Title: Variables microeconómicas de los fondos de fondos de cobertura (FFC) y su desempeño durante la crisis financiera global 2008-2009
Authors: Garay, Urbi Hernández,
Rivillo, Carlos Manuel
Keywords: FONDOS DE FONDOS DE COBERTURA
CRISIS FINANCIERA 2008-2009
PROBIT
Issue Date: Jul-2017
Publisher: Universidad Católica de Colombia. Facultad de Ciencias Económicas y Administrativas
Citation: Garay, U., Hernández, M. & Rivillo, Carlos (2017). Variables microeconómicas de los fondos de fondos de cobertura (FFC) y su desempeño durante la crisis financiera global 2008-2009. Revista Finanzas y Política Económica, 9, p. 373 - 396.
Abstract: Este trabajo examina el comportamiento de las variables microeconómicas de los fondos de fondos de cobertura (FFC) durante un periodo previo a la crisis financiera global 2008-2009, y analiza si dichas variables explican el desempeño de los FFC durante tal crisis. La magnitud y la severidad de la crisis representan un evento ideal para determinar las características de los FFC que lograron sobrevivirla. Mediante la aplicación de un modelo de regresión Probit, se concluyó que las siguientes variables explican la probabilidad de sobrevivencia de los FFC: rendimiento promedio previo, desviación estándar de los rendimientos, comisión fija, comisión por incentivo y curtosis de los rendimientos.
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URI: https://hdl.handle.net/10983/16963
ISSN: 2248-6046
metadata.dc.relation.ispartof: Revista Finanzas y Política Económica, Vol. 9, no. 2 (jul. – dic. 2017); p. 373 - 396. http://dx.doi.org/10.14718/revfinanzpolitecon.2017.9.2.8
Appears in Collections:CAD. Finanzas y Política Económica



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