ESTIMADORES OBTENIDOS DE LA HIPÓTESIS DE EFICIENCIA ESPECULATIVA EN EL MERCADO CAMBIARIO

Abstract

Based on the classic model of lineal regression by the method of ordinary least squares (OLS), the efficiency of the sample estimators obtained from the Speculative Efficiency Hypothesis(SEH), which is related to the Theory of Interest Rate Parity (IRP) during the period of democratic transition in July 2000 in Mexico is proven. AIso, we evaluate the systems of determination of the forward exchange rates in the exchange markets.