@inbook{74160b3cd83f4a18b7c56b152c9a5420,
title = "Medieval foreign exchange: a time series analysis",
abstract = "This chapter applies rigorous statistical analysis to existing datasets of medieval exchange rates quoted in merchants' letters sent from Barcelona, Bruges and Venice between 1380 and 1310, which survive in the archive of Francesco di Marco Datini of Prato. First, it tests the exchange rates for stationarity. Second, it uses regression analysis to examine the seasonality of exchange rates at the three financial centres and compares them against contemporary descriptions by the merchant Giovanni di Antonio da Uzzano. Third, it tests for structural breaks in the exchange rate series.",
author = "Adrian Bell and Chris Brooks and Tony Moore",
year = "2013",
month = oct,
day = "1",
language = "Undefined/Unknown",
series = "Routledge Explorations in Economic History",
publisher = "Routledge",
pages = "97--123",
editor = "Mark Casson and Nigar Hashimzade",
booktitle = "Large Databases in Economic History: Research Methods and Case Studies",
address = "United Kingdom",
}