Eficiencia de mercado, paridad del poder adquisitivo y cointegración en los mercados centroamericanos de divisas extranjeras

The assumption that black market exchange rates follow a random walk and/or are determined by the purchasing power parity condition is commonly imposed in macroeconomic models. The results from standard tests of black market efficiency, under the weak form, are not conclusive without any ambiguity w...

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Detalhes bibliográficos
Autor principal: Roberto López, José
Formato: Online
Idioma:inglês
Editor: El Colegio de México, A.C. 1993
Assuntos:
Acesso em linha:https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/290
Recursos:

Estudios Económicos