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

B-Tier

Journal: Journal of International Money and Finance

Year: 1993

Volume: 12

Issue: 5

Pages: 511-521

Authors (3)

Baillie, Richard T. (Michigan State University) Bollerslev, Tim (National Bureau of Economic Re...) Redfearn, Michael R. (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count