EconPapers    
Economics at your fingertips  
 

Overnight borrowing, interest rates and extreme value theory

Ramazan Gencay and Faruk Selcuk

European Economic Review, 2006, vol. 50, issue 3, 547-563

Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (13) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0014-2921(05)00009-7
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Overnight Borrowing, Interest Rates and Extreme Value Theory (2001) Downloads
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: https://EconPapers.repec.org/RePEc:eee:eecrev:v:50:y:2006:i:3:p:547-563

Access Statistics for this article

European Economic Review is currently edited by T.S. Eicher, A. Imrohoroglu, E. Leeper, J. Oechssler and M. Pesendorfer

More articles in European Economic Review from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2021-12-04
Handle: RePEc:eee:eecrev:v:50:y:2006:i:3:p:547-563