مرکز منطقه ای اطلاع رساني علوم و فناوري - Overnight borrowing, interest rates and extreme value theory

Title of article :

Overnight borrowing, interest rates and extreme value theory

Author/Authors :

Ramazan Gençay، نويسنده , , Faruk Selçuk، نويسنده ,

Issue Information :

ماهنامه با شماره پیاپی سال 2006

Pages :

From page :

547

To page :

563

Keywords :

Financial Crises , Risk management , Extreme value theory , Overnight rate , Turkish economy , federal funds rate

Journal title :

European Economic Review

Serial Year :

2006

Journal title :

European Economic Review

Record number :

151837

Link To Document :