Nothing Special   »   [go: up one dir, main page]

create a website
Relaciones crediticias y riesgo de contagio en el mercado interbancario no colateralizado colombiano. (2013). Estrada, Dairo ; Capera, Laura ; Lemus, Juan Sebastian .
In: Temas de Estabilidad Financiera.
RePEc:bdr:temest:077.

Full description at Econpapers || Download paper

Cited: 11

Citations received by this document

Cites: 22

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Identifying central bank liquidity super-spreaders in interbank funds networks. (2018). León, Carlos ; Sarmiento, Miguel ; Machado, Clara ; Leon, Carlos.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:35:y:2018:i:c:p:75-92.

    Full description at Econpapers || Download paper

  2. An early warning indicator system to monitor the unsecured interbank funds market. (2017). León, Carlos ; Leon, Carlos ; Cely, Jorge ; Sarmiento, Miguel.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:40:y:2017:i:c:p:114-128.

    Full description at Econpapers || Download paper

  3. Financial stability from a network perspective. (2015). Leon Rincon, C. E., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:bb2e4e44-e842-45c6-a946-4ba7bdffb65c.

    Full description at Econpapers || Download paper

  4. Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks. (2015). Sarmiento, N M ; Machado, C ; Leon, C E.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:65196525-e8d7-4b78-9b8d-7b6082b29cce.

    Full description at Econpapers || Download paper

  5. Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks. (2015). Sarmiento, N M ; Machado, C ; Leon, C E.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:452f3acc-9aff-4666-a044-7f1763bfbf17.

    Full description at Econpapers || Download paper

  6. Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks. (2015). Sarmiento, Miguel ; Machado, C ; Leon, C E.
    In: Discussion Paper.
    RePEc:tiu:tiucen:65196525-e8d7-4b78-9b8d-7b6082b29cce.

    Full description at Econpapers || Download paper

  7. Monitoring the Unsecured Interbank Funds Market. (2015). Sarmiento, Miguel ; León, Carlos ; Leon, Carlos ; Cely, Jorge .
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:014080.

    Full description at Econpapers || Download paper

  8. Monitoring the Unsecured Interbank Funds Market. (2015). Sarmiento, Miguel ; León, Carlos ; Leon, Carlos ; Cely, Jorge.
    In: Borradores de Economia.
    RePEc:bdr:borrec:917.

    Full description at Econpapers || Download paper

  9. Identifying central bank liquidity super-spreaders in interbank funds networks. (2014). Sarmiento, Miguel ; León, Carlos ; Leon, Carlos ; Machado, Clara .
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:011187.

    Full description at Econpapers || Download paper

  10. Un mecanismo para lograr la participación de los bancos en los mercados interbancarios no colateralizados. (2014). Sabogal, Camilo Gonzalez .
    In: Revista ESPE - Ensayos sobre Política Económica.
    RePEc:bdr:ensayo:v:32:y:2014:i:73:p:17-35.

    Full description at Econpapers || Download paper

  11. Identifying central bank liquidity super-spreaders in interbank funds networks. (2014). Sarmiento, Miguel ; León, Carlos ; Leon, Carlos ; Machado, Clara .
    In: Borradores de Economia.
    RePEc:bdr:borrec:816.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Acharya, V. V., Gromb, D. & Yorulmazer, T. (2012), ‘Imperfect competition in the interbank market for liquidity as a rationale for central banking’, American Economic Journal: Macroeconomics 4(2), 184–217.

  2. Allen, F. & Gale, D. (1998), Financial contagion, Technical report.

  3. Basel III: International framework for liquidity risk measurement, standards and monitoring (2010), Technical report, Bank for International Settlements - Basel Comittee of Banking Supervision.
    Paper not yet in RePEc: Add citation now
  4. Bhattacharya, S. & Gale, D. (1987), ‘Preference shocks, liquidity and central bank policy’, New Approaches to Monetary Economics, Cambridge University Press pp. 69–88.
    Paper not yet in RePEc: Add citation now
  5. Cardozo, P., Huertas, C. A., Parra, J. A. & Patiño, L. V. (2012), Mercado interbancario colombiano y manejo de liquidez del banco de la república, Borradores de Economia 673, Banco de la Republica de Colombia.

  6. Cocco, J. F., Gomes, F. J. & Martins, N. C. (2009), ‘Lending relationships in the interbank market’, Journal of Financial Intermediation 18(1), 24 – 48.

  7. Dunteman, G. (1969), Principal Component Analysis, SAGE Publications, Inc.
    Paper not yet in RePEc: Add citation now
  8. Escofier, B. & Pages, J. (1992), Análisis factoriales simples y múltiples. Objetivos, métodos e interpretación.
    Paper not yet in RePEc: Add citation now
  9. Espinheira, P., Ferrari, S. & Cribari-Neto, F. (2008), ‘On beta regression residuals’, Journal of Applied Statistics 35(4), 619–632.

  10. Ferrari, S. & Cribari-Neto, F. (2004), ‘Beta regression for modelling rates and proportions’, Journal of Applied Statistics 31(7), 799–815.

  11. Freixas, X., Martin, A. & Skeie, D. (2010), Bank liquidity, interbank markets and monetary policy, Working Papers 429, Barcelona Graduate School of Economics.

  12. Hosmer, D. & Lemeshow, S. (2000), Applied Logistic Regression, 2nd edn, John Wiley & Sons, Inc.
    Paper not yet in RePEc: Add citation now
  13. Johnson, R. A. & Wichern, D. (1998), Applied Multivariate Statistical Analysis, Prentice Hall.
    Paper not yet in RePEc: Add citation now
  14. Judge, G. G., Carter Hill, R., Griffiths, W., Lütkepohl, W. E. & Lee, T.-C. (1988), Introduction to the Theory and Practice of Econometrics, 2nd edn, John Wiley & Sons, Inc.
    Paper not yet in RePEc: Add citation now
  15. Kohler, U. & Luniak, M. (2005), ‘Data inspection using biplots’, The Stata Journal 5(2), 208–223.

  16. Ladley, D. (2004), ‘An economic model of contagion in interbank lending markets’, Leicester University, Working Paper No. 11-06 (11), 1–42.

  17. Papke, L. & Woolridge, J. (1996), ‘Econometric methods for fractional response variables with an application to 401(k) plan participation rates’, Journal of Applied Econometrics 11, 619–632.
    Paper not yet in RePEc: Add citation now
  18. Peña, D. (2002), Análisis de datos multivariantes, McGraw-HILL/INTERAMERICANA DE ESPAÑA, S. A. U.
    Paper not yet in RePEc: Add citation now
  19. Rawlings, J., Pantula, S. & Dickey, D. (1998), Applied Regression Analysis: A Research Tool, 2nd edn, Springer.
    Paper not yet in RePEc: Add citation now
  20. Smithson, M. & Verkuilen, J. (2006), ‘A better lemon squeezer? maximum-likelihood regression with beta-distributed dependent variables’, (1), 54–71.
    Paper not yet in RePEc: Add citation now
  21. Temas de Estabilidad Financiera Estrada, D. & Morales, P. (2009), ‘La estructura del mercado interbancario y del riesgo de contagio en colombia’, Estabilidad Financiera. Banco de España 18.

  22. Wackerly, D., Mendenhall III, W. & Scheaffer, R. (2002), Estadística matemática con aplicaciones, 6ta edn, Thomson.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. .

    Full description at Econpapers || Download paper

  2. Unsecured and Secured Funding. (2016). Wrampelmeyer, Jan ; Ranaldo, Angelo.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2016:1.

    Full description at Econpapers || Download paper

  3. A functional perspective to financial networks. (2016). Molinari, Massimo ; Gaffeo, Edoardo.
    In: DEM Working Papers.
    RePEc:trn:utwprg:2016/06.

    Full description at Econpapers || Download paper

  4. Liquidity and Counterparty Risks Tradeoff in Money Market Networks. (2016). Sarmiento, Miguel ; Leon, C E.
    In: Discussion Paper.
    RePEc:tiu:tiucen:fa0a957d-4f5b-45dc-9148-a6a76eb1efed.

    Full description at Econpapers || Download paper

  5. The unsecured interbank money market: A description of the Portuguese case. (2016). Saldanha, Sofia .
    In: Working Papers.
    RePEc:ptu:wpaper:w201615.

    Full description at Econpapers || Download paper

  6. Interbank market and central bank policy. (2016). Martin, Antoine ; Breton, Régis ; Bignon, Vincent ; Ahn, Jung-Hyun .
    In: Staff Reports.
    RePEc:fip:fednsr:763.

    Full description at Econpapers || Download paper

  7. Credit market competition and liquidity crises. (2016). leonello, agnese ; Carletti, Elena.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161932.

    Full description at Econpapers || Download paper

  8. Aggregate liquidity and banking sector fragility. (2016). Mink, Mark.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:534.

    Full description at Econpapers || Download paper

  9. Liquidity and Counterparty Risks Tradeoff in Money Market Networks. (2016). Sarmiento, Miguel ; León, Carlos ; Leon, Carlos.
    In: Borradores de Economia.
    RePEc:bdr:borrec:936.

    Full description at Econpapers || Download paper

  10. On the role of market makers for money market liquidity and tensions. (2015). Reitz, Stefan ; Fecht, Falko ; Weber, Patrick .
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:2013.

    Full description at Econpapers || Download paper

  11. Euro money market trading during times of crisis. (2015). Reitz, Stefan ; Fecht, Falko.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:2012.

    Full description at Econpapers || Download paper

  12. The banking crisis with interbank market freeze.. (2015). Dai, Meixing ; Cheng, Jin ; Dufourt, Frederic .
    In: Working Papers of BETA.
    RePEc:ulp:sbbeta:2015-20.

    Full description at Econpapers || Download paper

  13. Financial stability from a network perspective. (2015). Leon Rincon, C. E., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:bb2e4e44-e842-45c6-a946-4ba7bdffb65c.

    Full description at Econpapers || Download paper

  14. Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks. (2015). Sarmiento, Miguel ; Machado, C ; Leon, C E.
    In: Discussion Paper.
    RePEc:tiu:tiucen:65196525-e8d7-4b78-9b8d-7b6082b29cce.

    Full description at Econpapers || Download paper

  15. What makes banking crisis resolution difficult? Lessons from Japan and the Nordic Countries. (2015). Vollmer, Uwe ; Diemer, Michael.
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:5:y:2015:i:2:p:251-277.

    Full description at Econpapers || Download paper

  16. The Portuguese money market throughout the crisis: What was the impact of ECB liquidity provision?. (2015). Saldanha, Ana Sofia ; Soares, Carla .
    In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
    RePEc:ptu:bdpart:e201512.

    Full description at Econpapers || Download paper

  17. Measuring heterogeneity in bank liquidity risk: who are the winners and the losers?. (2015). Soula, Jean-Loup.
    In: Working Papers of LaRGE Research Center.
    RePEc:lar:wpaper:2015-09.

    Full description at Econpapers || Download paper

  18. Does Lack of Financial Stability Impair the Transmission of Monetary Policy?. (2015). Steffen, Sascha ; Teichmann, Daniel ; Acharya, Viral V. ; Imbierowicz, Bjorn .
    In: HIT-REFINED Working Paper Series.
    RePEc:hit:remfce:24.

    Full description at Econpapers || Download paper

  19. Why Do We Need Both Liquidity Regulations and a Lender of Last Resort? A Perspective from Federal Reserve Lending during the 2007-09 U.S. Financial Crisis. (2015). Carlson, Mark ; Duygan-Bump, Burcu ; Nelson, William R..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-11.

    Full description at Econpapers || Download paper

  20. Access policy and money market segmentation. (2015). Nellen, Thomas ; Kraenzlin, Sébastien.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:71:y:2015:i:c:p:1-12.

    Full description at Econpapers || Download paper

  21. Liquidity hoarding and interbank market rates: The role of counterparty risk. (2015). Hoerova, Marie ; Heider, Florian ; Holthausen, Cornelia.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:118:y:2015:i:2:p:336-354.

    Full description at Econpapers || Download paper

  22. Does the bank risk concentration freeze the interbank system?. (2015). Lucchetta, Marcella.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:33:y:2015:i:c:p:149-166.

    Full description at Econpapers || Download paper

  23. Why do we need both liquidity regulations and a lender of last resort? A perspective from Federal Reserve lending during the 2007-09 US financial crisis. (2015). Carlson, Mark ; Duygan-Bump, Burcu ; Nelson, William .
    In: BIS Working Papers.
    RePEc:bis:biswps:493.

    Full description at Econpapers || Download paper

  24. Asymmetric shocks in a currency union: The role of central bank collateral policy.. (2015). Koulischer, Francois.
    In: Working papers.
    RePEc:bfr:banfra:554.

    Full description at Econpapers || Download paper

  25. Emergency Liquidity Facilities, Signalling and Funding Costs. (2015). Perez Saiz, Hector ; Lehar, Alfred ; Souissi, Moez ; Gauthier, Celine .
    In: Staff Working Papers.
    RePEc:bca:bocawp:15-44.

    Full description at Econpapers || Download paper

  26. Impact of Interbank Liquidity on Monetary Transmission Mechanism: A Case Study of Pakistan. (2014). Scholtens, Bert ; Omer, Muhammad ; de Haan, Jakob.
    In: SBP Working Paper Series.
    RePEc:sbp:wpaper:70.

    Full description at Econpapers || Download paper

  27. An Empirical Analysis of Excess Interbank Liquidity: A Case Study of Pakistan. (2014). Scholtens, Bert ; Omer, Muhammad ; de Haan, Jakob.
    In: SBP Working Paper Series.
    RePEc:sbp:wpaper:69.

    Full description at Econpapers || Download paper

  28. Intermediation and Voluntary Exposure to Counterparty Risk. (2014). Farboodi, Maryam.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:365.

    Full description at Econpapers || Download paper

  29. Impact of Interbank Liquidity on Monetary Transmission Mechanism: A Case Study of Pakistan. (2014). Scholtens, Bert ; Omer, Muhammad ; de Haan, Jakob.
    In: MPRA Paper.
    RePEc:pra:mprapa:56161.

    Full description at Econpapers || Download paper

  30. An Empirical Analysis of Excess Interbank Liquidity: A Case Study of Pakistan. (2014). Scholtens, Bert ; Omer, Muhammad ; de Haan, Jakob.
    In: MPRA Paper.
    RePEc:pra:mprapa:56143.

    Full description at Econpapers || Download paper

  31. Bank Risk Within and Across Equilibria. (2014). Agur, Itai.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/116.

    Full description at Econpapers || Download paper

  32. Literature review on the stability of funding models. (2014). Yorulmazer, Tanju.
    In: Economic Policy Review.
    RePEc:fip:fednep:00005.

    Full description at Econpapers || Download paper

  33. Correlated bank runs, interbank markets and reserve requirements. (2014). CAON, Carlos ; Margaretic, Paula.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:49:y:2014:i:c:p:515-533.

    Full description at Econpapers || Download paper

  34. Central bank liquidity provision and collateral quality. (2014). Koulischer, Francois ; Struyven, Daan .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:49:y:2014:i:c:p:113-130.

    Full description at Econpapers || Download paper

  35. Bank risk within and across equilibria. (2014). Agur, Itai.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:48:y:2014:i:c:p:322-333.

    Full description at Econpapers || Download paper

  36. Local liquidity constraints: What place for central bank regional policy? The French experience during the Belle Époque (1880–1913). (2014). Bazot, Guillaume.
    In: Explorations in Economic History.
    RePEc:eee:exehis:v:52:y:2014:i:c:p:44-62.

    Full description at Econpapers || Download paper

  37. Explaining the Czech interbank market risk premium. (2014). Gersl, Adam ; Gerl, Adam ; Leanovska, Jitka .
    In: Economic Systems.
    RePEc:eee:ecosys:v:38:y:2014:i:4:p:536-551.

    Full description at Econpapers || Download paper

  38. Shall We Keep Early Diers Alive?. (2014). Pinna, Andrea.
    In: Working Paper CRENoS.
    RePEc:cns:cnscwp:201411.

    Full description at Econpapers || Download paper

  39. Financial Markets, Institutions and Liquidity. (2013). Carletti, Elena ; Allen, Franklin.
    In: RBA Annual Conference Volume.
    RePEc:rba:rbaacv:acv2013-06.

    Full description at Econpapers || Download paper

  40. Bank competition, crisis and risk taking: Evidence from emerging markets in Asia. (2013). TARAZI, Amine ; Soedarmono, Wahyoe ; MacHrouh, Fouad .
    In: Post-Print.
    RePEc:hal:journl:hal-01098720.

    Full description at Econpapers || Download paper

  41. On the efficiency of bilateral interbank insurance. (2013). Wagner, Wolf ; Castiglionesi, Fabio.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:22:y:2013:i:2:p:177-200.

    Full description at Econpapers || Download paper

  42. The term structure of interbank risk. (2013). Trolle, Anders B. ; Filipovi, Damir.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:109:y:2013:i:3:p:707-733.

    Full description at Econpapers || Download paper

  43. Banks’ responses to funding liquidity shocks: Lending adjustment, liquidity hoarding and fire sales. (2013). de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:26:y:2013:i:c:p:152-174.

    Full description at Econpapers || Download paper

  44. Bank competition, crisis and risk taking: Evidence from emerging markets in Asia. (2013). TARAZI, Amine ; Soedarmono, Wahyoe ; MacHrouh, Fouad .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:23:y:2013:i:c:p:196-221.

    Full description at Econpapers || Download paper

  45. A macro stress testing framework for assessing systemic risks in the banking sector. (2013). Vouldis, Angelos ; Pancaro, Cosimo ; Żochowski, Dawid ; Kok, Christoffer ; Henry, Jerome ; Halaj, Grzegorz ; Amzallag, Adrien ; Zimmermann, Maik ; Sydow, Matthias ; Leber, Miha ; Kolb, Markus ; Gross, Marco ; Grodzicki, Maciej ; CABRAL, Ines ; Baudino, Patrizia .
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2013152.

    Full description at Econpapers || Download paper

  46. Structural features and interest-rate dynamics of Russias interbank lending market. (2013). Egorov, Alexey ; Kovalenko, Olga .
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2013_023.

    Full description at Econpapers || Download paper

  47. A CRITICAL REVIEW OF CONTAGION RISK IN BANKING. (2013). Hasman, Augusto.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:27:y:2013:i:5:p:978-995.

    Full description at Econpapers || Download paper

  48. Relaciones crediticias y riesgo de contagio en el mercado interbancario no colateralizado colombiano. (2013). Estrada, Dairo ; Capera, Laura ; Lemus, Juan Sebastian .
    In: Temas de Estabilidad Financiera.
    RePEc:bdr:temest:077.

    Full description at Econpapers || Download paper

  49. Bank Competition, Crisis and Risk-Taking: Evidence from Emerging Markets in Asia. (2012). TARAZI, Amine ; Soedarmono, Wahyoe ; MacHrouh, Fouad .
    In: Working Papers.
    RePEc:hal:wpaper:hal-00918500.

    Full description at Econpapers || Download paper

  50. Imperfect interbank markets and the lender of last resort. (2012). Matsuoka, Tarishi.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:11:p:1673-1687.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-31 11:18:51 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.