How are network centrality metrics related to interest rates in the Mexican secured and unsecured interbank markets?
Year of publication: |
2021
|
---|---|
Authors: | Téllez-León, Isela-Elizabeth ; Martínez-Jaramillo, Serafín ; Escobar-Farfán, Luis O. L. ; Hochreiter, Ronald |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 55.2021, p. 1-14
|
Subject: | Financial econometrics | Financial networks | Interbank markets | Regularization methods (ridge, lasso and elastic net) | Geldmarkt | Money market | Zins | Interest rate | Interbankenmarkt | Interbank market | Mexiko | Mexico | Unternehmensnetzwerk | Business network |
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