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Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks

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  • León, C.

    (Tilburg University, School of Economics and Management)

  • Machado, C.
  • Sarmiento Paipilla, N.M.

    (Tilburg University, School of Economics and Management)

Abstract

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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.
    • Handle: RePEc:tiu:tiutis:452f3acc-9aff-4666-a044-7f1763bfbf17
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    Cited by:

    1. León, C. & Sarmiento, M., 2016. "Liquidity and Counterparty Risks Tradeoff in Money Market Networks," Discussion Paper 2016-017, Tilburg University, Center for Economic Research.
    2. 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.
    3. Miguel Sarmiento & Jorge Cely & Carlos León, 2015. "Monitoring the Unsecured Interbank Funds Market," Borradores de Economia 14080, Banco de la Republica.
    4. León, C. & Sarmiento, M., 2016. "Liquidity and Counterparty Risks Tradeoff in Money Market Networks," Other publications TiSEM fa0a957d-4f5b-45dc-9148-a, Tilburg University, School of Economics and Management.
    5. 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.

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