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Previsión de rendimientos en la Bolsa de Madrid bajo la hipótesis de la eficiencia

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Abstract

En este trabajo, bajo la hipótesis de eficiencia, se estudia el grado de previsibilidad de los rendimientos mensuales de la Bolsa de Madrid. Al mismo tiempo, se estudia la capacidad del Modelo de Mercados Eficientes, con tipos de interés variables, para explicar el comportamiento de las cotizaciones reales mensuales en dicho mercado. El bajo grado de previsibilidad de los rendimientos así como el aceptable comportamiento del Modelo de Mercados Eficientes, parecen apoyar la hipótesis de eficiencia en este mercado.

Suggested Citation

  • Rafael Flores de Frutos, 1992. "Previsión de rendimientos en la Bolsa de Madrid bajo la hipótesis de la eficiencia," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 92-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
    • Handle: RePEc:ucm:doctra:92-18
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