{"id":14498,"date":"2018-03-09T09:01:14","date_gmt":"2018-03-09T09:01:14","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/factores-comunes-en-los-niveles-y-la-volatilidad-de-los-tipos-de-interes-cupon-cero-de-la-deuda-publica-en-espana\/"},"modified":"2018-03-09T09:01:14","modified_gmt":"2018-03-09T09:01:14","slug":"factores-comunes-en-los-niveles-y-la-volatilidad-de-los-tipos-de-interes-cupon-cero-de-la-deuda-publica-en-espana","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/factores-comunes-en-los-niveles-y-la-volatilidad-de-los-tipos-de-interes-cupon-cero-de-la-deuda-publica-en-espana\/","title":{"rendered":"Factores comunes en los niveles y la volatilidad de los tipos de interes cupon cero de la deuda p\u00fablica en espa\u00f1a"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Sonia Benito Muela <\/strong><\/h2>\n<p>El trabajo realizado en la tesis aborda b\u00e1sicamente tres tipos de cuestiones. en primer lugar, se analiza cu\u00e1ntos factores comunes hay en la estructura temporal de tipos de inter\u00e9s etti de la deuda p\u00fablica en espa\u00f1a. En segundo lugar, se contrasta si se dan mecanismos de tramsmisi\u00f3n de volatilidades a lo largo de la etti. Por \u00faltimo, se estudia cu\u00e1ntos factores comunes hay en la volatilidad de los tipos cup\u00f3n cero de la deuda p\u00fablica.  respecto del estudio de factores comunes los resultados obtenidos son los siguientes:  1,- se necesitan tres factores para explicar la din\u00e1mica de desplazamiento de la etti en horizontes de corto plazo y dos factores (o variables) para caracterizar la din\u00e1mica de desplazamiento de la etti en horizontes de largo plazo.  respecto del estudio de mecanismos de transmisi\u00f3n de volatilidades:  2,- se ha detectado que la volatilidad de los tipos de inter\u00e9s a corto plazo 1 mes se transmite a la volatilidad de los tipos de inter\u00e9s entre 3 meses y 1 a\u00f1os (tramo corto etti); no se ha encontrado evidencia de transmisi\u00f3n hacia los tipos de inter\u00e9s a medio y largo plazo.  respecto al estudio de factores comunes en volatilidad:  3,- hay tres factores comunes en la volatididad de los tipos cup\u00f3n cero. ello significa que de cara a la gesti\u00f3n de carteras con t\u00edtulos de deuda p\u00fablica hay que considerar tres variables para la gesti\u00f3n de riesgos de estas carteras<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Factores comunes en los niveles y la volatilidad de los tipos de interes cupon cero de la deuda p\u00fablica en espa\u00f1a<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Factores comunes en los niveles y la volatilidad de los tipos de interes cupon cero de la deuda p\u00fablica en espa\u00f1a <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Sonia Benito Muela <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Complutense de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 14\/12\/2001<\/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>Alfonso Novales Cinca<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Carlos Sebastian gascon <\/li>\n<li>Antonio Aznar grasa (vocal)<\/li>\n<li>vicente Meneu ferrer (vocal)<\/li>\n<li>Juan Maria nave (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Sonia Benito Muela El trabajo realizado en la tesis aborda b\u00e1sicamente tres tipos de cuestiones. en primer [&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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