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In this paper we find empirical evidence of bank lending channel for Colombia and Argentina. For Argentina, we do not find evidence that changes in the interbank interest rate affect the growth rate of total loans directly. However, the interbank interest
Persistent link: https://www.econbiz.de/10005812121
Persistent link: https://www.econbiz.de/10003506469
As a natural extension to León and Vivas (2010) and León and Reveiz (2010) this paper briefly describes the Cholesky method for simulating Geometric Brownian Motion processes with long-term dependence, also referred as Fractional Geometric Brownian Motion (FBM). Results show that this method...
Persistent link: https://www.econbiz.de/10008918515