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dc.creatorGonzález-Sabogal, Camilo
dc.creatorSilva-Escobar, Luisa Fernanda
dc.creatorVargas-Riaño, Carmiña Ofelia
dc.creatorVelasco-Martínez, Andrés Mauricio
dc.date.created2013-09-18
dc.date.issued2013-09-18
dc.identifier.urihttp://repositorio.banrep.gov.co/handle/20.500.12134/5922
dc.description.abstractWe 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
dc.format.mimetypePDF
dc.language.isospa
dc.publisherBanco de la República
dc.relation.ispartofDocumentos de Trabajo
dc.relation.ispartofseriesBorradores de Economía
dc.relation.isversionofBorradores de Economía; No. 782
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.titleAn Exploration on Interbank Markets and the Operational Framework of Monetary Policy in Colombia
dc.typeWorking Paper
dc.subject.jelE44 - Financial Markets and the Macroeconomy
dc.subject.jelG21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages
dc.subject.jelE52 - Monetary Policy
dc.subject.keywordInterbank Market
dc.subject.keywordOvernight Rates
dc.subject.keywordReserve Demand
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaE44 - Mercados financieros y macroeconomía
dc.subject.jelspaE52 - Política monetaria
dc.subject.jelspaG21 - Bancos; Instituciones de depósito; Instituciones Microfinancieras; Hipotecas
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.relation.doihttps://doi.org/10.32468/be.782
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
dc.relation.numberBorrador 782
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/782.html
dc.relation.dotechttps://ideas.repec.org/p/col/000094/010982.html
dc.identifier.handlehttp://hdl.handle.net/20.500.12134/5922
dc.creator.firmaCarmiña O. Vargas
dc.source.handleRepecRePEc:col:000094:010982
dc.source.handleRepecRePEc:bdr:borrec:782


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This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit