{"id":40622,"date":"1999-01-01T00:00:00","date_gmt":"1999-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/estimacion-de-la-estructura-temporal-de-tipos-de-interes-propuestas-alternativas\/"},"modified":"1999-01-01T00:00:00","modified_gmt":"1999-01-01T00:00:00","slug":"estimacion-de-la-estructura-temporal-de-tipos-de-interes-propuestas-alternativas","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/estimacion-de-la-estructura-temporal-de-tipos-de-interes-propuestas-alternativas\/","title":{"rendered":"Estimacion de la estructura temporal de tipos de interes: propuestas alternativas."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Sandra Morini Marrero <\/strong><\/h2>\n<p>La mayoria de los modelos de estimaci\u00f3n de la estructura temporal de tipos de interes, cuando se analizan empiricamente, generan curvas de tipos forward inestables en el largo plazo. Este trabajo estudia el motivo de este comportamiento, concluyendo que la mayor parte de los modelos formulados no utilizan funciones de aproximaci\u00f3n adecuadas. Como alternativas se presentan diversas formas de abordar el problema que si tienen en cuenta las caracteristicas que deben cumplir las funciones de descuento y de tipos forward. Adem\u00e1s para corroborar los resultados obtenidos se aplican diariamente los modelos anteriores y nuestras propuestas en el mercado espa\u00f1ol de deuda p\u00fablica anotada para el periodo 1991-1996.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Estimacion de la estructura temporal de tipos de interes: propuestas alternativas.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Estimacion de la estructura temporal de tipos de interes: propuestas alternativas. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Sandra Morini Marrero <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 La laguna<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1999<\/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: angel Berges llobera <\/li>\n<li>concepcion Gonzalez concepcion (vocal)<\/li>\n<li>hortensia Fontanals albiol (vocal)<\/li>\n<li>Juan  ignacio Pe\u00f1a s\u00e1nchez de rivera (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Sandra Morini Marrero La mayoria de los modelos de estimaci\u00f3n de la estructura temporal de tipos de [&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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