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Análisis del comportamiento de las cotizaciones reales en la bolsa de Madrid bajo la hipótesis de eficiencia

Author

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  • Rafael Flores de Frutos

    (Instituto Complutense de Análisis Económico. Universidad Complutense Campus de Somosaguas. Madrid.)

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.

Suggested Citation

  • Rafael Flores de Frutos, 1993. "Análisis del comportamiento de las cotizaciones reales en la bolsa de Madrid bajo la hipótesis de eficiencia," Documentos de Trabajo del ICAE 9301, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Handle: RePEc:ucm:doicae:9301
    as

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    References listed on IDEAS

    as
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    Keywords

    Modelo de Mercados Eficientes.;

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