{"id":79828,"date":"2006-08-05T00:00:00","date_gmt":"2006-08-05T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/three-essays-on-financial-economics\/"},"modified":"2006-08-05T00:00:00","modified_gmt":"2006-08-05T00:00:00","slug":"three-essays-on-financial-economics","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/gestion-financiera\/three-essays-on-financial-economics\/","title":{"rendered":"Three essays on financial economics"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Henry Al\u00ed Aray Casanova <\/strong><\/h2>\n<p>Esta tesis doctoral consta de tres art\u00edculos dependientes.     el primer art\u00edculo estudia el efecto de anuncios de noticias macroecon\u00f3micas sobre el rendimiento de las acciones. Se extiende el conocido modelo de especificaci\u00f3n del rendimiento de los activos financieros de fama-french introduciendo noticias macroecon\u00f3micas. La base de datos para llevar a cabo las estimaciones consiste en rendimientos diarios de 81 acciones de empresas que cotizan en la bolsa de Madrid y de anuncios de noticias macroecon\u00f3micas dados por el instituto nacional de estad\u00edstica (ine).     el segundo art\u00edculo presenta un modelo para el rendimiento de los activos financieros en un contexto internacional. El objetivo es encontrar una medida variante en el tiempo del efecto que producen los mercados de capitales latinoamericanos sobre el mercado de capitales espa\u00f1ol. Las estimaciones se basan en un modelo de r\u00e9gimen cambiante de markov y los datos utilizados son los rendimientos mensuales del \u00edndice general de la bolsa de Madrid, rendimientos de diez carteras de distintos tama\u00f1os y los rendimientos de las acciones de las principales empresas espa\u00f1olas que tienen grandes inversiones en latinoam\u00e9rica.     el tercer art\u00edculo presenta un modelo te\u00f3rico para explicar la decisi\u00f3n de una empresa en convertirse en multinacional bajo incertidumbre del tipo de cambio nominal. b\u00e1sicamente es un modelo de decisi\u00f3n de inversi\u00f3n con la finalidad de explicar la inversi\u00f3n directa extranjera (ide). Se llevan a cabo ejercicios num\u00e9ricos y se presentan resultados para t\u00f3picos relevantes del \u00e1rea de la econom\u00eda internacional.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Three essays on financial economics<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Three essays on financial economics <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Henry Al\u00ed Aray Casanova <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Pa\u00eds vasco\/euskal herriko unibertsitatea<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 08\/05\/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> Gardeazabal Mat\u00edas Francisco Javier<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal:  Campa fern\u00e1ndez Jos\u00e9 manuel <\/li>\n<li>vicente Orts r\u00edos (vocal)<\/li>\n<li>gonzalo Rubio irigoyen (vocal)<\/li>\n<li>Santiago Carb\u00f3 valverde (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Henry Al\u00ed Aray Casanova Esta tesis doctoral consta de tres art\u00edculos dependientes. el primer art\u00edculo estudia el [&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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