Seasonal Movements of Exchange Rates and Interest Rates Under the Pre-World War I Gold Standard

ISBN-13: 9781138895096 / Angielski / Miękka / 2018 / 238 str.

Ellen Foster

Opis

Originally published in 1994. This work investigates seasonal fluctuations of US and British short term nominal interest rates, the dollar-sterling exchange rate and short term interest rate differentials between the US and Britain during the period 1883-1913.

Spis treści

1. Introduction 2. The Seasonal Behavior of Interest Rates and Exchange Rates During the Gold Standard – A Review of the Literature 3. The Effect of Seasonal Endowment Fluctuations in a Cash-in-Advance, Optimizing Model 4. An Empirical Investigation of the Seasonal Behavior of Interest Rates and Exchange Rates During the Gold Standard 5. An Empirical Investigation of the Seasonal Behavior of Interest Rate Differentials During the Gold Standard 6. Conclusion

O autorze

Ellen Foster