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Back to gold : sterling in 1925
Gerlach, Stefan; Kugler, Peter - 2015
Expectations of Sterling returning to Gold have been disregarded in empirical work on the US dollar - Sterling exchange rate in the early 1920s. We incorporate such considerations in a PPP model of the exchange rate, letting the probability of a return to gold follow a logistic function. We draw...
Persistent link: https://www.econbiz.de/10011336495
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Using ARIMA forecasts to explore the efficiency of the forward Reichsmark market : Austria-Hungary, 1876-1914
Komlos, John; Flandreau, Marc - 2006
We explore the efficiency of the forward Reichsmark market in Vienna between 1876 and 1914. We estimate ARIMA models of the spot exchange rate in order to forecast the one-month-ahead spot rate. In turn we compare these forecasts to the contemporaneous forward rate, i.e., the market's forecast...
Persistent link: https://www.econbiz.de/10010439381
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Exchange rates and prices in Spain during the gold standard : 1868-1914 : a test of purchasing power parity
Aixalá, José; Fabro, Gema; Gadea, María Dolores - In: Applied economics letters 27 (2020) 12, pp. 1028-1032
Persistent link: https://www.econbiz.de/10012267037
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Examining real interest parity : which component reverts quickest and in which regime?
Sirichand, Kavita; Vivian, Andrew; Wohar, Mark E. - In: International review of financial analysis 39 (2015), pp. 72-83
Persistent link: https://www.econbiz.de/10011573075
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Keynes and the dollar in 1933 : the gold-buying program and exchange rate gyrations
Edwards, Sebastian - In: Financial history review 24 (2017) 3, pp. 209-238
Persistent link: https://www.econbiz.de/10011809431
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Economists vs. "central bankers" : views on exchange rates determination in Italy during the international gold standard (1880S-1913)
Di Martino, Paolo - In: History of economic ideas : HEI 30 (2022) 2, pp. 65-85
Persistent link: https://www.econbiz.de/10014234619
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Fu mai l'Italia in gold standard?
Tattara, Giuseppe - 1994
Persistent link: https://www.econbiz.de/10000888738
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Seasonal movements of exchange rates and interest rates under the pre-World War I gold standard
Foster, Ellen L. - 1994
Persistent link: https://www.econbiz.de/10000894093
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The gold standard, Bretton Woods and other monetary regimes : an historical appraisal
Bordo, Michael D. - 1993
Persistent link: https://www.econbiz.de/10000862866