Network externalities across financial institutions
We propose and estimate a financial distress model that explicitly accounts for the interactions or spill-over effects between financial institutions, through the use of a spatial continuity matrix that is build from financial network data of inter bank transactions. Such setup of the financial dist...
Autores Principales: | , , |
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Formato: | Documento de trabajo (Working Paper) |
Lenguaje: | Español (Spanish) |
Publicado: |
Universidad del Rosario
2016
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Materias: | |
Acceso en línea: | http://repository.urosario.edu.co/handle/10336/11752 |