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Burbujas en precios de activos financieros : existencia, persistencia y migración

In: Política monetaria y estabilidad financiera en economías pequeñas y abiertas

Author

Listed:
  • Gómez-González, José Eduardo
  • Franco, Juan Pablo
  • Ojeda-Joya, Jair N.
  • Torres, Jhon Edwar

Abstract

Se realizan pruebas de detección y migración de burbujas en los precios de vivienda, divisas y acciones para Colombia, Holanda, Reino Unido, Sudáfrica, Portugal, Canadá, y Corea del Sur, este conjunto de países se caracterizan por tener buena información histórica de precios de vivienda. Los resultados indican que este tipo de comportamiento exuberante de los precios es más común en el mercado de vivienda que en el de divisas o acciones.

Suggested Citation

  • Gómez-González, José Eduardo & Franco, Juan Pablo & Ojeda-Joya, Jair N. & Torres, Jhon Edwar, 2015. "Burbujas en precios de activos financieros : existencia, persistencia y migración," Chapters, in: Gómez-González, José Eduardo & Ojeda-Joya, Jair N. (ed.), Política monetaria y estabilidad financiera en economías pequeñas y abiertas, chapter 12, pages 389-416, Banco de la Republica de Colombia.
  • Handle: RePEc:bdr:bdrcap:2015-11-389-416
    DOI: 10.32468/Ebook.664-314-6
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    Cited by:

    1. Milton Camelo Rincón & Jacobo Campo Robledo, 2016. "Análisis de la política de vivienda en Bogotá: un enfoque desde la oferta y la demanda," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 8(1), pages 105-122, March.

    More about this item

    Keywords

    Contagio financiero; Crisis económica; Simulación; Riesgo; Hipotecas; Financial contagion; Economic crisis; Simulation; Risk; Mortgage;
    All these keywords.

    JEL classification:

    • P25 - Economic Systems - - Socialist Systems and Transition Economies - - - Urban, Rural, and Regional Economics

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