The Law of One Price Over 700 Years /

This paper examines annual commodity price data from England and Holland over a span of seven centuries. Our data incorporates transaction prices on seven commodities: barley, butter, cheese, oats, peas, silver, and wheat, as well as pound/shilling nominal exchange rates going back, in some cases, t...

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Bibliographic Details
Main Author: Rogoff, Kenneth
Other Authors: Froot, Kenneth, Kim, Michael
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2001.
Series:IMF Working Papers; Working Paper ; No. 2001/174
Online Access:Full text available on IMF