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The cost of collateralized borrowing in the colombian money market : does connectedness matter?

Constanza
Martínez-Ventura
Carlos Eduardo
León-Rincón
Miércoles, 1 Enero 2014

Under the view that the market is a weighted and directed network (Barabási, 2003), this document is a first attempt to model the Colombian money market within a spatial econometrics framework. By estimating two standard spatial econometric models, we stu