Search Results - subject:"Samuelson hypothesis"

The Balassa-Samuelson effect reversed : new evidence from OECD countries

Gubler, Matthias; Sax, Christoph - 2017 - December 2016

Persistent link: https://www.econbiz.de/10011613567

The volatility of returns from commodity futures: evidence from India

Mukherjee, Isita; Goswami, Bhaskar - In: Financial Innovation 3 (2017) 15, pp. 1-23

and explores the extent to which the select commodity futures satisfy the Samuelson hypothesis. Methods: One commodity … contributions of the paper is the use of the Ø term of the GARCH model to address the Samuelson hypothesis. Result: The Samuelson … hypothesis, when tested by daily returns and using standard deviation as a crude measure of volatility, is supported for gold …

Persistent link: https://www.econbiz.de/10011808252

What explains the real exchange rate movement for the BRICS nations? : with a separate analysis for Indian economy

Arora, Hariom - In: Theoretical and applied economics : GAER review 28 (2021) 2/627, pp. 207-232

Persistent link: https://www.econbiz.de/10012693487

Volatility patterns of short-term interest rate futures

Gurrola-Perez, Pedro; Herrerias, Renata - In: The European journal of finance 27 (2021) 16, pp. 1604-1625

Persistent link: https://www.econbiz.de/10012872906

The Balassa-Samuelson and the capital-intensity hypotheses in a nutshell

Urzúa, Carlos M. - In: Research in economics : an international review of economics 74 (2020) 4, pp. 336-343

Persistent link: https://www.econbiz.de/10012590387

A reconsideration of prices using the Balassa-Samuelson theory : evidence from Japan

Oguro, Yoko - In: The international journal of business and finance … 14 (2020) 1, pp. 85-99

Persistent link: https://www.econbiz.de/10012163345

Skill-biased technological change and the real exchange rate

Gubler, Matthias; Sax, Christoph - 2014

We sketch a model that shows how skill-biased technological change may reverse the classic Balassa-Samuelson effect, leading to a negative relationship between productivity in the tradable sector and the real exchange rate. In a small open economy, export goods are produced with high-skilled...

Persistent link: https://www.econbiz.de/10010495244

Skill-Biased Technological Change and the Real Exchange Rate

Gubler, Matthias; Sax, Christoph - Schweizerische Nationalbank (SNB) - 2014

Persistent link: https://www.econbiz.de/10011098078

Subnational purchasing power of parity in OECD countries : estimates based on the Balassa-Samuelson hypothesis

Costa, Alex; García Villar, Jaume; Raymond Bara, José Luis - 2019

which uses publicly available data and is based on the Balassa-Samuelson hypothesis. …

Persistent link: https://www.econbiz.de/10012230599

The Balassa-Samuelson effect and the channels of its absorption in the Central and Eastern European Countries

Konopczak, Karolina - Narodowy Bank Polski - 2013

The aim of the study is to estimate the magnitude of the Balassa-Samuleson effect as well as the effectiveness of the labour and the product market in its absorption in Poland, the Czech Republic, Hungary and Slovakia. The obtained results allowed to determine the magnitude of the systematic...

Persistent link: https://www.econbiz.de/10010720051