Borradores de Economia
Número:
803
Publicado:
Clasificación JEL:
C31, G21, G32
Palabras clave:
Money Market, Interbank, collateral, Collateralized Borrowing
Lo más reciente
Daniel Herrera-Araujo, Jorge Florez-Acosta
Luis Armando Galvis-Aponte, Adriana Marcela Rivera-Zárate
Diego Fernando Cuesta-Mora, Fredy Alejandro Gamboa-Estrada, Camilo Eduardo Sánchez-Quinto
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