How are network centrality metrics related to interest rates in the Mexican secured and unsecured interbank markets?

Isela Elizabeth Téllez-León; Serafín Martínez-Jaramillo; Luis O. L. Escobar-Farfán; Ronald Hochreiter

doi:10.1016/j.jfs.2021.100893

How are network centrality metrics related to interest rates in the Mexican secured and unsecured interbank markets?

Isela Elizabeth Téllez-León
, Serafín Martínez-Jaramillo
, Luis O. L. Escobar-Farfán
, Ronald Hochreiter

Center for Latin American Monetary Studies
International Institute for Applied Systems Analysis, Laxenburg
Banco de Mexico
Webster University

Research output: Contribution to journal › Article › peer-review

Original language	English
Article number	100893
Journal	Journal of Financial Stability
Volume	55
DOIs	https://doi.org/10.1016/j.jfs.2021.100893
Publication status	Published - Aug 2021
Externally published	Yes

Keywords

Financial econometrics
Financial networks
Interbank markets
Regularization methods (ridge, lasso and elastic net)

Access to Document

10.1016/j.jfs.2021.100893

Cite this

@article{67c335a715e74e0eb9d0e5a0aeeab617,

title = "How are network centrality metrics related to interest rates in the Mexican secured and unsecured interbank markets?",

keywords = "Financial econometrics, Financial networks, Interbank markets, Regularization methods (ridge, lasso and elastic net)",

author = "T{\'e}llez-Le{\'o}n, \{Isela Elizabeth\} and Seraf{\'i}n Mart{\'i}nez-Jaramillo and \{O. L. Escobar-Farf{\'a}n\}, Luis and Ronald Hochreiter",

note = "Publisher Copyright: {\textcopyright} 2021 The Author(s)",

year = "2021",

month = aug,

doi = "10.1016/j.jfs.2021.100893",

language = "English",

volume = "55",

journal = "Journal of Financial Stability",