EL RIESGO DE MERCADO Y LA ESTRUCTURA INTERTEMPORAL DE LAS TASAS DE INTERÉS

Authors

  • Joaquín Tapia Maruri Secretaría de Agricultura, Ganadería, Desarrollo Rural, Pesca y Alimentación

DOI:

https://doi.org/10.21919/remef.v2i1.177

Keywords:

Expectativas racionales, Tasa de interés, Riesgo de mercado

Abstract

This paper develops a model for the joint determination of the risk of market (exchange rate, inflation rate and interest rate) and its relationship with the intertemporal structure of the interest rates. In order to identify variables of economic policy that affect market rate and the structure of interest rates, in a context of rational expectations, the paper carries out an analysis using quatitative theory of money.

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How to Cite

Tapia Maruri, J. (2017). EL RIESGO DE MERCADO Y LA ESTRUCTURA INTERTEMPORAL DE LAS TASAS DE INTERÉS. Revista Mexicana De Economía Y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), 2(1). https://doi.org/10.21919/remef.v2i1.177

Issue

Vol. 2 No. 1: Marzo

Section

Artículos