IDEAS home Printed from https://ideas.repec.org/a/imx/journl/v2y2003i4p321-338.html
   My bibliography  Save this article

Estimadores Obtenidos De La Hipótesis De Eficiencia Especulativa En El Mercado Cambiario

Author

Listed:
  • Roberto Hernández-Paniagua

    (Tecnológico de Monterrey, Campus Ciudad de México)

Abstract

Basado en el análisis clásico de los modelos de regresión lineal por el método de mínimos cuadrados ordinarios (OLS), se prueba la eficiencia de los estimadores muestrales obtenidos de la ecuación de la hipótesis de eficiencia especulativa (SEH), relacionada con Ja teoría de Ja Paridad de las Tasas de Interés (IRP) para el periodo de transición democrática del año 2000 en México. Asimismo, se evalúan los sistemas de determinación de los tipos de cambio forward en los mercados cambiarios.

Suggested Citation

  • Roberto Hernández-Paniagua, 2003. "Estimadores Obtenidos De La Hipótesis De Eficiencia Especulativa En El Mercado Cambiario," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 2(4), pages 321-338, Diciembre.
    • Handle: RePEc:imx:journl:v:2:y:2003:i:4:p:321-338
    as

    Download full text from publisher

    File URL: http://www.remef.org.mx/index.php/primera/article/view/157
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Paridad de tasas de interés; Arbitraje internacional;

    JEL classification:

    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • F31 - International Economics - - International Finance - - - Foreign Exchange

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:imx:journl:v:2:y:2003:i:4:p:321-338. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ricardo Mendoza (email available below). General contact details of provider: https://www.remef.org.mx/index.php/remef/index .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.