Un margine di arbitraggio non sfruttato sulla Rendita Italiana a Parigi ?
[An Unexploited Arbitrage Margin on the Italian Rendita in Paris?]
AbstractThis paper assess the freedom of capital movements between France and Italy in the late 19 century looking at the market for the most important Italian bond, the Rendita Italiana. Taking into account long time series of Rendita prices both in France and in Italy the paper looks at the possibility of a possible arbitrage profit. The absence of any arbitrage profit (except for short periods of time) makes the author conclude on the capital mobility between the two markets
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 10778.
Date of creation: 01 Apr 2002
Date of revision:
Publication status: Published in Rivista di storia economica 2002.XVIII(2002): pp. 51-63
Arbitrage; Financial markets; Bonds;
Other versions of this item:
- Tattara Giuseppe, 2002. "Un margine di arbitraggio non sfruttato sulla Rendita Italiana a Parigi?," Rivista di storia economica, Società editrice il Mulino, issue 1, pages 51-64.
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- N23 - Economic History - - Financial Markets and Institutions - - - Europe: Pre-1913
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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.:
- Tattara, Giuseppe, 2003.
"Paper money but a gold debt: Italy on the gold standard,"
Explorations in Economic History,
Elsevier, vol. 40(2), pages 122-142, April.
- Giuseppe Tattara & or consequences), 2002. "Paper Money but a Gold Debt. Italy in the Gold Standard," Economic History 0205002, EconWPA.
- Tattara, Giuseppe & volpe, mario, 1997. "Italy, the fiscal dominance model, and the gold standard age," MPRA Paper 37155, University Library of Munich, Germany.
- Tattara, Giuseppe, 2000. "Was Italy ever on gold?," MPRA Paper 37160, University Library of Munich, Germany.
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