Now showing items 1-2 of 2

    • Covered interest arbitrage: Then versus now 

      Juhl, Ted; Miles, William; Weidenmier, Marc D. (Wiley-Blackwell Publishing, 2006-05)
      We introduce a new weekly database of spot and forward US-UK exchange rates as well as interest rates to examine the integration of forward exchange markets during the classical gold standard period (1880-1914). Using ...
    • Did the classical gold standard lead to greater price level convergence? A new approach 

      Miles, William (Springer International Publishing AG, 2015-04)
      Some previous research has indicated that the classical gold standard led to greater price level co-movement among member countries than would be observed in later Bretton Woods and floating exchange rate regimes. This ...