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

Simple item page
dc.contributor.advisorHartley, Peter R.
dc.creatorGonzalez-Lugo Lopez, Jesus
dc.date.accessioned2009-06-04T08:24:29Z
dc.date.available2009-06-04T08:24:29Z
dc.date.issued1997
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.
dc.format.extent39 p.en_US
dc.format.mimetypeapplication/pdf
dc.identifier.callnoTHESIS ECON. 1997 GONZALEZ LUGO LOPEZ
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>.
dc.identifier.urihttps://hdl.handle.net/1911/17107
dc.language.isoeng
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.
dc.subjectEconomics
dc.subjectFinance
dc.subjectEconomic theory
dc.titleA portfolio approach for the TESOBONO problem in Mexico during 1994: A simple model
dc.typeThesis
dc.type.materialText
thesis.degree.departmentEconomics
thesis.degree.disciplineSocial Sciences
thesis.degree.grantorRice University
thesis.degree.levelMasters
thesis.degree.nameMaster of Arts
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
1384384.PDF
Size:
854.69 KB
Format:
Adobe Portable Document Format
Download
Collections
Rice University Electronic Theses and Dissertations