A portfolio approach for the TESOBONO problem in Mexico during 1994: A simple model

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dc.contributor.advisorHartley, Peter R.en_US
dc.creatorGonzalez-Lugo Lopez, Jesusen_US
dc.date.accessioned2009-06-04T08:24:29Zen_US
dc.date.available2009-06-04T08:24:29Zen_US
dc.date.issued1997en_US
dc.description.abstractDuring 1994 domestic and foreign investors in Mexico increased the share of TESOBONOS in their portfolios when they perceived the possibility of a future devaluation of the Mexican peso or, in other words, the abandonment of the controlled floating exchange rate regime. This work finds that both domestic and foreign investors responded to monetary policies followed by Banco de Mexico after March 1994, when adverse political events occurred, keeping their investment in Mexico in TESOBONOS rather than leaving the country. Domestic and foreign investors did not have a high expected probability of devaluation, however, they were certain that if a devaluation was going to happen the size of it would be approximately a hundred percent.en_US
dc.format.extent39 p.en_US
dc.format.mimetypeapplication/pdfen_US
dc.identifier.callnoTHESIS ECON. 1997 GONZALEZ LUGO LOPEZen_US
dc.identifier.citationGonzalez-Lugo Lopez, Jesus. "A portfolio approach for the TESOBONO problem in Mexico during 1994: A simple model." (1997) Master’s Thesis, Rice University. <a href="https://hdl.handle.net/1911/17107">https://hdl.handle.net/1911/17107</a>.en_US
dc.identifier.urihttps://hdl.handle.net/1911/17107en_US
dc.language.isoengen_US
dc.rightsCopyright is held by the author, unless otherwise indicated. Permission to reuse, publish, or reproduce the work beyond the bounds of fair use or other exemptions to copyright law must be obtained from the copyright holder.en_US
dc.subjectEconomicsen_US
dc.subjectFinanceen_US
dc.subjectEconomic theoryen_US
dc.titleA portfolio approach for the TESOBONO problem in Mexico during 1994: A simple modelen_US
dc.typeThesisen_US
dc.type.materialTexten_US
thesis.degree.departmentEconomicsen_US
thesis.degree.disciplineSocial Sciencesen_US
thesis.degree.grantorRice Universityen_US
thesis.degree.levelMastersen_US
thesis.degree.nameMaster of Artsen_US
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