{"id":77643,"date":"2005-12-12T00:00:00","date_gmt":"2005-12-12T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/comparacion-de-curvas-de-tipos-de-interes-efectos-de-la-integracion-financiera\/"},"modified":"2005-12-12T00:00:00","modified_gmt":"2005-12-12T00:00:00","slug":"comparacion-de-curvas-de-tipos-de-interes-efectos-de-la-integracion-financiera","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/comparacion-de-curvas-de-tipos-de-interes-efectos-de-la-integracion-financiera\/","title":{"rendered":"Comparaci\u00f3n de curvas de tipos de inter\u00e9s. efectos de la integraci\u00f3n financiera"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Elisabet Ruiz Dotras <\/strong><\/h2>\n<p>El entorno financiero-econ\u00f3mico actual se caracteriza por una liberalizaci\u00f3n del r\u00e9gimen financiero internacional, un mayor grado de apertura de los mercados, que junto a la aparici\u00f3n de las tecnolog\u00edas de la informaci\u00f3n y comunicaci\u00f3n permiten una elevada movilidad de capitales. Ante este nuevo entorno, las autoridades monetarias dan especial \u00e9nfasis a la informaci\u00f3n contenida en las curvas de tipos de inter\u00e9s. El objetivo central de esta tesis doctoral consiste en contratar emp\u00edricamente el grado de convergencia de los mercados financieros, tanto a corto como largo plazo,  durante los a\u00f1os comprendidos entre 1992 y 2004. Para ello se analiza la evoluci\u00f3n de la variable tipo de inter\u00e9s en t\u00e9rminos nominales como reales en seis pa\u00edses distintos. Los pa\u00edses elegidos son alemania, francia, italia, espa\u00f1a, reino unido y estados unidos.  para obtener las curvas de tipos de inter\u00e9s previamente es necesario elaborar una base de datos con t\u00edtulos de deuda p\u00fablica a corto, medio y largo plazo. la informaci\u00f3n requerida son preciso de cotizaci\u00f3n diaria del mercado secundario as\u00ed como las caracter\u00edsticas de estos t\u00edtulos. Dicha informaci\u00f3n ha sido proporcionada por la agencia bloomberg. Se elabora una base de datos con aproximadamente 65 millones de observaciones.  la obtenci\u00f3n de las curvas de tipos se realiza mediante el m\u00e9todo de nelson y siegel (1987), minimizando una funci\u00f3n objetivo que depende del error en precio al cuadrado ponderado por un factor inversamente proporcional a la duraci\u00f3n. La frecuencia de estimaci\u00f3n de las curvas de tipos de inter\u00e9s es semanal.  una vez obtenidos los par\u00e1metros es posible calcular la serie temporal de tipos de inter\u00e9s en t\u00e9rminos nominales para los a\u00f1os 1992-2004 para cualquier vencimiento deseado. Aunque se calculan varios tipos de inter\u00e9s, se elige el tipo de inter\u00e9s instant\u00e1neo y el tipo a 15 a\u00f1os como representativos del corto y largo plazo respectivamente. Los r<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Comparaci\u00f3n de curvas de tipos de inter\u00e9s. efectos de la integraci\u00f3n financiera<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Comparaci\u00f3n de curvas de tipos de inter\u00e9s. efectos de la integraci\u00f3n financiera <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Elisabet Ruiz Dotras <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Barcelona<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 12\/12\/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>Hortensia Fontanals Albiol<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: montserrat Guillen estany <\/li>\n<li>Mar\u00eda  del pilar Abad romero (vocal)<\/li>\n<li>jordi Vilaseca requena (vocal)<\/li>\n<li>sandra Morini marrero (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Elisabet Ruiz Dotras El entorno financiero-econ\u00f3mico actual se caracteriza por una liberalizaci\u00f3n del r\u00e9gimen financiero internacional, un [&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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