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Burbujas en precios de activos financieros: existencia, persistencia y migración

Author

Listed:
  • Juan Pablo Franco
  • José E. Gómez González
  • Jair N. Ojeda
  • Jhon Edward Torres

Abstract

En este trabajo realizamos pruebas de detección y migración de burbujas en los precios de vivienda, divisas y acciones para un conjunto de siete países. Este conjunto de países incluye desarrollados y emergentes que se caracterizan por tener buena información histórica de precios de vivienda. Nuestros resultados indican que este tipo de comportamiento exuberante de los precios es más común en el mercado de vivienda que en el de divisas o acciones. Adicionalmente, encontramos evidencia de migración de burbujas dentro de los países analizados.

Suggested Citation

  • Juan Pablo Franco & José E. Gómez González & Jair N. Ojeda & Jhon Edward Torres, 2014. "Burbujas en precios de activos financieros: existencia, persistencia y migración," Borradores de Economia 823, Banco de la Republica de Colombia.
    • Handle: RePEc:bdr:borrec:823
    DOI: 10.32468/be.823
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    Cited by:

    1. Milton Camelo Rincón & Jacobo Campo Robledo, 2016. "Análisis de la política de vivienda en Bogotá: un enfoque desde la oferta y la demanda," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 8(1), pages 105-122, March.

    More about this item

    JEL classification:

    • G01 - Financial Economics - - General - - - Financial Crises
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

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