An Exploration on Interbank Markets and the Operational Framework of Monetary Policy in Colombia
Borradores de Economía; No. 782
Date published
2013-09-18Date of last update
2013-09-18Author
Document language
spaMetadata
Show full item recordAlternative metrics
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
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
JEL Codes
Keywords
URI
https://repositorio.banrep.gov.co/handle/20.500.12134/5922https://hdl.handle.net/20.500.12134/5922
https://doi.org/10.32468/be.782
https://ideas.repec.org/p/bdr/borrec/782.html
https://ideas.repec.org/p/col/000094/010982.html
Collections
- Borradores de Economía [1274]
Seleccionar año de consulta:
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