Overnight borrowing, interest rates and extreme value theory
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Bibliographic Info
Article provided by Elsevier in its journal European Economic Review.
Volume (Year): 50 (2006)
Issue (Month): 3 (April)
Pages: 547-563
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Web page: http://www.elsevier.com/locate/eer
Related research
Keywords:Other versions of this item:
- Faruk Selcuk & Ramazan Gencay, 2001. "Overnight Borrowing, Interest Rates and Extreme Value Theory," Departmental Working Papers 0103, Bilkent University, Department of Economics.
- G0 - Financial Economics - - General
- G1 - Financial Economics - - General Financial Markets
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
References
References listed on IDEASPlease report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Ahmet Can Ýnci, 2007. "Currency and yield Co-integration between a developed and an emerging Country: The Case of Turkey," Bogazici Journal of Economics and Administrative Sciences, Bogazici University, Department of Economics, vol. 21(1+2), pages 1-20.
- Ardic, Oya Pinar, 2006.
"Output, the Real Exchange Rate, and the Crises in Turkey,"
MPRA Paper
6099, University Library of Munich, Germany.
- Oya Pinar Ardic, 2006. "Output, the Real Exchange Rate and the Crises in Turkey," Working Papers 2006/03, Bogazici University, Department of Economics.
- U. Ozlale & E. Yeldan, 2004. "Measuring exchange rate misalignment in Turkey," Applied Economics, Taylor and Francis Journals, vol. 36(16), pages 1839-1849.
- Ardic, Oya Pinar & Yuzereroglu, Uygar, 2007.
"How Do Individuals Choose Banks? An Application to Household Level Data from Turkey,"
MPRA Paper
6096, University Library of Munich, Germany.
- Oya Pinar Ardic & Uygar Yuzereroglu, 2009. "How Do Individuals Choose Banks? An Application to Household Level Data from Turkey," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 9(1), pages 22.
- Oya Pinar Ardic & Uygar Yuzereroglu, 2007. "How Do Individuals Choose Banks? An Application to Household Level Data from Turkey," Working Papers 2007/26, Bogazici University, Department of Economics.
- Oya Pinar Ardic & Uygar Yuzereroglu, 2006. "A Multinomial Logit Model of Bank Choice: An Application to Turkey," Working Papers 2006/02, Bogazici University, Department of Economics.
- Marco Rocco, 2011. "Extreme value theory for finance: a survey," Questioni di Economia e Finanza (Occasional Papers) 99, Bank of Italy, Economic Research and International Relations Area.
- Lindsay A. Lechner & Timothy C. Ovaert, 2010. "Value-at-risk: Techniques to account for leptokurtosis and asymmetric behavior in returns distributions," Journal of Risk Finance, Emerald Group Publishing, vol. 11(5), pages 464-480, November.
- Levent Korap, 2006. "An Analysis of Central Bank Interventions on Forex Market For The Post-Crisis Period," Working Papers 2006/4, Turkish Economic Association.
- Raphael H. Solomon, 2004. "When Bad Things Happen to Good Banks: Contagious Bank Runs and Currency Crises," Working Papers 04-18, Bank of Canada.
- Alper Ozun & Atilla Cifter, 2010. "A wavelet network model for analysing exchange rate effects on interest rates," Journal of Economic Studies, Emerald Group Publishing, vol. 37(4), pages 405-418, September.
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