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Contratación asíncrona, riesgo sismático y contrastes de eficiencia

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  • Peña, Juan Ignacio

Abstract

Este trabajo se ocupa de las consecuencias que la presencia de contratación asíncrona ("Nonsynchronous", "Thin", "Infrequent", en la terminología anglosajona) tiene sobre las estimaciones habituales de los coeficientes de los factores de riesgo sistematico en los modelos de mercado y sus extensiones (CCAPM, APT, etc.), asi como de la influencia de este fenómeno sobre los contrastes de eficiencia debil de un mercado. Se presentan los antecedentes del problema de la contratación asíncrona y se discuten los varios enfoques propuestos en la literatura, con especial enfasis en problemas de estimación e interpretación de los modelos asi construidos.

Suggested Citation

  • Peña, Juan Ignacio, 1992. "Contratación asíncrona, riesgo sismático y contrastes de eficiencia," DE - Documentos de Trabajo. Economía. DE 3014, Universidad Carlos III de Madrid. Departamento de Economía.
    • Handle: RePEc:cte:derepe:3014
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    References listed on IDEAS

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    Contratación asíncrona;

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