Un margine di arbitraggio non sfruttato sulla Rendita Italiana a Parigi ?

An Unexploited Arbitrage Margin on the Italian Rendita in Paris?

Giuseppe Tattara

MPRA Paper from University Library of Munich, Germany

Abstract: This paper assess the freedom of capital movements between France and Italy in the late 19 century looking at the market for the most important Italian bond, the Rendita Italiana. Taking into account long time series of Rendita prices both in France and in Italy the paper looks at the possibility of a possible arbitrage profit. The absence of any arbitrage profit (except for short periods of time) makes the author conclude on the capital mobility between the two markets

Keywords: Arbitrage; Financial markets; Bonds (search for similar items in EconPapers)
JEL-codes: E43 E44 F34 N23 (search for similar items in EconPapers)
Date: 2002-04-01
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Citations: View citations in EconPapers (1)

Published in Rivista di storia economica 2002.XVIII(2002): pp. 51-63

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Journal Article: Un margine di arbitraggio non sfruttato sulla Rendita Italiana a Parigi? (2002)
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:10778

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