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Monitoring the Unsecured Interbank Funds Market

Miguel
Sarmiento-Paipilla
Jorge
Cely
Carlos Eduardo
León-Rincón
Jueves, 8 Octubre 2015

A core goal of regulators and financial authorities is to understand how market prices convey information on the financial health of its participants. From this viewpoint we build an Early-Warning Indicators System (EWIS) that allows for identifying those