{"id":72881,"date":"2018-03-09T23:17:43","date_gmt":"2018-03-09T23:17:43","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/essays-in-empirical-finance\/"},"modified":"2018-03-09T23:17:43","modified_gmt":"2018-03-09T23:17:43","slug":"essays-in-empirical-finance","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/essays-in-empirical-finance\/","title":{"rendered":"Essays in empirical finance"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Renatas Kizys <\/strong><\/h2>\n<p>Existe un amplio consenso entre investigadores respecto a la importancia que tiene el desarrollo de la actividad econ\u00f3mica real a la hora de explicar el comportamiento de los mercados financieros. Sin embargo, existe un vac\u00edo en la literatura financiera en lo que a las conexiones entre los mercados financieros y la econom\u00eda real se refiere. Esta literatura destaca con frecuencia la importancia de determinantes no econ\u00f3micos sobre el comportamiento de mercados financieros. Por otra parte, la relaci\u00f3n entre los mercados financieros y la actividad econ\u00f3mica real ha sido investigada principalmente a nivel agregado. M\u00e1s a\u00fan, la teor\u00eda de la macroeconom\u00eda internacional explora la eficacia de las pol\u00edticas macroecon\u00f3micas bajo el supuesto de ceteris paribus. Esto quiere decir que el grado de intensidad de las relaciones financieras internacionales se puede considerar como ex\u00f3gena. Los ensayos incluidos en esta disertaci\u00f3n exploran estos aspectos que est\u00e1n altamente relacionados.El primer cap\u00edtulo se centra en la transmisi\u00f3n transversal de la volatilidad de los rendimientos financieros dentro de la econom\u00eda de los eeuu. A diferencia de los resultados documentados en la literatura, en este ensayo encontramos evidencia d\u00e9bil de que los mercados financieros mejor capitalizados pudieran tener efectos transversales sobre la volatilidad. esta conclusi\u00f3n sugiere indirectamente que m\u00e1s que el efecto de la capitalizaci\u00f3n de mercado, son el comercio entre las empresas y las relaciones de inversi\u00f3n entre las distintas industrias las que pudieran verse reflejadas en la transmisi\u00f3n transversal de la volatilidad.El segundo cap\u00edtulo investiga la relaci\u00f3n existente entre los mercados financieros y la actividad econ\u00f3mica real a nivel desagregado. En este ensayo, utilizo datos sectoriales que incluyen tanto \u00edndices financieros como la producci\u00f3n industrial de los eeuu para analizar si las expectativas de crecimiento econ\u00f3mico sectorial<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Essays in empirical finance<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Essays in empirical finance <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Renatas Kizys <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Alicante<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 25\/02\/2005<\/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>Gabriel P\u00e9rez Quir\u00f3s<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: contreras Dulce <\/li>\n<li>angel Leon valle (vocal)<\/li>\n<li>mateo Ciccarelli (vocal)<\/li>\n<li>pierdzioch Christian (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Renatas Kizys Existe un amplio consenso entre investigadores respecto a la importancia que tiene el desarrollo 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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