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The pitfalls of estimating transactions costs from price data: Evidence from trans-Atlantic gold-point arbitrage, 1886–1905
11 references·1 citing·37 second hop
The pitfalls of estimating transactions costs from price data: Evidence from trans-Atlantic gold-point arbitrage, 1886–1905 (2007)The pitfalls of estimating transactions c…Measuring Market Integration: Foreign Exchange Arbitrage and the Gold Standard, 1879-1913 (2004)Measuring Market Integration:…Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited (1997)Nonlinear Aspects of Goods-Ma…Measuring Market Integration: A Model of Arbitrage with an Econometric Application to the Gold Standard, 1879-1913 (1997)Measuring Market Integration:…Between the dollar-sterling gold points: exchange rates, parity, and market behavior (1997)Between the dollar-sterling g…Between the Dollar-Sterling Gold Points (1996)Between the Dollar-Sterling G…How Wide is the Border? (1995)How Wide is the Border?The estimation of transaction costs in arbitrage models (1988)The estimation of transaction…Arbitrage during the Dollar-Sterling Gold Standard, 1899-1908: An Econometric Approach (1988)Arbitrage during the Dollar-S…The New York Money Market and the Finance of Trade, 1900-1913. (1969)The New York Money Market and…Bank of England Operations, 1890-1914. (1936)Bank of England Operations, 1…The French International Accounts, 1880-1913 (1933)The French International Acco…How Did Pre-Fed Banking Panics End? (2016)How Did Pre-Fed Banking Panic…Testing Linearity Against Smooth Transition Autoregressive Models (1988)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Sample Splitting and Threshold Estimation (2000)The Purchasing Power Parity Debate (2004)What drove 19th century commodity market integration? (2005)How much do we know about market integration in Europe?1 (2011)Violations of the Gold Points, 1890-1908 (1984)The Efficiency of the Dollar-Sterling Gold Standard, 1890-1908 (1986)How Do Fixed-Exchange-Rates Regimes Work: The Evidence From The Gold Standard, Bretton Woods and The EMS (1988)Are Regional Oil Markets Growing Closer Together?: An Arbitrage Cost Approach (2001)Estimating the Degree of Market Integration (2007)Formulation and estimation of stochastic frontier production function models (1977)Transaction costs and the small firm effect (1983)The theory and practice of econometrics (1986)Storage, Slow Transport, and the Law of One Price: Theory with Evidence from Nineteenth-Century U.S. Corn Markets (2009)The integration of China into the world crude oil market since 1998 (2011)The Purchasing Power Parity Puzzle (1996)Threshold Cointegration (1997)The overvaluation of purchasing power parity (1998)Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Trade Costs (2004)Commercial policy between the wars (1989)Taxation and public finance: Britain, France, and Germany (1989)Quis Custodiet Quem? Sovereign Debt and Bondholders' Protection Before 1914 (2007)European trade policy, 1815–1914 (1989)Golden Fetters (1996)Bagehot for beginners: the making of lender‐of‐last‐resort operations in the mid‐nineteenth century1 (2011)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Technology, Geography, and Trade (2002)Trust Companies and Financial Innovation, 1897–1914 (1971)Money, Moral Authority, and the Politics of Creditworthiness (2011)The Promise and Performance of the Federal Reserve as Lender of Last Resort 1914–1933 (2013)The inter-war gold exchange standard: credibility and monetary independence (2003)Examining the Value of Money in America over the Long Term (1792–2009) (2013)How Amsterdam got fiat money (2014)The Global Capital Market: Benefactor or Menace? (1998)Globalization and Capital Markets (2002)
this work references cited by second hop

References

  • 1995How Wide is the Border?1,059 cited
  • 1997Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited560 cited
  • 1996Between the Dollar-Sterling Gold Points236 cited
  • 1933The French International Accounts, 1880-1913111 cited
  • 1936Bank of England Operations, 1890-1914.106 cited
  • 2004Measuring Market Integration: Foreign Exchange Arbitrage and the Gold Standard, 1879-191393 cited
  • 1988The estimation of transaction costs in arbitrage models61 cited
  • 1969The New York Money Market and the Finance of Trade, 1900-1913.59 cited
  • 1997Between the dollar-sterling gold points: exchange rates, parity, and market behavior40 cited
  • 1988Arbitrage during the Dollar-Sterling Gold Standard, 1899-1908: An Econometric Approach36 cited
  • 1997Measuring Market Integration: A Model of Arbitrage with an Econometric Application to the Gold Standard, 1879-191332 cited

Cited by

  • 2016How Did Pre-Fed Banking Panics End?16 cited

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