Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data
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DOI: 10.32468/be.881
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Other versions of this item:
- Carlos León & Jorge Cely & Carlos Cadena, 2016. "Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 85, pages 91-125, Julio - D.
- León, C. & Cely, Jorge & Cadena, Carlos, 2015. "Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data," Discussion Paper 2015-029, Tilburg University, Center for Economic Research.
- Carlos León & Jorge Cely & Carlos Cadena, 2015. "Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data," Borradores de Economia 12716, Banco de la Republica.
References listed on IDEAS
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- León, C. & Machado, C. & Sarmiento Paipilla, N.M., 2015. "Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks," Other publications TiSEM 452f3acc-9aff-4666-a044-7, Tilburg University, School of Economics and Management.
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Citations
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Cited by:
- Carlos León & Constanza Martínez-Ventura & Freddy Cepeda-López, 2019.
"Short-Term Liquidity Contagion in the Interbank Market,"
Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 38(76), pages 51-80, January.
- Carlos León & Constanza Martínez & Freddy Cepeda, 2015. "Short-Term Liquidity Contagion in the Interbank Market," Borradores de Economia 920, Banco de la Republica de Colombia.
- Carlos León & Constanza Martínez & Freddy Cepeda, 2015. "Short-Term Liquidity Contagion in the Interbank Market," Borradores de Economia 14167, Banco de la Republica.
- León, C. & Martínez, Constanza & Cepeda, Freddy, 2016. "Short-Term Liquidity Contagion in the Interbank Market," Other publications TiSEM c49d4eff-9bfd-4a01-af6f-7, Tilburg University, School of Economics and Management.
- León, C. & Martínez, Constanza & Cepeda, Freddy, 2016. "Short-Term Liquidity Contagion in the Interbank Market," Discussion Paper 2016-018, Tilburg University, Center for Economic Research.
- Green, Christopher & Bai, Ye & Murinde, Victor & Ngoka, Kethi & Maana, Isaya & Tiriongo, Samuel, 2016. "Overnight interbank markets and the determination of the interbank rate: A selective survey," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 149-161.
- León, Carlos & Miguélez, Javier, 2021.
"Interbank relationship lending revisited: Are the funds available at a similar price?,"
Research in International Business and Finance, Elsevier, vol. 58(C).
- Carlos León & Javier Miguélez, 2021. "Interbank relationship lending revisited: Are the funds available at a similar price?," Borradores de Economia 1151, Banco de la Republica de Colombia.
- Carlos León & Javier Miguélez, 2020. "Interbank relationship lending in Colombia," Borradores de Economia 1118, Banco de la Republica de Colombia.
- Pamela A. Cardozo Ortiz & Carlos A. Huertas Campos & Julián A. Parra Polanía & Lina V. Patiño Echeverri, 2016. "The Interbank Market in Colombia and the Supply of Liquidity by the Banco de la República," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 153-193, july-dece.
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More about this item
Keywords
Furfine’s method; interbank; IBR; TIB.;All these keywords.
JEL classification:
- E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2015-05-02 (Banking)
- NEP-NET-2015-05-02 (Network Economics)
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