Uncovering uncovered interest parity during the classical gold standard era, 1888–1905
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DOI: 10.1016/j.najef.2011.10.001
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Cited by:
- Scott L. Fulford & Felipe Schwartzman, 2013. "The credibility of exchange rate pegs and bank distress in historical perspective: lessons from the national banking era," Working Paper 13-18, Federal Reserve Bank of Richmond.
- Beladi, Hamid & Chakrabarti, Avik, 2012. "Stochastic processes and target zones revisited," Economics Letters, Elsevier, vol. 116(1), pages 34-36.
- Nils Herger, 2017. "Testing the interest parity condition with Irving Fisher's example of Indian rupee and sterling bonds in the London financial market (1869 - 1906)," Working Papers 17.04, Swiss National Bank, Study Center Gerzensee.
- Scott L. Fulford & Felipe Schwartzman, 2020. "The Benefits of Commitment to a Currency Peg: Aggregate Lessons from the Regional Effects of the 1896 U.S. Presidential Election," The Review of Economics and Statistics, MIT Press, vol. 102(3), pages 600-616, July.
- Bhatti, Razzaque H., 2014. "The existence of uncovered interest parity in the CIS countries," Economic Modelling, Elsevier, vol. 40(C), pages 227-241.
- Nils Herger, 2018. "Interest-parity conditions during the era of the classical gold standard (1880–1914)—evidence from the investment demand for bills of exchange in Europe," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 154(1), pages 1-12, December.
- Lee, Hsiu-Chuan & Chang, Shu-Lien, 2013. "Spillovers of currency carry trade returns, market risk sentiment, and U.S. market returns," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 197-216.
- Norman C. Miller, 2014. "Exchange Rate Economics," Books, Edward Elgar Publishing, number 14981.
- Nils Herger, 2024. "Currency speculation around the opening of the telegraph between London and Paris in 1851," Working Papers 24.07, Swiss National Bank, Study Center Gerzensee.
- Nils Herger, 2016. "Interest parity conditions during the classical gold standard (1880 -1914) - Evidence from the investment demand for bills of exchange in Europe," Discussion Papers 1607, University of Exeter, Department of Economics.
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More about this item
Keywords
Uncovered interest parity; Gold arbitrage;JEL classification:
- N21 - Economic History - - Financial Markets and Institutions - - - U.S.; Canada: Pre-1913
- F31 - International Economics - - International Finance - - - Foreign Exchange
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