Overnight Borrowing, Interest Rates and Extreme Value Theory

Faruk Selcuk and Ramazan Gencay ()

Departmental Working Papers from Bilkent University, Department of Economics

Keywords: Financial crises; risk management; extreme value theory (search for similar items in EconPapers)
JEL-codes: G0 G1 C1 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ias and nep-ifn
Date: 2001
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Journal Article: Overnight borrowing, interest rates and extreme value theory (2006)
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