Identifying central bank liquidity super-spreaders in interbank funds networks
Evidence suggests that the Colombian interbank funds market is an inhomogeneous and hierarchical network in which a few financial institutions fulfill the role of "super-spreaders" of central bank liquidity among market participants. Results concur with e
Autores Principales: | , , |
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Formato: | Documento de trabajo (Working Paper) |
Lenguaje: | Español (Spanish) |
Publicado: |
Banco de la República
2014
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Materias: | |
Acceso en línea: | http://repositorio.banrep.gov.co/handle/20.500.12134/6103 |