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Un análisis bayesiano sobre la efectividad de las subastas entre el Banco de la República y los intermediarios de opciones cambiarias

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  • Bastidas M., Alexander

Abstract

Resumen: Mediante la utilización de un juego de senalización se ha analizado la política de subasta para el control de la volatilidad de la tasa de cambio, encontrándose un escenario restringido que defiende la subasta como la estrategia racional para el Banco de la República y los intermediarios de opciones cambiariasAbstract: Using a signaling game has analyzed the auction policy to control the volatility of the exchange rate, finding a restricted scenario defending the auction as the rational strategy for the Bank of the Republic and options brokers exchange

Suggested Citation

  • Bastidas M., Alexander, 2011. "Un análisis bayesiano sobre la efectividad de las subastas entre el Banco de la República y los intermediarios de opciones cambiarias," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, June.
    • Handle: RePEc:col:000165:010692
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    File URL: http://aprendeenlinea.udea.edu.co/revistas/index.php/coyuntura/article/view/11467/10468
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    More about this item

    Keywords

    Subastas; tasa de cambio; teoría de juegos;
    All these keywords.

    JEL classification:

    • C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
    • D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design

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