Evaluación de eficiencia débil en mercados cambiarios de países emergentes

Figueroa de León, Diego Alejandro

dc.contributor.advisor	Gómez González, José Eduardo
dc.contributor.author	Figueroa de León, Diego Alejandro
dc.date.accessioned	2020-09-24T15:43:37Z
dc.date.available	2020-09-24T15:43:37Z
dc.date.issued	2020-08-14
dc.identifier.uri	http://hdl.handle.net/10818/43335
dc.description	18 páginas	es_CO
dc.description.abstract	En el contexto de un mundo globalizado, los mercados cambiarios son pieza clave para garantizar el intercambio de bienes y servicios. Este trabajo tiene como objetivo analizar la eficiencia débil en estos mercados para países en desarrollo, es decir, la imposibilidad de predecir precios en el futuro a partir de los precios del pasado. Para esto se utiliza un acercamiento basado en modelos probabilísticos tipo Logit para evaluar el momentum, a diferencia de otras metodologías cómo los test de raíz unitaria. De esta forma, dentro de los resultados se encuentra evidencia de inercia en algunos países y adicionalmente también se presentan diferencias entre regímenes de flotación y flotación libre.	es_CO
dc.format	application/pdf	es_CO
dc.language.iso	spa	es_CO
dc.publisher	Universidad de La Sabana	es_CO
dc.rights	Attribution-NonCommercial-NoDerivatives 4.0 International	*
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/	*
dc.source	instname:Universidad de La Sabana	es_CO
dc.source	reponame:Intellectum Repositorio Universidad de La Sabana	es_CO
dc.subject	Mercado monetario
dc.subject	Globalización
dc.subject	Economía de mercadeo
dc.title	Evaluación de eficiencia débil en mercados cambiarios de países emergentes	es_CO
dc.type	masterThesis	es_CO
dc.identifier.local	278428
dc.identifier.local	TE10845
dc.type.hasVersion	publishedVersion	es_CO
dc.rights.accessRights	openAccess	es_CO
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thesis.degree.discipline	Escuela Internacional de Ciencias Económicas y Administrativas	es_CO
thesis.degree.level	Maestría en Gerencia de Inversión	es_CO
thesis.degree.name	Magíster en Gerencia de Inversión	es_CO