Scholars@Duke publication: Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange

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

Publication , Journal Article

Baillie, RT; Bollerslev, T; Redfearn, MR

October 1993

Duke Scholars

Author Tim Bollerslev Economics

Publication Date

October 1993

Volume

Issue

Start / End Page

511 / 521

Citation

APA

Chicago

ICMJE

MLA

NLM

Baillie, R. T., Bollerslev, T., & Redfearn, M. R. (1993). Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange, 12(5), 511–521.

Baillie, Richard T., Tim Bollerslev, and Michael R. Redfearn. “Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange” 12, no. 5 (October 1993): 511–21.

Baillie RT, Bollerslev T, Redfearn MR. Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange. 1993 Oct;12(5):511–21.

Baillie, Richard T., et al. Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange. Vol. 12, no. 5, Oct. 1993, pp. 511–21.

Baillie RT, Bollerslev T, Redfearn MR. Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange. 1993 Oct;12(5):511–521.