Expectativas racionales, Tasa de interés, Riesgo de mercado
Abstract
This paper develops a model for the joint determination of the risk of market (exchange rate, inflation rate and interest rate) and its relationship with the intertemporal structure of the interest rates. In order to identify variables of economic policy that affect market rate and the structure of interest rates, in a context of rational expectations, the paper carries out an analysis using quatitative theory of money.
