Overnight Borrowing, Interest Rates and Extreme Value Theory
Faruk Selcuk and
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)
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Journal Article: Overnight borrowing, interest rates and extreme value theory (2006)
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Persistent link: https://EconPapers.repec.org/RePEc:bil:wpaper:0103
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