@article{publication-5973,
	author={Gençay, Ramazan and Selçuk, Faruk},
	doi={10.1016/j.euroecorev.2004.10.010},
	issn={0014-2921},
	journal={European Economic Review},
	number=3,
	pages={547-563},
	publisher={Elsevier},
	title={Overnight borrowing, interest rates and extreme value theory},
	volume=50,
	year=2006,
}