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Cambios de las tasas de política, paridad cubierta de intereses y estructura a plazo

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Author Info
Luis Eduardo Arango ()
Daniel Eduardo Velandia ()
Abstract

Se utiliza información de los mercados de Estados Unidos e Inglaterra para hacer estimaciones actuales de la capacidad que tienen la Reserva Federal y el Banco de Inglaterra de afectar las tasas de interés del mercado. Las estimaciones muestran que la reacciones son mucho menores que las originales de Cook y Hahn (1989). Cuando dicha ecuación se modifica para considerar la paridad cubierta de intereses se verifica de un lado que esta se cumple y que las autoridades monetarias logran afectar las tasas de interés del mercado. Se encuentra evidencia del cumplimiento de la hipótesis de expectativas de tasas de interés.

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Paper provided by BANCO DE LA REPÚBLICA in its series BORRADORES DE ECONOMIA with number 004589.

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Length: 24
Date of creation: 02 Apr 2008
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Handle: RePEc:col:000094:004589

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This page was last updated on 2009-10-28.

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