Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data

Carlos León, Jorge Cely and Carlos Cadena

No 2015-029, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Furfine's method; interbank; IBR; TIB (search for similar items in EconPapers)
Date: 2015
New Economics Papers: this item is included in nep-mac and nep-net
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Related works:
Journal Article: Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data (2016)
Working Paper: Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data (2015)
Working Paper: Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data (2015)
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