Overnight borrowing, interest rates and extreme value theory
Ramazan Gencay and
European Economic Review, 2006, vol. 50, issue 3, 547-563
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Working Paper: Overnight Borrowing, Interest Rates and Extreme Value Theory (2001)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:eecrev:v:50:y:2006:i:3:p:547-563
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