Search Results - subject:"Samuelson hypothesis"

The effect of a skilled workforce on price levels

Frish, Roni - In: Research in economics 79 (2025) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10015325845

Current-account imbalances, real exchange-rate misalignments, and output gaps

Camba-Crespo, Alfonso; García-Solanes, José; … - In: Economics: The Open-Access, Open-Assessment Journal 16 (2022) 1, pp. 57-72

resulting in a real exchange-rate appreciation, which supports the Balassa-Samuelson hypothesis. …

Persistent link: https://www.econbiz.de/10015100670

Current-account imbalances, real exchange-rate misalignments, and output gaps

Camba-Crespo, Alfonso; García-Solanes, José; … - In: Economics : the open-access, open-assessment journal 16 (2022) 1, pp. 57-72

resulting in a real exchange-rate appreciation, which supports the Balassa-Samuelson hypothesis. …

Persistent link: https://www.econbiz.de/10013252558

Maturity effect in commodity market : empirical evidences from Multi-Commodity Exchange (MCX)

Bamba, Meera; Aggarwal, Mamta; Verma, Monika - In: Thailand and the world economy 40 (2022) 1, pp. 69-87

exchange, 22.21 % contracts satisfied the condition for Samuelson hypothesis, and price volatility of these contracts affected …

Persistent link: https://www.econbiz.de/10013348969

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

Gubler, Matthias; Sax, Christoph - In: Swiss journal of economics and statistics 155 (2019) 3, pp. 1-21

This paper reconsiders the Balassa-Samuelson (BS) hypothesis. We analyze an OECD country panel from 1970 to 2008 and compare three data sets on sectoral productivity, including newly constructed data on total factor productivity. Overall, our within- and between-dimension estimation results do...

Persistent link: https://www.econbiz.de/10012041730

Connectedness between the crude oil futures and equity markets during the pre- and post-financialisation eras

Wadud, Sania; Durand, Robert B.; Gronwald, Marc - 2021

This paper examines the effect of financialisation of futures markets has on the relationship between crude oil futures and equities by using the VAR-DCC-GARCH model. Specifically, by accounting for the systematic patterns of commodity price volatility, namely, seasonality and maturity effects...

Persistent link: https://www.econbiz.de/10012599014

Samuelson hypothesis and carry arbitrage : US and China

Brooks, Robert; Brooks, Joshua A. - In: Journal of international money and finance 128 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013438369

Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras

Wadud, Sania; Durand, Robert B.; Gronwald, Marc - 2021

Persistent link: https://www.econbiz.de/10012657908

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

Gubler, Matthias; Sax, Christoph - In: Swiss Journal of Economics and Statistics 155 (2019) 3, pp. 1-21

Persistent link: https://www.econbiz.de/10013205773

The volatility of returns from commodity futures : evidence from India

Mukherjee, Isita; Goswami, Bhaskar - In: Financial innovation : FIN 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 β 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/10011747647