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Changes In The Degree Of International Financial Integration Over The Past Three Centuries

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James R. Lothian

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Abstract

In this paper, I investigate international financial market behavior over the past three centuries and compare the degree of integration across various important subperiods. This is the first time that so temporally extensive a comparison has been attempted. What the paper shows is that integrated markets of one sort or another have been the rule rather than exception over this exceedingly long span of years. The integration process, however, has been a discontinuous one. It has been interrupted by major wars and their after effects, and in the case of the interwar years by the severe economic shocks of that era and governments' reactions to them. In each instance, however, integration began anew. It did so, moreover, quite spontaneously. It was not something either planned, or otherwise orchestrated from on high. In finance as elsewhere, the prospect of gains from trade exerts a powerful force and that evidently was sufficient to keep the integration process going through the many adversities of the past several centuries.

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Paper provided by Tor Vergata University, CEIS in its series Departmental Working Papers with number 139.

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Date of creation: Feb 2001
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Handle: RePEc:rtv:ceiswp:139

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  1. Neal, Larry, 1985. "Integration of International Capital Markets: Quantitative Evidence from the Eighteenth to Twentieth Centuries," The Journal of Economic History, Cambridge University Press, vol. 45(02), pages 219-226, June. [Downloadable!]
  2. Schwert, G William, 1989. " Why Does Stock Market Volatility Change over Time?," Journal of Finance, American Finance Association, vol. 44(5), pages 1115-53, December. [Downloadable!] (restricted)
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  3. RONALD I. McKINNON, 1990. "Interest Rate Volatility And Exchange Risk: New Rules For A Common Monetary Standard," Contemporary Economic Policy, Western Economic Association International, vol. 8(2), pages 1-17, 04. [Downloadable!] (restricted)
  4. Michael D. Bordo & Barry Eichengreen & Jongwoo Kim, 1998. "Was There Really an Earlier Period of International Financial Integration Comparable to Today?," NBER Working Papers 6738, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. Johnson, David R., 1992. "International interest rate linkages and the exchange rate regime," Journal of International Money and Finance, Elsevier, vol. 11(4), pages 340-365, August. [Downloadable!] (restricted)
  6. James Lothian & Yusif Simaan, 1998. "International Financial Relations Under the Current Float: Evidence from Panel Data," Open Economies Review, Springer, vol. 9(4), pages 293-313, October. [Downloadable!] (restricted)
  7. Telser, Lester G & Higinbotham, Harlow N, 1977. "Organized Futures Markets: Costs and Benefits," Journal of Political Economy, University of Chicago Press, vol. 85(5), pages 969-1000, October. [Downloadable!] (restricted)
  8. Telser, Lester G, 1981. "Why There Are Organized Futures Markets," Journal of Law & Economics, University of Chicago Press, vol. 24(1), pages 1-22, April.
  9. Mace, Barbara J, 1991. "Full Insurance in the Presence of Aggregate Uncertainty," Journal of Political Economy, University of Chicago Press, vol. 99(5), pages 928-56, October. [Downloadable!] (restricted)
  10. Lothian, James R & Taylor, Mark P, 1996. "Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries," Journal of Political Economy, University of Chicago Press, vol. 104(3), pages 488-509, June. [Downloadable!] (restricted)
  11. Grassman, Sven, 1980. "Long-Term Trends in Openness of National Economies," Oxford Economic Papers, Oxford University Press, vol. 32(1), pages 123-33, March. [Downloadable!] (restricted)
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