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Incertidumbre de la prima de riesgo del mercado accionario de Colombia 1991-2007

Author

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  • Bastidas M., Alexander

Abstract

Resumen: el presente estudio hace una estimación de la incertidumbre de la prima de riesgo del mercado de acciones de Colombia utilizando el modelo de arbitraje de valoración de activos con coeficientes estocásticos, con el fin de hallar la incertidumbre no a través del término de error aleatorio, sino de estos coeficientes.

Suggested Citation

  • Bastidas M., Alexander, 2008. "Incertidumbre de la prima de riesgo del mercado accionario de Colombia 1991-2007," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, December.
    • Handle: RePEc:col:000165:007032
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    File URL: http://aprendeenlinea.udea.edu.co/revistas/index.php/coyuntura/article/view/2341/1912
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    More about this item

    Keywords

    incertidumbre; prima de riesgo; mercado accionario; filtro deKalman;
    All these keywords.

    JEL classification:

    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading

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