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Browsing LACEA 2013 Papers by Author "Velasco, Andrés Mauricio"

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Browsing LACEA 2013 Papers by Author "Velasco, Andrés Mauricio"

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  • Velasco, Andrés Mauricio; González, Camilo; Silva, Luisa; Vargas, Carmiña (2014-10-23)
    We set a dynamic stochastic model for the interbank daily market for funds in Colombia. The framework features exogenous requirement and requirement period, competitive trading among heterogeneous commercial banks, daily ...

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