{"id":135358,"date":"1997-01-01T00:00:00","date_gmt":"1997-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/el-impacto-de-la-introduccion-de-los-mercados-de-futuros-sobre-el-mercado-de-contado\/"},"modified":"1997-01-01T00:00:00","modified_gmt":"1997-01-01T00:00:00","slug":"el-impacto-de-la-introduccion-de-los-mercados-de-futuros-sobre-el-mercado-de-contado","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/el-impacto-de-la-introduccion-de-los-mercados-de-futuros-sobre-el-mercado-de-contado\/","title":{"rendered":"El impacto de la introduccion de los mercados de futuros sobre el mercado de contado."},"content":{"rendered":"<h2>Tesis doctoral de <strong>  Calero Garc\u00eda Francisco Javier <\/strong><\/h2>\n<p>Este trabajo de investigacion tiene como objetivo comprobar cual ha sido el efecto o repercusion sobre el mercado de contado de la aparicion de los mercados de futuros en espa\u00f1a.  para ello se emplean las obligaciones entregables 12,25\/90, 11,30\/91 y 10,30\/92 y los vencimientos de los contratos de futuros desde marzo hasta diciembre de 1993.  del estudio se deduce que la volatilidad se incrmento al comenzar la negociacion de futuros pero posteriormente se estabiliza e incluso se reduce. Se comprobo que las series de precios de las obligaciones entregables y de los contratos de futuros eran series integradas de orden uno y ademas estaban cointegradas. La aplicacion del del test de causalidad de granger da como resultado, que los precios de los contratos de futuros ayudan a predecir mejor los precios en el mercado de contado, y ademas, aplicando el modelo de garbade y silber (1983) se comprobo que es el precio del mercado al contado el que se mueve hacia el precio de los contratos futuros.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>El impacto de la introduccion de los mercados de futuros sobre el mercado de contado.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 El impacto de la introduccion de los mercados de futuros sobre el mercado de contado. <\/li>\n<li><strong>Autor:<\/strong>\u00a0  Calero Garc\u00eda Francisco Javier <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 La laguna<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1997<\/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>Francisco Perez Calatayud<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Vicente Meneu Ferrer <\/li>\n<li>Juan Garcia Boza (vocal)<\/li>\n<li>Ana Isabel Fern\u00e1ndez \u00e1lvarez (vocal)<\/li>\n<li> Fernandez Izquierdo M. Angeles (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Calero Garc\u00eda Francisco Javier Este trabajo de investigacion tiene como objetivo comprobar cual ha sido el efecto [&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":[82,963,1698,9915,1302,4677],"tags":[9129,65654,72644,26121,10373,10961],"class_list":["post-135358","post","type-post","status-publish","format-standard","hentry","category-ciencias-economicas","category-economia-sectorial","category-gestion-financiera","category-la-laguna","category-organizacion-y-gestion-de-empresas","category-sector-de-finanzas-y-seguros","tag-ana-isabel-fernandez-alvarez","tag-calero-garcia-francisco-javier","tag-fernandez-izquierdo-m-angeles","tag-francisco-perez-calatayud","tag-juan-garcia-boza","tag-vicente-meneu-ferrer"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/135358","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=135358"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/135358\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=135358"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=135358"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=135358"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}