Cambios de las tasas de política, paridad cubierta de intereses y estructura a plazo
Se utiliza información de los mercados de Estados Unidos e Inglaterra para hacerestimaciones actuales de la capacidad que tienen la Reserva Federal y el Banco deInglaterra de afectar las tasas de interés del mercado. Las estimaciones muestran quela reacciones son mucho menores que las originales de Cook y Hahn (1989). Cuandodicha ecuación se modifica para considerar la paridad cubierta de intereses severifica de un lado que esta se cumple y que las autoridades monetarias logranafectar las tasas de interés del mercado. Se encuentra evidencia del cumplimiento dela hipótesis de expectativas de tasas de interés.
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| Length: | 24 |
| Date of creation: | 02 Apr 2008 |
| Handle: | RePEc:col:000094:004589 |
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