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El Riesgo De Mercado Y La Estructura Intertemporal De Las Tasas De Interés

Author

Listed:
  • Joaquín Tapia Maruri

    (Secretaría de Agricultura, Ganadería, Desarrollo Rural, Pesca y Alimentación)

Abstract

Este trabajo desarrolla un modelo para la determinación conjunta del riesgo de mercado (tipo de cambio, inflación y tasas de interés) y su interrelación con la estructura intertemporal de las tasas de interés. Con el objeto de identificar variables de política económica que afectan el riesgo de mercado y la estructura de las tasas de interés, en un contexto de expectativas racionales, el trabajo realiza un análisis a partir de la teoría cuantitativa del dinero.

Suggested Citation

  • Joaquín Tapia Maruri, 2003. "El Riesgo De Mercado Y La Estructura Intertemporal De Las Tasas De Interés," 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(1), pages 49-80, Marzo 200.
    • Handle: RePEc:imx:journl:v:2:y:2003:i:1:p:49-80
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    File URL: http://www.remef.org.mx/index.php/primera/article/view/177
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    More about this item

    Keywords

    Expectativas racionales; Tasa de interés; Riesgo de mercado;
    All these keywords.

    JEL classification:

    • E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
    • E60 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General

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