{"id":81008,"date":"2018-03-10T00:04:48","date_gmt":"2018-03-10T00:04:48","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/primas-por-plazo-y-medidas-de-volatilidad-dentro-de-la-estructura-temporal-de-los-tipos-de-interes-el-mercado-interbancario-de-depositos-espanol\/"},"modified":"2018-03-10T00:04:48","modified_gmt":"2018-03-10T00:04:48","slug":"primas-por-plazo-y-medidas-de-volatilidad-dentro-de-la-estructura-temporal-de-los-tipos-de-interes-el-mercado-interbancario-de-depositos-espanol","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/primas-por-plazo-y-medidas-de-volatilidad-dentro-de-la-estructura-temporal-de-los-tipos-de-interes-el-mercado-interbancario-de-depositos-espanol\/","title":{"rendered":"Primas por plazo y medidas de volatilidad dentro de la estructura temporal de los tipos de interes: el mercado interbancario de depositos espa\u00f1ol."},"content":{"rendered":"<h2>Tesis doctoral de <strong> M. Dolores Robles Fernandez <\/strong><\/h2>\n<p>En esta tesis se abordan tres cuestiones en el an\u00e1lisis de la estructura temporal de los tiposde inter\u00e9s (etti):  1- la estimaci\u00f3n de las primas por plazo en contexto din\u00e1mico.  2- la evaluaci\u00f3n del efecto de una variable en al determinaci\u00f3n de las primas por plazo en presencia de din\u00e1mica en el conjunto de informaci\u00f3n.  3- la comparaci\u00f3n de medidas de volatilidad altelrnativas a trav\u00e9s de la relaci\u00f3n prima-riesgo.  para tratar la cuestion (1) se propone un m\u00e9todo varma de estimaci\u00f3n con el que se detecta relaciones din\u00e1micas en el mercado interbancario de dep\u00f3sito espa\u00f1ol (mide) cuya omisi\u00f3n sesga las primas estimadas. Para tratar la cuesti\u00f3n (2) se desarrolla un m\u00e9todo que considera de manera explicita la din\u00e1mica con el que se detecta que el riesgo explica el 50% (aprox.) De la variabilidad de las primas del mide. El an\u00e1lisis de la cuesti\u00f3n (3) lleva a seleccionar la medida de volatilidad de luce 1980 como la m\u00e1s adecuada para aproximar el riesgo, pues la que ayuda a prever de mejor manera los tipos de inter\u00e9s de ese mercado.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Primas por plazo y medidas de volatilidad dentro de la estructura temporal de los tipos de interes: el mercado interbancario de depositos espa\u00f1ol.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Primas por plazo y medidas de volatilidad dentro de la estructura temporal de los tipos de interes: el mercado interbancario de depositos espa\u00f1ol. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 M. Dolores Robles Fernandez <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Complutense de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 25\/10\/1999<\/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>Rafael Flores De Frutos<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: mercedes Gracia d\u00edez <\/li>\n<li>daniel Pe\u00f1a s\u00e1nchez de rivera (vocal)<\/li>\n<li>Juan  Luis Del hoyo  bernat (vocal)<\/li>\n<li>Juan  ignacio Pe\u00f1a s\u00e1nchez de rivera (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de M. Dolores Robles Fernandez En esta tesis se abordan tres cuestiones en el an\u00e1lisis de la estructura [&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":[82,974,963,4677],"tags":[14614,37278,22699,173098,17188,23264],"class_list":["post-81008","post","type-post","status-publish","format-standard","hentry","category-ciencias-economicas","category-econometria","category-economia-sectorial","category-sector-de-finanzas-y-seguros","tag-daniel-pena-sanchez-de-rivera","tag-juan-ignacio-pena-sanchez-de-rivera","tag-juan-luis-del-hoyo-bernat","tag-m-dolores-robles-fernandez","tag-mercedes-gracia-diez","tag-rafael-flores-de-frutos"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/81008","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=81008"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/81008\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=81008"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=81008"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=81008"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}