Desdolarización financiera en Bolivia

Using data for the period 1990-2010 and a portfolio optimization approach, we identify the causes of the process of financial de-dollarization in Bolivia (bolivianization). Cointegration tests showed the existence of a long-run relationship between de-dollarization and the optimizing portfolio appro...

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Detalhes bibliográficos
Autores principales: Del Río Rivera, Marco Antonio, Montero Kuscevic, Casto Martín
Formato: Online
Idioma:espanhol
Editor: El Colegio de México, A.C. 2014
Assuntos:
Acesso em linha:https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/76
Recursos:

Estudios Económicos

Descrição
Resumo:Using data for the period 1990-2010 and a portfolio optimization approach, we identify the causes of the process of financial de-dollarization in Bolivia (bolivianization). Cointegration tests showed the existence of a long-run relationship between de-dollarization and the optimizing portfolio approach. Additionally, we found that the Tax to Financial Transactions and the exchange rate spread are the most influential variables to determine bolivianization.