Análisis del comportamiento de las cotizaciones reales en la bolsa de Madrid bajo la hipótesis de eficiencia
| dc.contributor.author | Flores de Frutos, Rafael | |
| dc.date.accessioned | 2023-06-21T01:36:24Z | |
| dc.date.available | 2023-06-21T01:36:24Z | |
| dc.date.issued | 1993 | |
| dc.description | Clasificación AMS: 90A20 | |
| dc.description.abstract | Bajo la hipótesis de eficiencia, se estudia la capacidad del Modelo de Mercados Eficientes, con tipos de interés variables, para explicar el comportamiento de las cotizaciones reales mensuales de la cartera representativa de la Bolsa de Madrid. El aceptable comportamiento del Modelo de Mercados Eficientes apoya su uso como hipótesis de trabajo. | |
| dc.description.abstract | Under efficiency, tbis paper studies fue abiJity of the Efficient Markets Model with variable interest rates, to explain and to farecast the behaviour of real stock prices in the Stock Market of Madrid. The good perfonnance showed by the Effícíent Market Model gives support to the idea of using this model as a working hypothesis. | |
| dc.description.faculty | Fac. de Ciencias Económicas y Empresariales | |
| dc.description.faculty | Instituto Complutense de Análisis Económico (ICAE) | |
| dc.description.refereed | TRUE | |
| dc.description.status | unpub | |
| dc.eprint.id | https://eprints.ucm.es/id/eprint/27408 | |
| dc.identifier.relatedurl | http://economicasyempresariales.ucm.es/working-papers-icae | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14352/64138 | |
| dc.issue.number | 01 | |
| dc.language.iso | spa | |
| dc.page.total | 38 | |
| dc.publication.place | Madrid | |
| dc.publisher | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | |
| dc.relation.ispartofseries | Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE) | |
| dc.rights | Atribución-NoComercial-CompartirIgual 3.0 España | |
| dc.rights.accessRights | open access | |
| dc.rights.uri | https://creativecommons.org/licenses/by-nc-sa/3.0/es/ | |
| dc.subject.keyword | Modelo de Mercados Eficientes | |
| dc.subject.ucm | Mercados bursátiles y financieros | |
| dc.title | Análisis del comportamiento de las cotizaciones reales en la bolsa de Madrid bajo la hipótesis de eficiencia | |
| dc.type | technical report | |
| dc.volume.number | 1993 | |
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| dspace.entity.type | Publication |
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