Impacto de los productos derivados en los objetivos de política monetaria: un modelo de equilibrio general

This paper is aimed in analyzing the impact of the growing use of contingent claims in the objectives of monetary policy. To reach this end, a continuous time, stochastic model of macroeconomic equilibrium of a monetary economy where the agents are exposed to the risk market is developed. In the equ...

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Detalhes bibliográficos

Autores principales:	Bernal Ponce, L. Arturo, Venegas Martínez, Francisco
Formato:	Online
Idioma:	espanhol
Editor:	El Colegio de México, A.C. 2011
Assuntos:	valuación de derivados política monetaria mercados financieros análisis dinámico G13 E52 E44 C61 contingent claims pricing monetary policy financial markets dynamic analysis
Acesso em linha:	https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/100
Recursos:	Estudios Económicos