacion-temporal-entre-los-rendimientos-de-contado-y-futuro-sobre-indices-bursatiles-especial-referencia-al-caso-del-indice-ibex-35\/","title":{"rendered":"Analisis de la relacion temporal entre los rendimientos de contado y futuro sobre indices bursatiles: especial referencia al caso del indice ibex-35."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Marta Sol\u00f3rzano Garc\u00eda <\/strong><\/h2>\n<p>El trabajo de investigacion que se presenta analiza si los rendimientos de los futuros financieros sobre el indice ibex-35 anticipan los rendimientos de contado del indice bursatil subyacente. Para ellos, se aplica un modelo de regresion multiple que analiza la relacion entre los momentos anteriores y posteriores de dichas variables. La relacion obtenida puede verse limitada por la negociacion infrecuente de los valores que componen el indice de contado, por lo que un modelo que controla los efectos de la negociacion infrecuente es dise\u00f1ado. Las innovaciones de los rendimientos, generadas por el modelo anterior, se emplean entonces, como variables dependientes en el modelo de regresion multiple, para asi analizar la relacion real entre los rendimientos de contado y futuro sobre el indice ibex-35.  por ultimo, la investigacion se centra en determinar la vinculacion temporal entre los rendimientos de los dos mercados ante buenas \u00abversus\u00bb malas noticias y ante diferencias relativas de intensidad de negociacion en los dos mercados.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Analisis de la relacion temporal entre los rendimientos de contado y futuro sobre indices bursatiles: especial referencia al caso del indice ibex-35.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Analisis de la relacion temporal entre los rendimientos de contado y futuro sobre indices bursatiles: especial referencia al caso del indice ibex-35. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Marta Sol\u00f3rzano Garc\u00eda <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Complutense de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1996<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Juan  Manuel Mascare\u00f1as Perez I\u00f1igo<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Andr\u00e9s Santiago Suarez  Suarez <\/li>\n<li>Camilo Prado Freire (vocal)<\/li>\n<li>Emilio Soldevilla Garc\u00eda (vocal)<\/li>\n<li>Arturo Rodr\u00edguez Castellanos (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Marta Sol\u00f3rzano Garc\u00eda El trabajo de investigacion que se presenta analiza si los rendimientos de los futuros [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center 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