Overnight Borrowing, Interest Rates and Extreme Value Theory
| Year of publication: |
2001
|
|---|---|
| Authors: | Selcuk, Faruk ; Gencay, Ramazan |
| Institutions: | İktisat Bölümü, Bilkent Üniversitesi |
| Subject: | Financial crises | risk management | extreme value theory |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Classification: | G0 - Financial Economics. General ; G1 - General Financial Markets ; C1 - Econometric and Statistical Methods: General |
| Source: |
Persistent link: https://www.econbiz.de/10005212493