{"id":3007,"date":"1994-01-01T00:00:00","date_gmt":"1994-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/1994\/01\/01\/analisis-del-error-de-prediccion-en-el-mercado-de-cambios-relacion-peseta-dolar\/"},"modified":"1994-01-01T00:00:00","modified_gmt":"1994-01-01T00:00:00","slug":"analisis-del-error-de-prediccion-en-el-mercado-de-cambios-relacion-peseta-dolar","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/analisis-del-error-de-prediccion-en-el-mercado-de-cambios-relacion-peseta-dolar\/","title":{"rendered":"Analisis del error de prediccion en el mercado de cambios: relacion peseta-dolar."},"content":{"rendered":"<h2>Tesis doctoral de <strong>  Lorenzo Lago M. Carmen <\/strong><\/h2>\n<p>La tesis describe las operaciones spot y forward en el mercado de cambios, construyendo un modelo de equilibrio general conjunto donde se evalua la reaccion de los agentes con diferentes grados de aversion al riesgo segun la naturaleza de las operaciones implicadas. Desarrolla teoricamente la posible eficiencia o ineficiencia del mercado, analizando la variabilidad de los tipos de cambio futuros a partir de esquemas teoricos de rentabilidad-riesgo en el marco de modelos de paridad financiera y de modelos activos. El escenario es el mercado de cambios peseta-dolar y el periodo elegido:  marzo del 75 a junio del 93. Se contrastan las condiciones de eficiencia en las operaciones forward a 1 y 3 meses, utilizando tecnicas de cointegracion conjuntamente con otras estandar, que permiten detectar la ineficiencia del mercado en el conjunto de la muestra y en todos los periodos seleccionados. La existencia de errores de prediccion sugiere la posible presencia de primas de riesgo variables. El estudio de la prima de riesgo se realiza tanto en formulaciones basadas en la existencia de disparidades financieras explicables a partir de variaciones en los tipos de cambio reales esperados, como dentro de los modelos que incorporan el consumo intertemporal como una variante fundamental de dichas disparidades.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Analisis del error de prediccion en el mercado de cambios: relacion peseta-dolar.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Analisis del error de prediccion en el mercado de cambios: relacion peseta-dolar. <\/li>\n<li><strong>Autor:<\/strong>\u00a0  Lorenzo Lago M. Carmen <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Valladolid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1994<\/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>Antonio Pulido San Rom\u00e1n<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Bernardo Pena Trapero <\/li>\n<li>Ezequiel Uriel Jimenez (vocal)<\/li>\n<li>Jos\u00e9 Antonio Garc\u00eda Dur\u00e1n De Lara (vocal)<\/li>\n<li>Prosper Lamothe Fern\u00e1ndez (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Lorenzo Lago M. Carmen La tesis describe las operaciones spot y forward en el mercado de cambios, [&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":[82,974,910,524,12677,12451],"tags":[12418,8776,12679,12680,12678,12681],"class_list":["post-3007","post","type-post","status-publish","format-standard","hentry","category-ciencias-economicas","category-econometria","category-economia-internacional","category-modelos-econometricos","category-negocios-internacionales","category-valladolid","tag-antonio-pulido-san-roman","tag-bernardo-pena-trapero","tag-ezequiel-uriel-jimenez","tag-jose-antonio-garcia-duran-de-lara","tag-lorenzo-lago-m-carmen","tag-prosper-lamothe-fernandez"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/3007","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=3007"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/3007\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=3007"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=3007"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=3007"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}