Overnight borrowing, interest rates and extreme value theory

European Economic Review

Volumn 50, Issue 3, 2006, Pages 547-563

  Gençay, Ramazan ^a   Selçuk, Faruk ^b  

^a SIMON FRASER UNIVERSITY   (Canada)

^b BILKENT UNIVERSITY   (Turkey)

Author keywords

Extreme value theory; Federal funds rate; Financial crises; Overnight rate; Risk management; Turkish economy

Indexed keywords

INTEREST RATE; MANAGEMENT;

EID: 33645164232     PISSN: 00142921     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.euroecorev.2004.10.010     Document Type: Article

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