{"id":55432,"date":"2006-10-11T00:00:00","date_gmt":"2006-10-11T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/riesgo-de-interes-e-inflacion-en-el-mercado-bursatil-espanol\/"},"modified":"2006-10-11T00:00:00","modified_gmt":"2006-10-11T00:00:00","slug":"riesgo-de-interes-e-inflacion-en-el-mercado-bursatil-espanol","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/gestion-financiera\/riesgo-de-interes-e-inflacion-en-el-mercado-bursatil-espanol\/","title":{"rendered":"Riesgo de inter\u00e9s e inflaci\u00f3n en el mercado burs\u00e1til espa\u00f1ol"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Francisco Jare\u00f1o Cebri\u00e1n <\/strong><\/h2>\n<p>La presente tesis doctoral profundiza en el an\u00e1lisis y cuantificaci\u00f3n del riesgo de inter\u00e9s en las carteras de renta variable. En particular, se trata de analizar el impacto de los diferentes factores de los que dependen los tipos de inter\u00e9s nominales (b\u00e1sicamente inflaci\u00f3n esperada y tipos de inter\u00e9s reales) en los rendimientos burs\u00e1tiles.  las principales aportaciones de esta tesis son el an\u00e1lisis tanto emp\u00edrico como te\u00f3rico del impacto de la inflaci\u00f3n y los tipos de inter\u00e9s reales en las cotizaciones burs\u00e1tiles, distinguiendo entre los diferentes sectores de la econom\u00eda. Las aportaciones son, entre otras, las siguientes:  en primer lugar, se desarrolla una metodolog\u00eda novedosa para analizar la capacidad de absorci\u00f3n de los shocks inflacionistas por las empresas, contrastando como dicha capacidad incide de forma significativa en la sensibilidad de los t\u00edtulos emitidos por las empresas frente a las variaciones de los tipos de inter\u00e9s. Se comprueba, as\u00ed mismo, c\u00f3mo esta sensibilidad depende sustancialmente del sector de la econom\u00eda.  en segundo lugar, en la tesis doctoral se aborda, aplicando t\u00e9cnicas de an\u00e1lisis de eventos, el impacto de la inflaci\u00f3n y sus componentes en las cotizaciones burs\u00e1tiles, distinguiendo entre elementos tales como la inflaci\u00f3n subyacente, el diferencial de inflaci\u00f3n con las econom\u00edas de la zona euro o el impacto seg\u00fan la direcci\u00f3n de las noticias y la fase del ciclo econ\u00f3mico.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Riesgo de inter\u00e9s e inflaci\u00f3n en el mercado burs\u00e1til espa\u00f1ol<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Riesgo de inter\u00e9s e inflaci\u00f3n en el mercado burs\u00e1til espa\u00f1ol <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Francisco Jare\u00f1o Cebri\u00e1n <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Castilla-la mancha<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 10\/11\/2006<\/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>Eliseo Navarro Arribas<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: vicente Meneu ferrer <\/li>\n<li>Juan  Carlos Gomez sala (vocal)<\/li>\n<li>alfonso Novales cinca (vocal)<\/li>\n<li>rom\u00e1n Ferrer lape\u00f1a (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Francisco Jare\u00f1o Cebri\u00e1n La presente tesis doctoral profundiza en el an\u00e1lisis y cuantificaci\u00f3n del riesgo de inter\u00e9s [&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":[18451,1698,4677],"tags":[23088,39384,122469,12226,103879,10961],"class_list":["post-55432","post","type-post","status-publish","format-standard","hentry","category-castilla-la-mancha","category-gestion-financiera","category-sector-de-finanzas-y-seguros","tag-alfonso-novales-cinca","tag-eliseo-navarro-arribas","tag-francisco-jareno-cebrian","tag-juan-carlos-gomez-sala","tag-roman-ferrer-lapena","tag-vicente-meneu-ferrer"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/55432","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=55432"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/55432\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=55432"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=55432"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=55432"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}