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Efecto de las variables macroeconómicas globales y locales sobre el comportamiento de los futuros de la TRM en Colombia

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Listed:
  • Natalia María Acevedo Prins
  • Luis Miguel Jim�nez G�mez
  • Miguel David Rojas L�pez

Abstract

Resumen Este trabajo corresponde a un primer acercamiento para determinar el efecto que tienen las variables macroeconómicas globales y locales sobre el comportamiento de los futuros sobre la TRM en Colombia. De esta manera, partiendo de una revisión bibliográfica preliminar, se identifican algunos antecedentes y se seleccionan algunas variables macroeconómicas, con el fin de obtener resultados iniciales en la investigación. Los resultados muestran que las variables locales presentan mayores impactos que las globales. ****** Abstract This research is a first approach for measuring the effect that has global and local macroeconomic variables over TERM futures in Colombia, based on a preliminary literature review, we identified some background and we have chosen macroeconomic variables for the model, in order of obtaining the initial results in the investigation. The results show that local variables have major impacts that global variables.

Suggested Citation

  • Natalia María Acevedo Prins & Luis Miguel Jim�nez G�mez & Miguel David Rojas L�pez, 2014. "Efecto de las variables macroeconómicas globales y locales sobre el comportamiento de los futuros de la TRM en Colombia," Escenarios: Empresas y Territorio, Institución Universitaria ESUMER.
    • Handle: RePEc:col:000502:014536
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    References listed on IDEAS

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    1. Mr. Shaun K. Roache & Mr. Marco Rossi, 2009. "The Effects of Economic News on Commodity Prices: Is Gold Just Another Commodity?," IMF Working Papers 2009/140, International Monetary Fund.
    2. Ehrmann, Michael & Fratzscher, Marcel, 2005. "Exchange rates and fundamentals: new evidence from real-time data," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 317-341, March.
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