Borradores de Economia
Número:
782
Publicado:
Clasificación JEL:
E44, E52, G21
Palabras clave:
Interbank Market, Overnight Rates, Reserve Demand
Lo más reciente
Juliana Jaramillo-Echeverri, Adriana Sofía Rodríguez
Pronosticando inflaciones de canastas de alimentos desagregadas en Colombia usando un modelo XGBoost
Cesar Anzola-Bravo, Poveda-Olarte Paola
Gaurav Khanna, Carlos Alberto Medina-Durango, Anant Nyshadham, Daniel Ramos-Menchelli, Jorge Andrés Tamayo-Castaño, Audrey Tiew
We set a dynamic stochastic model for the interbank daily market for funds in Colombia. The framework features exogenous reserve requirements and requirement period, competitive trading among heterogeneous commercial banks, daily open market operations he