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Constitutions and Commitment: Evidence on the Relation Between Institutions and the Cost of Capital

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Author Info
Sussman, Nathan
Yafeh, Yishay

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Abstract

This Paper challenges the North and Weingast (1989) view that institutional reforms and better protection of property rights lead to economic growth through a reduction in interest rates, and that a mechanism of this type accounted for Britain’s ascendancy to economic supremacy. We show that, in contrast with North and Weingast, the risk premium on British sovereign debt remained high and even increased in the decades following the Glorious Revolution, and that during much of the 18th century interest rates in Britain fluctuated considerably in response to wars and political instability. We also show that debt per capita – a measure of financial deepening – remained lower in Britain than in Holland for over a century after the institutional changes described by North and Weingast. Finally, we show that British interest rates moved in tandem with interest rates in Holland, suggesting that Britain did not embark on a different path following the institutional changes of the late 17th century. We conclude that, in the short run, institutional reforms do not lead to higher growth by lowering the cost of capital.

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Paper provided by C.E.P.R. Discussion Papers in its series CEPR Discussion Papers with number 4404.

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Date of creation: Jun 2004
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Handle: RePEc:cpr:ceprdp:4404

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Related research
Keywords: financial development; institutions;

Find related papers by JEL classification:
G20 - Financial Economics - - Financial Institutions and Services - - - General
N20 - Economic History - - Financial Markets and Institutions - - - General, International, or Comparative
N23 - Economic History - - Financial Markets and Institutions - - - Europe: Pre-1913

Cited by:
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  1. Joachim Voth & Peter Temin, 2005. "Interest Rate Restrictions in a Natural Experiment: Loan Allocation and the Change in the Usury Laws in 1714," Economics Working Papers 858, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    Other versions:
  2. Jha, Saumitra, 2008. "Shares, Coalition Formation and Political Development: Evidence from Seventeenth Century England," Research Papers 2005, Stanford University, Graduate School of Business. [Downloadable!]
  3. Peter Temin & Joachim Voth, 2004. "Credit Rationing and Crowding Out During the Industrial Revolution: Evidence from Hoare's Bank, 1702-1862," Economics Working Papers 859, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2005. [Downloadable!]
    Other versions:
  4. Peter Temin & Joachim Voth, 2005. "The Speed of the Financial Revolution: Evidence from Hoare’s Bank," Economics Working Papers 860, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
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