dc.creator	Martínez-Ventura, Ana Constanza
dc.creator	León-Rincón, Carlos Eduardo
dc.date.created	2014-01-13
dc.date.issued	2014-01-13
dc.identifier.uri	https://repositorio.banrep.gov.co/handle/20.500.12134/6089
dc.description.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
dc.format.mimetype	PDF
dc.language.iso	spa
dc.publisher	Banco de la República
dc.relation.ispartof	Documentos de Trabajo
dc.relation.ispartofseries	Borradores de Economía
dc.relation.isversionof	Borradores de Economía; No. 803
dc.rights.accessRights	Open Access
dc.rights.uri	https://creativecommons.org/licenses/by-nc-sa/4.0/
dc.title	The cost of collateralized borrowing in the colombian money market : does connectedness matter?
dc.type	Working Paper
dc.subject.jel	G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages
dc.subject.jel	G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
dc.subject.jel	C31 - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
dc.subject.keyword	Money market
dc.subject.keyword	Interbank
dc.subject.keyword	Collateral
dc.subject.keyword	Collateralized borrowing
dc.subject.keyword	Spatial econometrics
dc.subject.lemb	Mercado monetario -- Colombia
dc.subject.lemb	Instituciones financieras -- Colombia
dc.subject.lemb	Crédito -- Costos -- Colombia
dc.subject.lemb	Apalancamiento financiero -- Colombia
dc.subject.lemb	Estabilidad financiera -- Colombia
dc.subject.lemb	Crédito -- Garantías -- Colombia
dc.type.spa	Documentos de trabajo
dc.rights.spa	Acceso abierto
dc.rights.cc	Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspa	C31 - Modelos de sección cruzada; Modelos espaciales; Modelos de efecto de tratamiento; Regresiones cuantiles; Modelos de interacción social
dc.subject.jelspa	G21 - Bancos; Instituciones de depósito; Instituciones Microfinancieras; Hipotecas
dc.subject.jelspa	G32 - Política de financiación; riesgo financiero y gestión de riesgos; Estructura del capital y de la propiedad; Valor de empresa; fondo de comercio
dc.type.hasversion	Published Version
dc.coverage.sucursal	Bogotá
dc.relation.doi	https://doi.org/10.32468/be.803
dc.rights.disclaimer	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.
dc.relation.repec	https://ideas.repec.org/p/bdr/borrec/803.html
dc.identifier.handle	https://hdl.handle.net/20.500.12134/6089
dc.creator.firma	Carlos León
dc.creator.firma	Constanza Martínez
dc.source.handleRepec	RePEc:bdr:borrec:803

The cost of collateralized borrowing in the colombian money market : does connectedness matter?

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