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Time or spot ? A revaluation of Amsterdam market data prior to 1747

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Author Info

  • Brian Beach

    (University of Pittsburgh, Pittsburgh, PA, USA)

  • Stephen Norman

    ()
    (University of Washington, Tacoma, 1900 Commerce St, Tacoma, WA, 98402, USA)

  • Douglas Wills

    (University of Washington, Tacoma, 1900 Commerce St, Tacoma, WA, 98402, USA)

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    Abstract

    Scholars historically believed that the market price data reported for Amsterdam markets were spot prices prior to 1747. Neal (The rise of financial capitalism: international capital markets in the Age of Reason. Cambridge University Press, Cambridge, 1990) provided econometric evidence that the prices were time. A newly constructed dataset, containing a much higher frequency of observations from Amsterdam markets, allows us to resolve this dispute. We provide conclusive evidence that the prices report were actually spot, as originally believed.

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    File URL: http://dx.doi.org/10.1007/s11698-012-0081-z
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    Bibliographic Info

    Article provided by Association Française de Cliométrie (AFC) in its journal Cliometrica, Journal of Historical Economics and Econometric History.

    Volume (Year): 7 (2013)
    Issue (Month): 1 (January)
    Pages: 61-85

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    Handle: RePEc:afc:cliome:v:7:y:2013:i:1:p:61-85

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    Web page: http://www.cliometrie.org
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    Related research

    Keywords: Early financial markets; Spot and forward markets;

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