Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange

R. Baillie, Tim Bollerslev and M.R. Redfearn
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R. Baillie: Tilburg University, Center For Economic Research

No 1991-52, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Hyperinflation (search for similar items in EconPapers)
Date: 1991
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Journal Article: Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange (1993)
Working Paper: Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange (1991)
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