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Milk Price Volatility and its Determinants

Dong, Fengxia; Du, Xiaodong; Gould, Brian W. - 2011

statistically significant impacts on milk price volatility. While speculation positively affects milk futures markets, the effect …

Persistent link: https://www.econbiz.de/10009444323

Is There A Glass Ceiling in Morocco? Evidence from Matched Worker-Firm Data

Nordman, Chrisophe; Wolff, Francois-Charles - 2007

According to the glass ceiling hypothesis evidenced in developed countries, there existlarger gender pay gaps at the upper tail of the wage distribution. In this paper, we investigate therelevance of a glass ceiling effect in Morocco using a matched worker-firm data set of more than8000...

Persistent link: https://www.econbiz.de/10009477110

The benefits are at the tail: uncovering the impact of macroprudential policy on growth-at-risk

Galán Camacho, Jorge E. - 2020

Este estudio une los desarrollos recientes sobre la metodología de crecimiento en riesgo con la literatura sobre evaluaciones de impacto de la política macroprudencial. Para ello, extiendo el uso de regresiones cuantílicas del crecimiento del PIB con el objetivo de incluir variables...

Persistent link: https://www.econbiz.de/10012523845

Changes in the wage structure in EU countries

Christopoulou, Rebekka; Jimeno Serrano, Juan F.; Lamo, Ana - 2010

We study changes in the wage structures in nine EU countries over 1995-2002 and the role of demand, supply and institutional developments in shaping these changes. Using comparable cross-country microeconomic data, we compute for each country and at each decile of the wage distribution, the part...

Persistent link: https://www.econbiz.de/10012530303

Accounting for changes in the Spanish wage distribution : the role of employment composition

Carrasco, Raquel; Jimeno Serrano, Juan F.; Ortega, A. … - 2011

A pesar de una rápida disminución del desempleo, los salarios reales en España apenas aumentaron durante el periodo 1995-2006. Una posible explicación de este comportamiento se refiere a la importancia de los efectos composición derivados de algunos cambios estructurales, tales como el...

Persistent link: https://www.econbiz.de/10012530347

A house price-at-risk model to monitor the downside risk for the Spanish housing market

Ganics, Gergely; Rodríguez-Moreno, María

Este artículo presenta un modelo at-risk para el precio de la vivienda que se ajusta a los desarrollos históricos observados en el mercado residencial español. Por medio de regresiones cuantílicas, mostramos que un modelo que contiene la tasa de crecimiento trimestral del precio de la...

Persistent link: https://www.econbiz.de/10014569492

Derivative markets and economic growth: Is there a relationship?

Baluch, A.; Ariff, Mohamed - 2007

. Derivative markets spread globally in the last quarter century spreading form just two to some 50 in 2007. But the role of … derivative markets to economic development has yet been studied. This paper reports new findings on the relationship between … derivative market development and (a) economic growth and (b) spot market factors. The results provide very scant support to a …

Persistent link: https://www.econbiz.de/10009441773

The taxation consequences of futures in Australia

Markovic, Martin - 1990

Australian futures markets have experienced unprecedented growth in the past few years. The taxation implications for the majority of futures market participants who are traders are relatively straightforward. However, the taxation implications for non-traders are far from straightforward. This...

Persistent link: https://www.econbiz.de/10009441815

Establishing the Presence of a Risk Premium in the Cocoa Futures Market: An Econometric Analysis

Armah, Stephen E. - 2008

Previous attempts at identifying and estimating a time-varying risk premium in the cocoa futures market yielded conflicting results. Using a longer series that includes the most recent cash and futures data, the existence of a time-varying risk premium in the cocoa futures market is...

Persistent link: https://www.econbiz.de/10009443197

Does Futures Price Volatility Differ Across Delivery Horizon?

Karali, Berna; Dorfman, Jeffrey H.; Thurman, Walter N. - 2009

We study the difference in the volatility dynamics of CBOT corn, soybeans, and oatsfutures prices across different delivery horizons via the smoothed Bayesian estimatorof Karali, Dorfman, and Thurman (2010). We show that the futures price volatilitiesin these markets are affected by the...

Persistent link: https://www.econbiz.de/10009446386