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Threat of a capital levy, expected devaluation and interest rates in France during the interwar period

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Author Info
Hautcoeur, P. C.
Sicsic, P.

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Abstract

The aim of this paper is to isolate and measure the respective importance of political and economic aspects in two critical episodes of the French interwar period: the stabilization process of the mid-1920s and the reluctance to abandon the gold standard during the 1930s. We do this by separating expectations of taxation and of devaluation that are implicitly included in the prices of various categories of French bonds. About the 1924-26 crisis, we show first that there was no expectation of a government default; second that a substantial part of the high level of interest rate in 1925 can be explained by expectations of a capital levy or other taxation devices; third that hyperinflation was not expected even at the moment of maximum price rise since implied five years interest rate was lower than 20% and since the expected value of the franc was not as low as the spot one. For the 1930s, we show that expectations of a depreciation of the franc explain the rise in interest rates, so that no independent effect of fiscal policy was expected.

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Publisher Info
Paper provided by DELTA (Ecole normale supérieure) in its series DELTA Working Papers with number 98-01.

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Date of creation: 1998
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Publication status: Published in European Review of Economic History, III, 1999, pp. 25-56
Handle: RePEc:del:abcdef:98-01

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Sicsic, Pierre, 1992. "Was the franc poincare deliberately undervalued?," Explorations in Economic History, Elsevier, vol. 29(1), pages 69-92, January. [Downloadable!] (restricted)
  2. Capie, Forrest H & Mills, Terry C & Wood, Geoffrey E, 1986. "Debt Management and Interest Rates: The British Stock Conversion of 1932," Applied Economics, Taylor and Francis Journals, vol. 18(10), pages 1111-26, October.
  3. Cecchetti, Stephen G, 1988. "The Case of the Negative Nominal Interest Rates: New Estimates of the Term Structure of Interest Rates during the Great Depression," Journal of Political Economy, University of Chicago Press, vol. 96(6), pages 1111-41, December. [Downloadable!] (restricted)
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  4. Prati, Alessandro, 1991. "Poincare's stabilization : Stopping a run on government debt," Journal of Monetary Economics, Elsevier, vol. 27(2), pages 213-239, April. [Downloadable!] (restricted)
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  1. Pierre-Cyrille Hautcoeur, 2003. "Was the Great War a Watershed ? The economics of World War One in France," DELTA Working Papers 2003-16, DELTA (Ecole normale supérieure). [Downloadable!]
  2. Michael D. Bordo & Pierre-Cyrille Hautcoeur, 2003. "Why didn't France follow the British Stabilization after World War One ?," DELTA Working Papers 2003-15, DELTA (Ecole normale supérieure). [Downloadable!]
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  3. Pierre-Cyrille Hautcoeur, 2003. "Efficiency, competition and the development of life insurance in France (1870-1939) Or: should we trust pension funds ?," DELTA Working Papers 2003-17, DELTA (Ecole normale supérieure). [Downloadable!]
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  4. Pierre-Cyrille Hautcoeur & Muriel Petit-Konczyk, 2004. "The development of the Paris Bourse in the interwar period. What old and new stock indices tell us," DELTA Working Papers 2004-18, DELTA (Ecole normale supérieure). [Downloadable!]
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