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La estructura temporal de los tipos de interés: estrategias de negociación en renta fija

Author

Listed:
  • Julián Andrada-Félix

    (Facultad de Economía, Empresa y Turismo, Universidad de Las Palmas de Gran Canaria, Las Palmas de Gran Canaria, España)

  • Adrián Fernández-Pérez

    (Department of Finance, Auckland University of Technology, Private Bag 92006, 1142 Auckland, Nueva Zelanda)

  • Fernando Fernández-Rodríguez

    (Facultad de Economía, Empresa y Turismo, Universidad de Las Palmas de Gran Canaria, Las Palmas de Gran Canaria, España)

Abstract

En este trabajo ofrecemos una visión general y actualizada sobre diferentes estrategias de negociación en activos de renta fija que hacen uso de la estructura temporal de tipos de interés (ETTI) en su implementación. Con dicho propósito, hemos comenzado analizando el riesgo de tipos de interés, para posteriormente resumir un conjunto de estrategias de gestión pasiva y activa sobre carteras de renta fija.

Suggested Citation

  • Julián Andrada-Félix & Adrián Fernández-Pérez & Fernando Fernández-Rodríguez, 2014. "La estructura temporal de los tipos de interés: estrategias de negociación en renta fija," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 37(105), pages 131-149, Septiembr.
    • Handle: RePEc:cud:journl:v:37:y:2014:i:105:p:131-149
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    More about this item

    Keywords

    Estructura temporal de tipos de interés; Duración y convexidad; Estrategias de negociación; Renta fija;
    All these keywords.

    JEL classification:

    • E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates

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