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

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Name	CentER Discussion Paper
Volume	1991-52

Keywords

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

keywords = "Hyperinflation",

author = "R. Baillie and T. Bollerslev and M.R. Redfearn",

note = "Pagination: 23",

year = "1991",

language = "English",

volume = "1991-52",

series = "CentER Discussion Paper",

publisher = "CentER",

type = "WorkingPaper",

institution = "CentER",

}

TY - UNPB

T1 - Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange

AU - Baillie, R.

AU - Bollerslev, T.

AU - Redfearn, M.R.

N1 - Pagination: 23

PY - 1991

Y1 - 1991

KW - Hyperinflation

M3 - Discussion paper

VL - 1991-52

T3 - CentER Discussion Paper

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

PB - CentER

ER -