Examinando por Materia "Colcap"
Mostrando 1 - 3 de 3
Resultados por página
Opciones de ordenación
Ítem Análisis y consecuencias de la volatilidad de la TRM y el COLCAP en el mercado financiero colombiano entre 2019 y 2020(Universidad EAFIT, 2021) Ruiz Dorado, Alicia Alejandra; Mosquera Oviedo, Juliana; Pérez R. FredyThe constant and diverse changes in volatility make it important to have adequate forecasting instruments to in one way or another anticipate its behavior and thus manage exchange risk. The Market Representative Rate (TRM) is an average rate that measures the value paid in pesos per unit of American currency, volatility measures the variability or dispersion in the profitability of an asset; taking into account that the volatility of the exchange rate can highly affect the real and financial sector; In this research, a study was carried out that analyzes and measures the consequences of the volatility of the TRM and the COLCAP in the Colombian financial market between 2019 and 2020 using ARCH and GARCH family models to estimate a better forecast.Ítem Aplicación del modelo Copula Opinion Pooling al mercado accionario colombiano(Universidad EAFIT, 2019) Yepes Valencia, Sebastián; Pantoja Robayo, JavierÍtem Índice de sentimiento del inversionista colombiano (ISIC)(Universidad EAFIT, 2020) Mejía Guerra, Juan Sebastián; Coronel Andrade, Fabricio; Mora Cuartas, Andrés Mauricio