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Sensibilidad de los rendimientos sectoriales a tipos de interés reales e inflación

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Author Info

  • Francisco Jareño Cebrián

    (Universidad de Castilla-La Mancha)

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    Abstract

    Este trabajo se centra en proporcionar los primeros resultados de sensibilidad ante tipos de interés reales e inflación del mercado español, proponiendo una extensión del modelo de dos factores de Stone (1974), del que parten la mayoría de trabajos. Además, se estudian los posibles factores explicativos del comportamiento observado. Se concluye que la repuesta de los rendimientos españoles es similar a la de otros mercados.

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    Bibliographic Info

    Article provided by Fundación SEPI in its journal Investigaciones Económicas.

    Volume (Year): 30 (2006)
    Issue (Month): 3 (September)
    Pages: 577-610

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    Handle: RePEc:iec:inveco:v:30:y:2006:i:3:p:577-610

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    Postal: Investigaciones Economicas Fundación SEPI Quintana, 2 (planta 3) 28008 Madrid Spain
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    Related research

    Keywords: Tipos de interés reales; inflación; capacidad de absorción.;

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    Cited by:
    1. Díaz, Antonio & Jareño, Francisco, 2009. "Explanatory factors of the inflation news impact on stock returns by sector: The Spanish case," Research in International Business and Finance, Elsevier, vol. 23(3), pages 349-368, September.
    2. Gloria M. Soto Pacheco & Cristóbal González & Laura Ballester & Román Ferrer, 2009. "Determinants of interest rate exposure of Spanish banking industry," Working Papers. Serie EC 2009-07, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).

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