Measuring Market Integration: Foreign Exchange Arbitrage and the Gold Standard, 1879-1913
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Eugene Canjels & Gauri Prakash-Canjels & Alan M. Taylor, 2004. "Measuring Market Integration: Foreign Exchange Arbitrage and the Gold Standard, 1879-1913," NBER Working Papers 10583, National Bureau of Economic Research, Inc.
References listed on IDEAS
- Obstfeld,Maurice & Taylor,Alan M., 2005. "Global Capital Markets," Cambridge Books, Cambridge University Press, number 9780521671798, April.
- Hansen, Bruce E, 1999. " Testing for Linearity," Journal of Economic Surveys, Wiley Blackwell, vol. 13(5), pages 551-576, December.
- Potter, Simon M, 1999. " Nonlinear Time Series Modelling: An Introduction," Journal of Economic Surveys, Wiley Blackwell, vol. 13(5), pages 505-528, December.
- Officer, Lawrence H., 1983. "Dollar-Sterling Mint Parity and Exchange Rates, 1791–1834," The Journal of Economic History, Cambridge University Press, vol. 43(03), pages 579-616, September.
- Robert B. Davies, 2002. "Hypothesis testing when a nuisance parameter is present only under the alternative: Linear model case," Biometrika, Biometrika Trust, vol. 89(2), pages 484-489, June.
- repec:cup:etheor:v:13:y:1997:i:3:p:315-52 is not listed on IDEAS
- Eichengreen, Barry, 1990.
"Trends and Cycles in Foreign Lending,"
Department of Economics, Working Paper Series
qt82z7083m, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Eichengreen, Barry, 1990. "Trends and Cycles in Foreign Lending," CEPR Discussion Papers 451, C.E.P.R. Discussion Papers.
- Barry Eichengreen, 1990. "Trends and Cycles in Foreign Lending," NBER Working Papers 3411, National Bureau of Economic Research, Inc.
- Barry Eichengreen., 1990. "Trends and Cycles in Foreign Lending," Economics Working Papers 90-146, University of California at Berkeley.
- Bai, Jushan, 1997. "Estimating Multiple Breaks One at a Time," Econometric Theory, Cambridge University Press, vol. 13(03), pages 315-352, June.
- Kapetanios, G., 1999. "Model Selection in Threshold Models," Cambridge Working Papers in Economics 9906, Faculty of Economics, University of Cambridge.
- Paul R. Krugman, 1991. "Target Zones and Exchange Rate Dynamics," The Quarterly Journal of Economics, Oxford University Press, vol. 106(3), pages 669-682.
- Oskar Morgenstern, 1959. "International Financial Transactions and Business Cycles," NBER Books, National Bureau of Economic Research, Inc, number morg59-1.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Jacks, David S. & Yan, Se & Zhao, Liuyan, 2017.
"Silver points, silver flows, and the measure of Chinese financial integration,"
Journal of International Economics,
Elsevier, vol. 108(C), pages 377-386.
- David S. Jacks & Se Yan & Liuyan Zhao, 2016. "Silver Points, Silver Flows, and the Measure of Chinese Financial Integration," NBER Working Papers 22747, National Bureau of Economic Research, Inc.
- repec:spr:sjecst:v:154:y:2018:i:1:d:10.1186_s41937-017-0008-5 is not listed on IDEAS
- William D. Craighead, 2010. "Across Time And Regimes: 212 Years Of The Us-Uk Real Exchange Rate," Economic Inquiry, Western Economic Association International, vol. 48(4), pages 951-964, October.
- Menkhoff, Lukas & Rebitzky, Rafael R., 2008.
"Investor sentiment in the US-dollar: Longer-term, non-linear orientation on PPP,"
Journal of Empirical Finance,
Elsevier, vol. 15(3), pages 455-467, June.
- Menkhoff, Lukas & Rebitzky, Rafael, 2007. "Investor sentiment in the US-dollar: longer-term, nonlinear orientation on PPP," Hannover Economic Papers (HEP) dp-376, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Boerner, Lars & Volckart, Oliver, 2011.
"The utility of a common coinage: Currency unions and the integration of money markets in late Medieval Central Europe,"
Explorations in Economic History,
Elsevier, vol. 48(1), pages 53-65, January.
- Boerner, Lars & Volckart, Oliver, 2010. "The utility of a common coinage: currency unions and the integration of money markets in late medieval Central Europe," Economic History Working Papers 29409, London School of Economics and Political Science, Department of Economic History.
- Peter Kugler, 2011. "Financial Market Integration in Late Medieval Europe: Results from a Threshold Error Correction Model for the Rhinegulden and Basle Pound 1365-1429," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 147(III), pages 337-352, September.
- Stephen Norman, 2016. "Attractor misspecification and threshold estimation bias," Economics Bulletin, AccessEcon, vol. 36(4), pages 1911-1921.
- Ling-Fan Li, 2015. "Information asymmetry and the speed of adjustment: debasements in the mid-sixteenth century," Economic History Review, Economic History Society, vol. 68(4), pages 1203-1225, November.
- Jacks, David S., 2006. "What drove 19th century commodity market integration?," Explorations in Economic History, Elsevier, vol. 43(3), pages 383-412, July.
- A. Malliaris & Mary Malliaris, 2013.
"Are oil, gold and the euro inter-related? Time series and neural network analysis,"
Review of Quantitative Finance and Accounting,
Springer, vol. 40(1), pages 1-14, January.
- Malliaris, A.G. & Malliaris, Mary, 2011. "Are oil, gold and the euro inter-related? time series and neural network analysis," MPRA Paper 35266, University Library of Munich, Germany.
- Nogues-Marco, Pilar, 2013.
"Competing Bimetallic Ratios: Amsterdam, London, and Bullion Arbitrage in Mid-Eighteenth Century,"
The Journal of Economic History,
Cambridge University Press, vol. 73(02), pages 445-476, June.
- Nogues-Marco, Pilar, 2011. "Competing bimetallic ratios: Amsterdam, London and bullion arbitrage in the 18th century," IFCS - Working Papers in Economic History.WH wp11-03, Universidad Carlos III de Madrid. Instituto Figuerola.
- Nogues-Marco, Pilar, 2013. "Competing Bimetallic Ratios: Amsterdam, London and Bullion Arbitrage in the Mid-18th Century," CEPR Discussion Papers 9300, C.E.P.R. Discussion Papers.
- Chilosi, David & Volckart, Oliver, 2009. "Money, states and empire: financial integration cycles and institutional change in Central Europe, 1400-1520," Economic History Working Papers 27884, London School of Economics and Political Science, Department of Economic History.
- Bruce Blonigen & Anca Cristea, 2013. "The Effects of the Interstate Commerce Act on Transport Costs: Evidence from Wheat Prices," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 43(1), pages 41-62, August.
- Morys, Matthias, 2013. "Discount rate policy under the Classical Gold Standard: Core versus periphery (1870s–1914)," Explorations in Economic History, Elsevier, vol. 50(2), pages 205-226.
- Volckart, Oliver & Wolf, Nikolaus, 2004. "Estimating medieval market integration: Evidence from exchange rates," Discussion Papers 2004/21, Free University Berlin, School of Business & Economics.
- Stefaano Ugolini, 2012.
"The Bank of England as the World gold market-maker during the Classical gold standard era, 1889-1910,"
2012/15, Norges Bank.
- Stefano Ugolini, 2013. "The Bank of England as the World Gold Market-Maker During the Classical Gold Standard Era, 1889-1910," Post-Print hal-01293932, HAL.
More about this item
- N1 - Economic History - - Macroeconomics and Monetary Economics; Industrial Structure; Growth; Fluctuations
- F3 - International Economics - - International Finance
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tpr:restat:v:86:y:2004:i:4:p:868-882. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Kristin Waites). General contact details of provider: http://mitpress.mit.edu/journals/ .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.