Overnight borrowing, interest rates and extreme value theory
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Bibliographic InfoArticle provided by Elsevier in its journal European Economic Review.
Volume (Year): 50 (2006)
Issue (Month): 3 (April)
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Web page: http://www.elsevier.com/locate/eer
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
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- repec:att:wimass:9208 is not listed on IDEAS
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