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MessagePosté le: Ven 7 Juil - 23:15 (2017)    Sujet du message: Seasonal Movements Of Exchange Rates And Interest Rates U Répondre en citant




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. It finds that during the pre-World War Gold Standard seasonal movements in exchange rates did not tend to offset the seasonal fluctuations in interest rate differentials. It presents a model to explain the fluctuations and outlines two specific empirical investigations, considering the results in the light of more recent historical periods as well.







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