Overnight Borrowing, Interest Rates and Extreme Value Theory

Faruk Selcuk and Ramazan Gencay

Working Papers from Department of Economics, Bilkent University

Keywords: Financial crises; risk management; extreme value theory (search for similar items in EconPapers)
JEL-codes: C1 G0 G1 (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (4)

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Journal Article: Overnight borrowing, interest rates and extreme value theory (2006)
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