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, School of Economics and Management

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Date: 1991
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Related works:
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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