{"id":130705,"date":"1996-01-01T00:00:00","date_gmt":"1996-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/tres-ensayos-de-economia-financiera-regularidades-variabilidad-predecible-y-relaciones-a-largo-plazo\/"},"modified":"1996-01-01T00:00:00","modified_gmt":"1996-01-01T00:00:00","slug":"tres-ensayos-de-economia-financiera-regularidades-variabilidad-predecible-y-relaciones-a-largo-plazo","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/tres-ensayos-de-economia-financiera-regularidades-variabilidad-predecible-y-relaciones-a-largo-plazo\/","title":{"rendered":"Tres ensayos de economia financiera: regularidades, variabilidad predecible y relaciones a largo plazo."},"content":{"rendered":"<h2>Tesis doctoral de <strong>  Esteban Gonzalez M. Victoria <\/strong><\/h2>\n<p>En la tesis se analiza la predecibilidad de los rendimientos de los activos financieros en tres ambitos distintos. En el primer capitulo se lleva a cabo un analisis de correlaciones a nivel univariante en dos indices de mercado, diez carteras construidas por capitalizacion bursatil y un conjunto de activos individuales. El estudio muestra la existencia de correlacion positiva en ambos indices y las carteras. En el segundo capitulo se lleva a cabo un analisis multivariante donde se intenta explotar las posibilidades de predecir rentabilidades apoyandose en variables economicas que recogen riesgo sistematico. La predecibilidad se atribuye a variaciones temporales de los rendimientos esperados de equilibrio. Se analiza asi la predecibilidad dentro de un marco de eficiencia. En el tercer capitulo se analiza la conducta a largo plazo del indice de precios del mercado de capitales espa\u00f1ol y sus fundamentales. Usando las tecnicas de cointegracion de johansen (1988, 1991) se determina la existencia de una relacion de equilibrio a largo plazo entre el indice y sus fundamentales.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Tres ensayos de economia financiera: regularidades, variabilidad predecible y relaciones a largo plazo.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Tres ensayos de economia financiera: regularidades, variabilidad predecible y relaciones a largo plazo. <\/li>\n<li><strong>Autor:<\/strong>\u00a0  Esteban Gonzalez M. Victoria <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Pa\u00eds vasco\/euskal herriko unibertsitatea<\/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>Gonzalo Rubio Irigoyen<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Inmaculada Gallastegui Zulaica <\/li>\n<li>Rafael Santamaria Aquilue (vocal)<\/li>\n<li>Enrique Sentana Iva\u00f1ez (vocal)<\/li>\n<li>Esther Ruiz Ortega (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Esteban Gonzalez M. Victoria En la tesis se analiza la predecibilidad de los rendimientos de los activos [&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 center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"footnotes":""},"categories":[82,974,12909,8771],"tags":[72214,244322,53627,19352,41855,60717],"class_list":["post-130705","post","type-post","status-publish","format-standard","hentry","category-ciencias-economicas","category-econometria","category-pais-vasco-euskal-herriko-unibertsitatea","category-series-temporales-economicas","tag-enrique-sentana-ivanez","tag-esteban-gonzalez-m-victoria","tag-esther-ruiz-ortega","tag-gonzalo-rubio-irigoyen","tag-inmaculada-gallastegui-zulaica","tag-rafael-santamaria-aquilue"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/130705","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/comments?post=130705"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/130705\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=130705"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=130705"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=130705"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}