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Análisis de eficiencia en los mercados de opciones sobre índices : una aproximación a los mercados emergentes
(Universidad EAFIT, 2011)
An efficient capital market is characterized because asset prices reflect the effects of information based on events that have already occurred and on events that the market expects will happen in the future (Fama, 1965). ...
Inductores de valor para instituciones de educación superior privadas en Colombia
(Universidad EAFIT, 2008)
The majority of Higher Education Institutions private, have remained away from implementing financial analysis tools, different from monitoring the balance and income statement, in order to assess efficiency in the management ...
Análisis del índice general de las bolsas de valores de Colombia (IGBC), chile (IPSA) y Perú (IGBVL), y sus rendimientos desde la teoría del caos 2001-2011
(Universidad EAFIT, 2011)
The purpose of this paper is to examine if exist persistence and chaotic structures in the time series of the Colombian (IGBC), Chile (IPSA) and Peru (IGBVL) stock Exchange Index and their returns, during the period between ...
Valoración de opciones para el mercado agropecuario colombiano, el modelo de Heston-Nandi como alternativa
(Universidad EAFIT, 2007)
There are random factors in the process leading to commodities’ price formation. Such factors are manifest in the behavior of volatility. Volatility is a source of uncertainty for any market. Options on commodities are a ...
Aplicación de un sistema casi ideal de demanda para el gasto en Colombia en el periodo 1968-2007
(Universidad EAFIT, 2010-11)
The present document studies the expenditure of the Colombian economy in the period of 1968-2007. An analysis of the demand elasticity associated with the bulk of total consumption of the representative Colombian is presented ...
La volatilidad de la tasa de interés a corto plazo : un ejercicio para la economía colombiana, 2001–2006
(Universidad EAFIT, 2007)
In this paper we analyze different methodologies that are used to handle the short term interest rate volatility. Specifically, we shall analyze the outcomes that are obtained through three specifications: CKLS, Conditional ...
Análisis del impacto de los ADR´S de empresas latinoamericanas en sus mercados de valores locales
(Universidad EAFIT, 2009)
The American Depositary Recept (ADR) have presented an interesting development since their creation. In the early of century XX, They have been widely used by South American companies from 80’s decade. Such development ...
