Borradores de Economia
Número:
803
Publicado:
Clasificación JEL:
C31, G21, G32
Palabras clave:
Money Market, Interbank, collateral, Collateralized Borrowing
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Juliana Jaramillo-Echeverri, Andrea Sofía Otero-Cortés, Ana María Tribín-Uribe, Juanita Villaveces
Miguel Sarmiento, John Sebastian Tobar-Cruz, Andrés Esteban Casas-Fajardo, Eduardo Yanquen-Briñez
Jaime Alfredo Bonet-Moron, Jaime Andrés Collazos-Rodríguez, Karen Astrid Rubio-Ramírez, Adolfo Ramírez-Moreno, Andrés Felipe Parra-Solano
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