Search Results - subject:"Samuelson effect"

Commodity price dynamics and derivative valuation : a review

Back, Janis; Prokopczuk, Marcel - In: International journal of theoretical and applied finance 16 (2013) 6, pp. 1-30

Persistent link: https://www.econbiz.de/10010197182

Real convergence, capital flows, and competitiveness in Central and Eastern Europe

Belke, Ansgar; Schnabl, Gunther; Zemanek, Holger - In: Review of international economics 21 (2013) 5, pp. 886-900

Persistent link: https://www.econbiz.de/10010249078

El comportamiento del tipo de cambio real en Colombia : ¿explicado por sus fundarnentales?

Arteaga, Carolina; Granados, Joan; Ojeda Joya, Jair - In: Ensayos sobre política económica 31 (2013), pp. 1-17

Persistent link: https://www.econbiz.de/10011502801

The economy of Spain in the euro-zone before and after the crisis of 2008

Neal, Larry; García-Iglesias, María Concepción - In: The quarterly review of economics and finance : journal … 53 (2013) 4, pp. 336-344

Persistent link: https://www.econbiz.de/10010374771

The Penn effect and transition : the new EU member states in international perspective

Frensch, Richard; Schmillen, Achim - In: Comparative economic studies 55 (2013) 1, pp. 99-119

Persistent link: https://www.econbiz.de/10009735844

Inflationsdifferenzen in einer erweiterten europäischen Währungsunion : eine Analyse der Relevanz des Balassa-Samuelson-Effekts in den mittel- und osteuropäischen Ländern

Jander, Johannes - 2013

Mit dem zukünftigen Beitritt der bis dato noch nicht der europäischen Währungsunion beigetretenen mittel- und osteuropäischen EU-Mitglieder werden sich bestehenden Heterogenitäten innerhalb des europäischen Währungsraumes weiter verstärken. Insbesondere die zunehmenden...

Persistent link: https://www.econbiz.de/10013430852

COMMODITY PRICE DYNAMICS AND DERIVATIVE VALUATION: A REVIEW

BACK, JANIS; PROKOPCZUK, MARCEL - In: International Journal of Theoretical and Applied … 16 (2013) 06, pp. 1350032-1

This paper reviews extant research on commodity price dynamics and commodity derivative pricing models. In the first half, we provide an overview of key characteristics of commodity price behavior that have been explored and documented in the theoretical and empirical literature. In the second...

Persistent link: https://www.econbiz.de/10010883202

AMU DEVIATION INDICATORS BASED ON PURCHASING POWER PARITY AND ADJUSTED BY BALASSA–SAMUELSON EFFECT

EIJI, OGAWA; WANG, ZHIQIAN - In: Global Journal of Economics (GJE) 02 (2013) 02, pp. 1350008-1

Balassa–Samuelson effect. Therefore, the PPPs adjusted by the Balassa–Samuelson effect should be used for calculation when … Balassa–Samuelson effect. We conclude that both the indicators are useful for surveillance of overvaluation or undervaluation …

Persistent link: https://www.econbiz.de/10010894892

Balassa-Samuelson Meets South Eastern Europe, the CIS and Turkey: A Close Encounter of the Third Kind?

Égert, Balázs - William Davidson Institute, University of Michigan - 2005

This paper investigates the importance of the Balassa-Samuelson effect for two acceding countries (Bulgaria and Romania … assumptions of the Balassa-Samuelson effect using yearly data, and then undertakes an econometric analysis of the assumptions on … open and closed sectors, which makes a difference for some of the countries. The Balassa-Samuelson effect is found to play …

Persistent link: https://www.econbiz.de/10005652674

The Balassa-Samuelson Effect and the Wage, Price and Unemployment Dynamics in Spain

Juselius, Katarina; Ordóñez, Javier - Økonomisk Institut, Københavns Universitet - 2005

This paper provides an empirical investigation of the wage, price and unemployment dynamics that have taken place in Spain during the last two decades. The aim of this paper is to shed some light on the impact of the European economic integration process on Spanish labour market and the...

Persistent link: https://www.econbiz.de/10005749787