On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty
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TLDR
In this paper, an empirical investigation of the hypotheses that exchange rate uncertainty may have an impact on both the volume and variability of trade flows by considering a broad set of industrial countries' bilateral real trade flows over the period 1980-1998 is presented.About:
This article is published in Journal of International Money and Finance.The article was published on 2010-02-01 and is currently open access. It has received 83 citations till now. The article focuses on the topics: Bilateral trade & Volatility swap.read more
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Economic Policy Uncertainty and Exchange Rate Volatility
TL;DR: In this article, the authors investigated the impact of general economic and economic policy uncertainty on exchange rate volatility for ten industrial and emerging economies since 1990 and found that both home-country and US economic policy uncertainties directly increase exchange rate variance for some of the currencies examined.
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The Relationship between Exchange Rates and International Trade: A Literature Review
TL;DR: In this article, a wide body of economic literature on the relationship between currencies and trade is surveyed, and two main issues are investigated: the impact on international trade of exchange rate volatility and currency misalignments.
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Exchange rate volatility and international trade: International evidence from the MINT countries
TL;DR: In this paper, the authors examined the effect of exchange rate volatility on international trade volumes for Mexico, Indonesia, Nigeria, and Turkey using the autoregressive distributed lag (ARDL) bound testing approach, while for short-term effects, Granger causality models are employed.
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The Relationship between Exchange Rates and International Trade: A Literature Review
Marc Auboin,Michele Ruta +1 more
TL;DR: In this article, a wide body of economic literature on the relationship between currencies and trade is surveyed, and two main issues are investigated: the impact on international trade of exchange rate volatility and of currency misalignments.
Journal ArticleDOI
The Relationship between Exchange Rates and International Trade: A Review of Economic Literature
TL;DR: In this paper, a wide body of economic literature on the relationship between currencies and trade is surveyed, and two main issues are investigated: the impact on international trade of exchange rate volatility and currency misalignments.
References
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Econometric Issues in the Analysis of Regressions with Generated Regressors.
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One money, one market : the effect of common currencies on trade
TL;DR: This paper used a gravity model to assess the separate effects of exchange rate volatility and currency unions on international trade and found that currency unions like the European EMU may lead to a large increase in international trade, with all that that entails.
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One Money, One Market: The Effect of Common Currencies on Trade
TL;DR: This paper used a gravity model to assess the effect of exchange rate volatility and currency unions on international trade and found that currency unions like the European EMU may lead to a large increase in international trade with all that that entails.
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A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada
TL;DR: In this paper, the authors examined the short run dynamics of returns and volatility for stocks traded on the New York and Toronto stock exchanges and found that inferences about the magnitude and persistence of return innovations that originate in either market and that transmit to the other market depend importantly on how the cross-market dynamics in volatility are modeled.
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Exchange-Rate Volatility and Foreign Trade: Evidence From Thirteen LDC's
TL;DR: In this article, the impact of real exchange-rate volatility on the export flows of 13 less developed countries (LDC's) over the quarterly period 1973-1996 was investigated empirically.