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
View list of references View citations in EconPapers
Downloads: (external link)
http://www.bilkent.edu.tr/~economics/self032001.pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 404 Not Found
Related works:
Journal Article: Overnight borrowing, interest rates and extreme value theory (2006) 
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: http://EconPapers.repec.org/RePEc:bil:bilpap:0103
Access Statistics for this paper
More papers in Departmental Working Papers from Bilkent University, Department of Economics
Contact information at EDIRC.
Series data maintained by ().