Cahier 2015-33| Title: | Correlation of exchange rates and gold standard regime during World War 1 | | Abstract: | We analyze the phenomenon of contagion between the main European currencies quoted against US dollar during World War 1 (WW1). The studied period goes from the start of WW1 to March 1917, before the entry of the United States into the war (April 1917). Our analysis of exchange rate correlations shows that that Gold Standard Regime has not survived the beginning of WW1. | | Keyword(s): | Gold, exchange rates, World War 1 | | Auteur(s) : | Samuel MAVEYRAUD, François CHOUNET | | JEL Class.: | N24, F31 | Télécharger le cahier Retour à la liste des Cahier du GRETHA (2015) |
|
