Examinando por Autor "Aragón Aristizábal, Daniel Fernando"
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Publicación Acceso abierto Aproximación al comportamiento de la tasa de cambio a partir del comportamiento de tasas de deuda pública colombiana(Universidad EIA, 2009) Aragón Aristizábal, Daniel Fernando; Arroyave Baena, Jaime AlbertoMay this not be a causality explanatory model but a relating work between the covariates and the response. A relation under uncovered parity of the exchange rate with the Libor rate, rates of Colombian Treasury bonds in pesos and in US dollars presents satisfactory outcomes. Including lags of the response variable and the referred covariates it turns out a model with a determination coefficient of 99.8%. In addition, all variables are significant beyond 99% of confidence. A Generalized Linear Model approach is used.