Nothing Special   »   [go: up one dir, main page]

create a website
Implications of exchange rate volatility for trade: Volatility measurement matters. (2021). Roehling, Allison.
In: Review of International Economics.
RePEc:bla:reviec:v:29:y:2021:i:5:p:1486-1523.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 32

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Anderson, J. E., & Van Wincoop, E. (2003). Gravity with gravitas: A solution to the border puzzle. American Economic Review, 93 (1), 170–192.

  2. Antweiler, W. (2019). PACIFIC exchange rate service. http://fx.sauder.ubc.ca/data.html (Data retrieved from Database Retrieval System (v2.15), Sauder School of Business at University of British Columbia).
    Paper not yet in RePEc: Add citation now
  3. Arize, A. C., Osang, T., & Slottje, D. J. (2000). Exchange‐rate volatility and foreign trade: Evidence from thirteen LDC's. Journal of Business & Economic Statistics, 18 (1), 10–17.

  4. Asteriou, D., Masatci, K., & Pilbeam, K. (2016). Exchange rate volatility and international trade: International evidence from the MINT countries. Economic Modelling, 58, 133–140.

  5. Auboin, M., & Ruta, M. (2013). The relationship between exchange rates and international trade: A literature review. World Trade Review, 12 (3), 577–605.

  6. Baillie, R. T., & Bollerslev, T. (1991). Intra‐day and inter‐market volatility in foreign exchange rates. The Review of Economic Studies, 58 (3), 565–585.
    Paper not yet in RePEc: Add citation now
  7. Baldwin, R., & Taglioni, D. (2006). Gravity for dummies and dummies for gravity equations (Tech. Rep.). National Bureau of Economic Research.

  8. Bank of England. (2019). Industrial production index in the United Kingdom (IPIUKM). https://fred.stlouisfed.org/series/IPIUKM (Data retrieved from FRED, Federal Reserve Bank of St. Louis).
    Paper not yet in RePEc: Add citation now
  9. Baum, C. F., & Caglayan, M. (2010). On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty. Journal of International Money and Finance, 29 (1), 79–93.

  10. Board of Govenors of the Federal Reserve System (US). (2019). Industrial production index (IND‐PRO). https://fred.stlouisfed.org/series/INDPRO (Data retrieved from FRED, Federal Reserve Bank of St. Louis).
    Paper not yet in RePEc: Add citation now
  11. Bollerslev, T. (1986). Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics, 31 (3), 307–327.

  12. Bollerslev, T. (2008). Glossary to ARCH (GARCH). Festschrift in Honor of Robert F. Engle.

  13. Clark, M. P. B., Wei, S.‐J., Tamirisa, M. N. T., Sadikov, M. A. M., & Zeng, L. (2004). A new look at exchange rate volatility and trade flows. International Monetary Fund.

  14. Ćorić, B., & Pugh, G. (2010). The effects of exchange rate variability on international trade: A meta‐regression analysis. Applied Economics, 42 (20), 2631–2644.

  15. Côté, A. (1994). Exchange rate volatility and trade: a survey. Bank of Canada Working Paper 94–5.
    Paper not yet in RePEc: Add citation now
  16. Dell’Ariccia, G. (1999). Exchange rate fluctuations and trade flows: Evidence from the European Union. IMF Staff Papers, 46 (3), 315–334.
    Paper not yet in RePEc: Add citation now
  17. Engle, R. (2001). GARCH 101: The use of ARCH/GARCH models in applied econometrics. Journal of Economic Perspectives, 15 (4), 157–168.

  18. Fally, T. (2015). Structural gravity and fixed effects. Journal of International Economics, 1 (97), 76–85.

  19. Grossmann, A., Love, I., & Orlov, A. G. (2014). The dynamics of exchange rate volatility: A panel VAR approach. Journal of International Financial Markets, Institutions and Money, 33, 1–27.

  20. Klaassen, F., et al. (2004). Why is it so difficult to find an effect of exchange rate risk on trade? Journal of International Money and Finance, 23 (5), 817–839.

  21. McKenzie, M. D. (1999). The impact of exchange rate volatility on international trade flows. Journal of Economic Surveys, 13 (1), 71–106.

  22. Olivero, M. P., & Yotov, Y. V. (2012). Dynamic gravity: Endogenous country size and asset accumulation. Canadian Journal of Economics, 45 (1), 64–92.

  23. Organization for Co‐Operation and Economic Development. (2019a). OECD Composite Leading Indicators Components and Turning Points. http://www.oecd.org/sdd/leading‐indicators/oecdcompositeleadingindicatorsreferenceturningpointsandcomponentseries.htm (Methodological notes are available in “OECD CLI, Detailed Methodological Information”, http://www.oecd.org/sdd/leading‐indicators/oecd‐cli‐detailed‐methodological‐information.htm).
    Paper not yet in RePEc: Add citation now
  24. Organization for Co‐operation and Economic Development. (2019b). Industrial production. Accessed date 2019‐10‐08, https://data.oecd.org/industry/industrial‐production.htm.
    Paper not yet in RePEc: Add citation now
  25. Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics, 16(3), 289–326.

  26. Pilbeam, K., & Langeland, K. N. (2015). Forecasting exchange rate volatility: GARCH models versus implied volatility forecasts. International Economics and Economic Policy, 12 (1), 127–142.

  27. Pozo, S. (1992). Conditional exchange‐rate volatility and the volume of international trade: Evidence from the early 1900s. The Review of Economics and Statistics, 74(2), 325–329.

  28. Silva, J. S., & Tenreyro, S. (2006). The log of gravity. The Review of Economics and Statistics, 88 (4), 641–658.
    Paper not yet in RePEc: Add citation now
  29. Statistical Office of the European Commission (Eurostat). (2019). Euro area 18 (fixed composition)—Industrial Production Index, Total Industry—NACE Rev2. https://sdw.ecb.europa.eu/ (Data retrieved from European Central Bank Statistical Data Warehouse on 2019‐10‐08).
    Paper not yet in RePEc: Add citation now
  30. Tenreyro, S. (2007). On the trade impact of nominal exchange rate volatility. Journal of Development Economics, 82 (2), 485–508.

  31. United States Census Bureau. (2019). Total exports. (Data retrieved from USA Trade Data on 2019‐10‐08).
    Paper not yet in RePEc: Add citation now
  32. Yotov, Y. V., Piermartini, R., Monteiro, J.‐A., & Larch, M. (2016). An advanced guide to trade policy analysis: The structural gravity model. World Trade Organization Geneva.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Machine Learning in International Trade Research ?- Evaluating the Impact of Trade Agreements. (2021). Santos Silva, João ; Zylkin, Tom ; Ruta, Michele ; Rocha, Nadia ; Corradi, Valentina ; Breinlich, Holger.
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:0521.

    Full description at Econpapers || Download paper

  2. The Log of Gravity At 15. (2021). Santos Silva, João ; Tenreyro, Silvana ; J. M. C. Santos Silva, ; J. M. C. Santos Silva, .
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:0121.

    Full description at Econpapers || Download paper

  3. Does the All-China Federation of Industry and Commerce Align Private Firms with the Goals of the Peoples Republic of Chinas Belt and Road Initiative?. (2020). Lu, Jiaxuan ; Nugent, Jeffrey B.
    In: Asian Development Review.
    RePEc:tpr:adbadr:v:37:y:2020:i:2:p:45-76.

    Full description at Econpapers || Download paper

  4. Icebergs versus Tariffs: A Quantitative Perspective on the Gains from Trade. (2013). Larch, Mario ; Jung, Benjamin ; Felbermayr, Gabriel.
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79707.

    Full description at Econpapers || Download paper

  5. The dynamic effects of a currency union on trade. (2012). Lin, Ching-Yi ; Bergin, Paul.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:87:y:2012:i:2:p:191-204.

    Full description at Econpapers || Download paper

  6. Is the Growth of Regionalism as Significant as the Headlines Suggest? Lessons from Agricultural Trade. (2012). Grant, Jason.
    In: Working Papers.
    RePEc:ags:catpwp:142374.

    Full description at Econpapers || Download paper

  7. Canadian Agrifood Export Performance and the Growth Potential of the BRICs and Next-11. (2012). Meilke, Karl ; Cairns, Alexander P..
    In: Working Papers.
    RePEc:ags:catpwp:142372.

    Full description at Econpapers || Download paper

  8. Una evaluación de la estrategia comercial de Colombia a la luz de un Modelo de Equilibrio General Computable basado en la ecuación de gravedad.. (2011). DAJUD, Camilo UMAA .
    In: ARCHIVOS DE ECONOMÍA.
    RePEc:col:000118:008948.

    Full description at Econpapers || Download paper

  9. Readdressing the trade effect of the Euro: Allowing for currency misalignment. (2010). Jung, Benjamin ; Hogrefe, Jan ; Kohler, Wilhelm.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:10023.

    Full description at Econpapers || Download paper

  10. The dark side of the generalized system of preferences. (2010). Wagner, Marco ; Herz, Bernhard.
    In: Working Papers.
    RePEc:zbw:svrwwp:022010.

    Full description at Econpapers || Download paper

  11. Size, openness, and macroeconomic interdependence. (2010). Straub, Roland ; Chudik, Alexander.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101172.

    Full description at Econpapers || Download paper

  12. The long run-effects of the Poland’s accession to the eurozone. Simulation using POLDYN – a dynamic computable general equilibrium model. (2009). Hagemejer, Jan ; Daras, Tomasz .
    In: NBP Working Papers.
    RePEc:nbp:nbpmis:70.

    Full description at Econpapers || Download paper

  13. Immigration Wave Effects on Canadas Trade Flows. (2008). Furtan, Hartley ; Partridge, Jamie.
    In: Canadian Public Policy.
    RePEc:cpp:issued:v:34:y:2008:i:2:p:193-214.

    Full description at Econpapers || Download paper

  14. The Trade and FDI Effects of EMU Enlargement. (2007). Paap, Richard ; Viaene, Jean-Marie ; Brouwer, Jelle .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20070077.

    Full description at Econpapers || Download paper

  15. Proliferating Regional Trade Arrangements: Why and Whither?. (2005). Shin, Kwanho ; Park, Innwon ; Lee, Jong-Wha.
    In: International Trade.
    RePEc:wpa:wuwpit:0501010.

    Full description at Econpapers || Download paper

  16. Preference utilization and tariff reduction in European Union imports from African, Caribbean, and Pacific countries. (2005). Manchin, Miriam.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3688.

    Full description at Econpapers || Download paper

  17. Trade Responses to Geographic Frictions: A Decomposition Using Micro-Data. (2005). Hummels, David ; Hillberry, Russell.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11339.

    Full description at Econpapers || Download paper

  18. Evaluation of Exchange-Rate, Capital Market, and Dollarization Regimes in the Presence of Sudden Stops. (2005). Rubinstein, Yona ; Razin, Assaf.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11131.

    Full description at Econpapers || Download paper

  19. Does the WTO Make Trade More Stable?. (2005). Rose, Andrew.
    In: Open Economies Review.
    RePEc:kap:openec:v:16:y:2005:i:1:p:7-22.

    Full description at Econpapers || Download paper

  20. Can the standard international business cycle model explain the relation between trade and comovement?. (2005). Yi, Kei-Mu ; Kose, Ayhan.
    In: Working Papers.
    RePEc:fip:fedpwp:05-3.

    Full description at Econpapers || Download paper

  21. Do free trade agreements actually increase members’ international trade?. (2005). Bergstrand, Jeffrey ; Baier, Scott.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2005-03.

    Full description at Econpapers || Download paper

  22. Trade and infrastructure: evidences from the Andean Community. (2005). Flôres Junior, Renato ; Calfat, German ; Renato Galv, ; Gina E. Acosta Rojas, .
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:580.

    Full description at Econpapers || Download paper

  23. The Log of Gravity. (2005). Tenreyro, Silvana ; Santos Silva, João.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5311.

    Full description at Econpapers || Download paper

  24. The Log of Gravity. (2005). Tenreyro, Silvana ; Santos Silva, João.
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp0701.

    Full description at Econpapers || Download paper

  25. The Costs of Remoteness: Evidence from German Division and Reunification. (2005). Sturm, Daniel ; Redding, Stephen.
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp0688.

    Full description at Econpapers || Download paper

  26. European Integration, FDI and the Internal Geography of Trade: Evidence from Western European Border Regions. (2005). Paluzie, Elisenda ; Lafourcade, Miren.
    In: Working Papers in Economics.
    RePEc:bar:bedcje:2005145.

    Full description at Econpapers || Download paper

  27. Diffusion of ISO 9000 Standards and International Trade. (2004). Grajek, Michal.
    In: CIG Working Papers.
    RePEc:wzb:wzebiv:spii2004-16.

    Full description at Econpapers || Download paper

  28. On the conservation of distance in international trade. (2004). Freund, Caroline ; Berthelon, Matias.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3293.

    Full description at Econpapers || Download paper

  29. Assessing the potential benefit of trade facilitation : A global perspective. (2004). Wilson, John ; Otsuki, Tsunehiro ; Mann, Catherine.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3224.

    Full description at Econpapers || Download paper

  30. On the geography of trade : distance is alive and well. (2004). Schiff, Maurice ; CARRERE, CELINE.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3206.

    Full description at Econpapers || Download paper

  31. Cultural Biases in Economic Exchange. (2004). Zingales, Luigi ; Sapienza, Paola ; Guiso, Luigi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11005.

    Full description at Econpapers || Download paper

  32. FDI in Space: Spatial Autoregressive Relationships in Foreign Direct Investment. (2004). Waddell, Glen ; Naughton, Helen ; Davies, Ronald ; Blonigen, Bruce.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10939.

    Full description at Econpapers || Download paper

  33. Inequality, Nonhomothetic Preferences, and Trade: A Gravity Approach. (2004). Trindade, Vitor ; Mitra, Devashish ; Dalgin, Muhammed.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10800.

    Full description at Econpapers || Download paper

  34. Fixed Exchange Rates and Trade. (2004). Shambaugh, Jay ; Klein, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10696.

    Full description at Econpapers || Download paper

  35. Does the WTO Make Trade More Stable?. (2004). Rose, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10207.

    Full description at Econpapers || Download paper

  36. The currency union effect on trade and the FDI channel.. (2004). Lochard, Julie ; de Sousa, José.
    In: Cahiers de la Maison des Sciences Economiques.
    RePEc:mse:wpsorb:j04111.

    Full description at Econpapers || Download paper

  37. Growth-led exports: is variety the spice of trade?. (2004). Gagnon, Joseph.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:822.

    Full description at Econpapers || Download paper

  38. Harmonization of Food Regulations and Trade in the Single Market : Evidence from Disaggregated Data. (2004). Bruno, HENRY DE FRAHAN, ; Mark, VANCAUTEREN.
    In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
    RePEc:ctl:louvir:2004021.

    Full description at Econpapers || Download paper

  39. Regional economic integration and the location of multinational enterprises.. (2004). Altomonte, Carlo.
    In: KITeS Working Papers.
    RePEc:cri:cespri:wp152.

    Full description at Econpapers || Download paper

  40. On the Geography of Trade: Distance is Alive and Well. (2004). Schiff, Maurice ; CARRERE, CELINE.
    In: Working Papers.
    RePEc:cdi:wpaper:634.

    Full description at Econpapers || Download paper

  41. Do We Really Know That the WTO Increases Trade?. (2004). Rose, Andrew.
    In: American Economic Review.
    RePEc:aea:aecrev:v:94:y:2004:i:1:p:98-114.

    Full description at Econpapers || Download paper

  42. Factor Proportions and the Structure of Commodity Trade. (2004). Romalis, John.
    In: American Economic Review.
    RePEc:aea:aecrev:v:94:y:2004:i:1:p:67-97.

    Full description at Econpapers || Download paper

  43. Income-related biases in international trade : what do trademark registration data tell us?. (2003). Spatareanu, Mariana ; Javorcik, Beata ; Fink, Carsten.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3150.

    Full description at Econpapers || Download paper

  44. Why are Americans More Productive than Canadians?. (2003). Sharpe, Andrew.
    In: International Productivity Monitor.
    RePEc:sls:ipmsls:v:6:y:2003:2.

    Full description at Econpapers || Download paper

  45. Competition Policy in Small Distant Open Economies: Some Lessons from the Economics Literature. (2003). Evans, Lew ; Hughes, Patrick.
    In: Treasury Working Paper Series.
    RePEc:nzt:nztwps:03/31.

    Full description at Econpapers || Download paper

  46. Inequality and Trade. (2003). Trindade, Vitor ; Mitra, Devashish.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10087.

    Full description at Econpapers || Download paper

  47. Disintegration and trade in South-eastern Europe.. (2003). Lamotte, Olivier.
    In: Cahiers de la Maison des Sciences Economiques.
    RePEc:mse:wpsorb:j04031.

    Full description at Econpapers || Download paper

  48. How does the border affect productivity? evidence from American and Canadian manufacturing industries. (2003). Vigfusson, Robert.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:788.

    Full description at Econpapers || Download paper

  49. On the trade impact of nominal exchange rate volatility. (2003). Tenreyro, Silvana.
    In: Working Papers.
    RePEc:fip:fedbwp:03-2.

    Full description at Econpapers || Download paper

  50. Exchange-Rate Regimes and International Trade: Evidence from the Classical Gold Standard Era. (2003). Meissner, Christopher ; Lopez-Cordova, Ernesto J..
    In: American Economic Review.
    RePEc:aea:aecrev:v:93:y:2003:i:1:p:344-353.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-25 13:19:56 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.