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Interest rates and efficiency in medieval wool forward contracts

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  • Bell, Adrian R.
  • Brooks, Chris
  • Dryburgh, Paul

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  • Bell, Adrian R. & Brooks, Chris & Dryburgh, Paul, 2007. "Interest rates and efficiency in medieval wool forward contracts," Journal of Banking & Finance, Elsevier, vol. 31(2), pages 361-380, February.
    • Handle: RePEc:eee:jbfina:v:31:y:2007:i:2:p:361-380
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    References listed on IDEAS

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    1. Kairys, Joseph P, Jr & Valerio, Nicholas, III, 1997. "The Market for Equity Options in the 1870s," Journal of Finance, American Finance Association, vol. 52(4), pages 1707-1723, September.
    2. Hansen, Lars Peter & Hodrick, Robert J, 1980. "Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis," Journal of Political Economy, University of Chicago Press, vol. 88(5), pages 829-853, October.
    3. Power, Eileen, 1941. "The Wool Trade in English Medieval History," History of Economic Thought Books, McMaster University Archive for the History of Economic Thought, number power1941.
    4. Goodhart, Charles A E & McMahon, Patrick C & Ngama, Yerima Lawan, 1992. "Does the Forward Premium/Discount Help to Predict the Future Change in the Exchange Rate?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 39(2), pages 129-140, May.
    5. Praetz, Peter D, 1975. "Testing the Efficient Markets Theory on the Sydney Wool Futures Exchange," Australian Economic Papers, Wiley Blackwell, vol. 14(25), pages 240-249, December.
    6. Hunt, Edwin S., 1990. "A New Look at the Dealings of the Bardi and Peruzzi with Edward III," The Journal of Economic History, Cambridge University Press, vol. 50(1), pages 149-162, March.
    7. Goss, Barry A, 1987. "Wool Prices and Publicly Available Information," Australian Economic Papers, Wiley Blackwell, vol. 26(49), pages 225-236, December.
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    Cited by:

    1. Adrian R. Bell & Chris Brooks & Tony K. Moore, 2017. "Did Purchasing Power Parity Hold in Medieval Europe?," Manchester School, University of Manchester, vol. 85(6), pages 682-709, December.
    2. Bell, Adrian & Sutcliffe, Charles, 2010. "Valuing medieval annuities: Were corrodies underpriced?," Explorations in Economic History, Elsevier, vol. 47(2), pages 142-157, April.

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