Borradores de Economia
Número:
936
Publicado:
Clasificación JEL:
D85, E58, L14
Palabras clave:
liquidity risk, counterparty risk, Network, Centralization
Lo más reciente
Juliana Jaramillo-Echeverri, Adriana Sofía Rodríguez
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Pronosticando inflaciones de canastas de alimentos desagregadas en Colombia usando un modelo XGBoost
Cesar Anzola-Bravo, Poveda-Olarte Paola
We examine how liquidity is exchanged in different types of Colombian money market networks (i.e. secured, unsecured, and central bank's repo networks). Our examination first measures and analyzes the centralization of money market networks. Afterwards, b