Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 3 of 3 for “"Riesgo (Finanzas)"”.
-
Expectil como medida de riesgo alterna al VaR y al Expected Shortfall (Una aplicación sobre factores de riesgo)
… (2009) como alternativa frente a las medidas de riesgo Value at risk y Expected Shortfall. Se modela el EVaR bajo dos enfoques: Modelos Paramétricos y Semiparamétricos, utilizando la medida de riesgo basada en cuantiles como modelo de referencia en la estimación de la exposición de riesgo de las …
-
Should there be a universal financial regulator in the United States?
The purpose of this Article is to provide both theoretical and empirical evidence tending to conclude that the existence of a universal financial regulator in the United States is not only feasible, but also necessary in terms of efficiency. For such reason, the arguments that sustain the …
-
PPP, UIP and Fisher parity: speculation or rational expectations? Evidence for four Latin American countries
This work aims to test the equilibrium relations of two international macroeconomics models for Colombia, Chile, Mexico and Brazil. The first model is the rational expectation hypothesis (REH) where three key relations will be tested: Purchasing Power Parity (PPP), Uncovered Interest Rate Parity …