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

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

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• Finança internacional
• Banca
• Economia monetária
• História económica

Short Term Nominal Interest Rates;1920s economics;Uncovered Interest Parity;International Economy;Interest Rate Differentials;World Economy;Seasonal Fluctuations;currency economics;Commercial Paper Rate;economic history;Dollar Sterling Exchange Rate;economic policy;Seasonal Dummy Variables;global economics;Partial Autocorrelation Function;global economy;Dummy Variables;gold reserves;Exchange Risk Premium;gold standard;Implicit Interest Rate;interest rate history;Covered Interest Parity;interest rates;Currency Model;international finance;Strong Seasonal Fluctuations;World Endowment;Federal Reserve;Seasonal Lags;Smoothing Interest Rates;Domestic Currency Prices;Trend Cycle Component;Phillips Perron Unit Root Tests;Gold Points;Nonseasonal Model;Sterling Bills;London Discount Market