The cost of collateralized borrowing in the colombian money market : does connectedness matter?
Borradores de Economía; No. 803
Date published
2014-01-13Date of last update
2014-01-13Document language
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Las 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.
Abstract
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
JEL Codes
G21 - Banks; Depository Institutions; Micro Finance Institutions; MortgagesG32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; GoodwillC31 - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
Keywords
URI
https://repositorio.banrep.gov.co/handle/20.500.12134/6089https://hdl.handle.net/20.500.12134/6089
https://doi.org/10.32468/be.803
https://ideas.repec.org/p/bdr/borrec/803.html
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