[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
  EconPapers    
Economics at your fingertips  
 

Nonlinear effects of exchange rate volatility on the volume of bilateral exports

Christopher Baum, Mustafa Caglayan () and Neslihan Ozkan

Journal of Applied Econometrics, 2004, vol. 19, issue 1, 1-23

Abstract: In this paper, we investigate empirically the impact of exchange rate volatility on real international trade flows utilizing a 13-country data set of monthly bilateral real exports for 1980-1998. We compute one-month-ahead exchange rate volatility from the intra-monthly variations in the exchange rate to better quantify this latent variable. We find that the effect of exchange rate volatility on trade flows is nonlinear, depending on its interaction with the importing country's volatility of economic activity, and that it varies considerably over the set of country pairs considered. Copyright © 2003 John Wiley & Sons, Ltd.

Date: 2004
References: Add references at CitEc
Citations: View citations in EconPapers (83)

Downloads: (external link)
http://hdl.handle.net/10.1002/jae.725 Link to full text; subscription required (text/html)
http://qed.econ.queensu.ca:80/jae/2004-v19.1/ Supporting data files and programs (text/html)

Related works:
Working Paper: Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports (2002) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:jae:japmet:v:19:y:2004:i:1:p:1-23

Ordering information: This journal article can be ordered from
http://www3.intersci ... e.jsp?issn=0883-7252

DOI: 10.1002/jae.725

Access Statistics for this article

Journal of Applied Econometrics is currently edited by M. Hashem Pesaran

More articles in Journal of Applied Econometrics from John Wiley & Sons, Ltd.
Bibliographic data for series maintained by Wiley-Blackwell Digital Licensing () and Christopher F. Baum ().

 
Page updated 2025-01-07
Handle: RePEc:jae:japmet:v:19:y:2004:i:1:p:1-23