Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange
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- Baillie, R. & Bollerslev, T. & Redfearn, M.R., 1991. "Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange," Discussion Paper 1991-52, Tilburg University, Center for Economic Research.
References listed on IDEAS
- Ito, Takatoshi & Roley, V. Vance, 1987.
"News from the U.S. and Japan : Which moves the yen/dollar exchange rate?,"
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- Takatoshi Ito & V. Vance Roley, 1986. "News from the U. S. and Japan: Which Moves the Yen/Dollar Exchange Rate?," NBER Working Papers 1853, National Bureau of Economic Research, Inc.
- Takatoshi Ito & V. Vance Roley, 1986. "News from the U.S. and Japan: which moves the yen/dollar exchange rate?," Research Working Paper 86-02, Federal Reserve Bank of Kansas City.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Manish Kumar, 2011. "Return and volatility spillovers: evidence from Indian exchange rates," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 3(4), pages 371-387.
- R.D. Rossiter, 2002. "Term structure of forward exchange premiums: evidence from the 1920s," Journal of Economic Studies, Emerald Group Publishing, vol. 29(1), pages 33-47, January.
- Haakon Kavli & Kevin Kotzé, 2014. "Spillovers in Exchange Rates and the Effects of Global Shocks on Emerging Market Currencies," South African Journal of Economics, Economic Society of South Africa, vol. 82(2), pages 209-238, June.
- Sukar, Abdul-Hamid & Hassan, Seid, 2001. "US exports and time-varying volatility of real exchange rate," Global Finance Journal, Elsevier, vol. 12(1), pages 109-119.
- Connor, Gregory & Suurlaht, Anita, 2013.
"Dynamic stock market covariances in the Eurozone,"
Journal of International Money and Finance,
Elsevier, vol. 37(C), pages 353-370.
- Gregory Connor & Anita Suurlaht, 2012. "Dynamic Stock Market Covariances in the Eurozone," Economics, Finance and Accounting Department Working Paper Series n222-12.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
- Diamandis, Panayiotis F. & Georgoutsos, Dimitris A. & Kouretas, Georgios P., 2008. "Testing the forward rate unbiasedness hypothesis during the 1920s," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(4), pages 358-373, October.
- David G. McMillan & Isabel Ruiz, 2009. "Volatility dynamics in three euro exchange rates: correlations, spillovers and commonality," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 1(1), pages 64-74.
- McMillan, David G. & Speight, Alan E.H., 2010. "Return and volatility spillovers in three euro exchange rates," Journal of Economics and Business, Elsevier, vol. 62(2), pages 79-93, March.
- Speight, Alan E. H. & McMillan, David G., 2001. "Volatility spillovers in East European black-market exchange rates," Journal of International Money and Finance, Elsevier, vol. 20(3), pages 367-378, June.
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