Sovereign Bonds since Waterloo
This paper studies external sovereign bonds as an asset class. It compiles a new database of 266,000 monthly prices of foreign-currency government bonds traded in London and New York between 1815 (the Battle of Waterloo) and 2016, covering up to 91...
Main Authors: | , , |
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Format: | Working Paper |
Language: | English |
Published: |
World Bank, Washington, DC
2022
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Subjects: | |
Online Access: | http://documents.worldbank.org/curated/undefined/243451642707009657/Sovereign-Bonds-since-Waterloo http://hdl.handle.net/10986/36877 |