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Un margine di arbitraggio non sfruttato sulla Rendita Italiana a Parigi ?
[An Unexploited Arbitrage Margin on the Italian Rendita in Paris?]

Author

Listed:
  • Tattara, Giuseppe

Abstract

This 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

Suggested Citation

  • Tattara, Giuseppe, 2002. "Un margine di arbitraggio non sfruttato sulla Rendita Italiana a Parigi ?
    [An Unexploited Arbitrage Margin on the Italian Rendita in Paris?]
    ," MPRA Paper 10778, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:10778
    as

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    File URL: https://mpra.ub.uni-muenchen.de/10778/1/MPRA_paper_10778.pdf
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    References listed on IDEAS

    as
    1. 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.
    2. Tattara, Giuseppe & volpe, mario, 1997. "Italy, the fiscal dominance model, and the gold standard age," MPRA Paper 37155, University Library of Munich, Germany.
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    Cited by:

    1. Tattara, Giuseppe, 2000. "Was Italy ever on gold?," MPRA Paper 37160, University Library of Munich, Germany.

    More about this item

    Keywords

    Arbitrage; Financial markets; Bonds;

    JEL classification:

    • 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

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