Volatility clustering and the bid-ask spread: Exchange rate behavior in early Renaissance Florence

G. Geoffrey Booth and Umit G. Gurun ()

Journal of Empirical Finance, 2008, vol. 15, issue 1, pages 131-144

Date: 2008

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Persistent link: http://EconPapers.repec.org/RePEc:eee:empfin:v:15:y:2008:i:1:p:131-144

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Journal of Empirical Finance is edited by R. T. Baillie, G. Bekaert, W. Ferson, F. C. Palm, Th. J. Vermaelen and C. C. P. Wolff

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