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

G. Geoffrey Booth and Umit Gurun

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

Date: 2008
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Citations: View citations in EconPapers (7)

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

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