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The Peso Problem : literature review

2018-09-17Master thesis Open access
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datacite.subject.fosCiências Sociais::Economia e Gestãopt_PT
dc.contributor.advisorFaria, Gonçalo Manuel A. Pereira Oliveira de
dc.contributor.authorQuintino, Vasco Rodrigues
dc.date.accessioned2019-01-03T09:57:56Z
dc.date.available2019-01-03T09:57:56Z
dc.date.issued2018-09-17
dc.date.submitted2018
dc.description.abstractPeso Problem situations represent a market reaction prior to abrupt events, that although expected to occur may actually never happen. They so correspond to an anticipation of the event by market participants, their behaviour being biased by the expectation of the abrupt event. The “Peso Problem” concept originated in the currency market, but the situation is transversal to any asset in the market place. This thesis aims to give a perspective of how Peso Problem situations affect asset pricing behaviour in the currency, equity, bond and derivatives markets. Acknowledging that a biased market data behaviour can result from people’s attitudes, behavioural finance forwards an alternative to the traditional Efficient Market Hypothesis point of view for the Peso Problem and similar market data behaviours.pt_PT
dc.identifier.tid201963825pt_PT
dc.identifier.urihttp://hdl.handle.net/10400.14/26593
dc.language.isoengpt_PT
dc.subjectPeso-Problempt_PT
dc.subjectBiased market datapt_PT
dc.subjectFuture uncertaintypt_PT
dc.subjectEquity marketspt_PT
dc.subjectBond marketspt_PT
dc.subjectDerivatives marketspt_PT
dc.subjectBehavioural financespt_PT
dc.titleThe Peso Problem : literature reviewpt_PT
dc.typemaster thesis
dspace.entity.typePublication
rcaap.rightsopenAccesspt_PT
rcaap.typemasterThesispt_PT
thesis.degree.nameMestrado em Finançaspt_PT

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