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...

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Detalles Bibliográficos
Autores Principales: Castro, Carlos, Preciado Pua, Sergio Andrés, Ordóñez Herrera, Juan Sebastián
Formato: Documento de trabajo (Working Paper)
Lenguaje:Español (Spanish)
Publicado: Universidad del Rosario 2016
Materias:
C21
C58
G32
Acceso en línea:http://repository.urosario.edu.co/handle/10336/11752