War, Bond Prices, and Public Opinion How Did the Amsterdam Bond Market Perceive the Belligerents' War Effort During World War One?.
| Main Author: | |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Tübingen
Mohr Siebeck,
2021.
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| Series: | Economy and History.
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| Subjects: | |
| Online Access: | EBSCOhost Перейти в каталог НБ ТГУ |
Table of Contents:
- Cover
- Title
- Preface
- Table of contents
- List of tables
- List of figures
- List of abbreviations
- I. Introduction
- 1. World War One as a study object of the economic historian
- 2. The war and sources on how it was perceived by the public
- 3. Capital market data as an alternative indicator of perception
- 3.1. Bond prices
- how new an indicator?
- 3.2. What do bond prices say?
- 3.3. Agnostic event analysis
- 3.4. Pros and cons of the "capital market data approach to perception"
- 4. Study design
- 4.1. Research questions
- 4.2. Why Amsterdam?
- 4.3. Structure of the study
- 4.4. Placing the study
- II. Historical background, sources, and data
- 1. The Netherlands and World War One
- 2. Sources on sovereign bonds traded in Amsterdam
- 2.1. Amsterdam bond prices
- 2.2. Additional bond price and miscellaneous data
- 3. Description of the created sovereign bond database
- 3.1. The Amsterdam cross-section of sovereign bonds
- 3.2. Market price indices and liquidity
- 3.3. Representative bonds versus country indices
- 3.4. Comparative market development and cross-trading
- 4. Potential and limitations of the database
- 4.1. Time frame
- 4.2. Price formation
- 4.3. Capital market regulation
- 4.4. Who were the investors?
- III. Turning points in the perception of the Great Powers' war effort
- 1. The problem
- 2. Which breaks have been detected so far?
- 3. How timetable analysis can help
- 4. Data selection
- 5. Empirical findings
- 5.1. Shifting mean regressions as the technical point of departure
- 5.2. Turning points in investors' perception at a glance
- 5.3. Explaining turning points in the major powers' series
- 5.4. Explaining turning points in the minor powers' series
- 6. Checking for the turning points' robustness
- 6.1. Including economic variables
- 6.2. Results of the robustness check
- 7. Discussion
- 7.1. Turning points versus blips
- the example of Germany
- 7.2. Agnostic turning points versus turning points "informed by historiography"
- 7.3. Simple sovereign bonds-based perception indices
- IV. Perception of alliance credibility
- 1. The problem
- 2. Alliance formation before and during the war
- 2.1. The various alliances at a glance
- 2.2. Measuring the alliances' strength
- 3. Alliance credibility
- 4. Data selection
- 5. Empirical findings on a "global" test
- 5.1. Starting from a simple approximation of co-movement
- correlation coefficients
- 5.2. Do we find cointegrating relationships?
- 6. Empirical findings on a "sub-periods" test
- 6.1. Correlation coefficients once more
- 6.2. Was perceived credibility unstable?
- 7. Discussion
- 7.1. Measuring the degree of alliance integration
- 7.2. What can Granger-causality tell?
- V. Conclusions
- 1. Turning points summary
- 2. Have historians missed out on major events?
- 3. Alliance perception summary
- 4. Outlook
- List of sources and references
- Primary sources
- Dutch historical newspapers/journals/handbooks/laws
