{"id":6050,"date":"1995-01-01T00:00:00","date_gmt":"1995-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/1995\/01\/01\/caracteristicas-de-la-estructura-intertemporal-de-rentabilidades-en-un-modelo-de-equilibrio-general-estocastico\/"},"modified":"1995-01-01T00:00:00","modified_gmt":"1995-01-01T00:00:00","slug":"caracteristicas-de-la-estructura-intertemporal-de-rentabilidades-en-un-modelo-de-equilibrio-general-estocastico","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/caracteristicas-de-la-estructura-intertemporal-de-rentabilidades-en-un-modelo-de-equilibrio-general-estocastico\/","title":{"rendered":"Caracteristicas de la estructura intertemporal de rentabilidades en un modelo de equilibrio general estocastico."},"content":{"rendered":"<h2>Tesis doctoral de <strong>  Dominguez Irastorza Emilio Jose <\/strong><\/h2>\n<p>En este trabajo se aborda la estructura de rentabilidades de un mercado desde la optica del equilibrio general, donde los agentes economicos toman sus decisiones en un contexto dinamico y estocastico. El modelo que se desarrolla en este trabajo supera a los modelos habituales en la literatura financiera en los siguientes aspectos:  &#8211; la produccion y todos los precios se determinan endogenamente &#8211; se consideran las decisiones trabajo\/ocio en la determinacion del equilibrio &#8211; se utiliza una tecnolog\u00eda de produccion con tres factores, que confiere mas riqueza a las decisiones de inversion los estudios de monte carlo revelan que con este marco teorico, a diferencia de las aproximaciones anteriores, se puede reproducir gran parte de la evidencia empirica relativa a la estructura intertemporal de rentabilidades, como son:  &#8211; el tipo implicito a futuro tiene informacion tanto del tipo al contado futuro como de la prima por plazo.  &#8211; los tipos de interes nominales tienen informacion sobre la evolucion futura inflacion &#8211; la curva de rentabilidades anticipa la actividad economica futura<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Caracteristicas de la estructura intertemporal de rentabilidades en un modelo de equilibrio general estocastico.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Caracteristicas de la estructura intertemporal de rentabilidades en un modelo de equilibrio general estocastico. <\/li>\n<li><strong>Autor:<\/strong>\u00a0  Dominguez Irastorza Emilio Jose <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Complutense de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1995<\/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>Teresa Garcia-vila (vocal)<\/li>\n<li>Emilio Cerd\u00e1 Tena (vocal)<\/li>\n<li>Albert Marcet Torrens (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Dominguez Irastorza Emilio Jose En este trabajo se aborda la estructura de rentabilidades de un mercado desde [&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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