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Exchange Rate Volatility as a Barrier to Trade: New Methodologies and Recent Evidence

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Author Info

  • Daria Taglioni

Abstract

The analysis of the border effect in a multi-currency framework reveals that volatility accounts for an important part of the border effect in Europe. This paper proposes an explanation of why this methodology yields robust results of the negative effects of volatility on trade, contrary to a three decades-old literature that is characterised by weak and controversial results.

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File URL: http://www.cepii.fr/IE/rev8990/rev8990h.htm
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Bibliographic Info

Article provided by CEPII research center in its journal Economie Internationale.

Volume (Year): (2002)
Issue (Month): 89-90 ()
Pages: 227-259

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Handle: RePEc:cii:cepiei:2002-1t-2th

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Related research

Keywords: Exchange Rate Volatility; Trade; Gravity; Border; Sector;

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Cited by:
  1. Baldwin, Richard E. & Skudelny, Frauke & Taglioni, Daria, 2005. "Trade effects of the euro: evidence from sectoral data," Working Paper Series 0446, European Central Bank.
  2. Claudio Paiva, 2005. "Assessing Protectionism and Subsidies in Agriculture," IMF Working Papers 05/21, International Monetary Fund.
  3. Thomas Gruber & Doris Ritzberger-Grünwald, 2005. "The Euro Changeover in the New Member States - A Preview," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 52-75.
  4. repec:spo:wpecon:info:hdl:2441/9941 is not listed on IDEAS
  5. Marc Auboin & Michele Ruta, 2012. "The Relationship between Exchange Rates and International Trade: A Literature Review," CESifo Working Paper Series 3868, CESifo Group Munich.
  6. Balogun, Emmanuel Dele, 2009. "Determinants of West African Monetary Zone (WAMZ)countries global export trade: do foreign reserves and independent exchange rates matter?," MPRA Paper 12929, University Library of Munich, Germany.
  7. Balázs Égert & Amalia Morales-Zumaquero, 2005. "Exchange Rate Regimes, Foreign Exchange Volatility and Export Performance in Central and Eastern Europe: Just Another Blur Project?," William Davidson Institute Working Papers Series wp782, William Davidson Institute at the University of Michigan.
  8. Dieter Billen & Maria Melody Garcia & Nelli Khasanova, 2005. "Is the Effect of Exchange Rate Volatility on Trade More Pronounced in Latin America than in Asia?," Kiel Advanced Studies Working Papers 434, Kiel Institute for the World Economy.
  9. Sarah Guillou, 2008. "Exports and Exchange Rate: A Firm-Level Investigation. Workshop : International Activities and Firm Performance, 27-28 February 2008, Nottingham," Sciences Po publications info:hdl:2441/9941, Sciences Po.
  10. Combes, Pierre-Philippe & Lafourcade, Miren & Mayer, Thierry, 2005. "The trade-creating effects of business and social networks: evidence from France," Journal of International Economics, Elsevier, vol. 66(1), pages 1-29, May.
  11. Helmut Herwartz & Henning Weber, 2008. "When, How Fast and by How Much do Trade Costs change in the Euro Area?," SFB 649 Discussion Papers SFB649DP2008-065, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  12. Sarah Guillou, 2008. "Exports and exchange rate : a firm-level investigation," Sciences Po publications 2008-02, Sciences Po.
  13. Akram Shavkatovich Hasanov Author_Email: & Ahmad Zubaidi Baharumshah & Mahendran Shitan & Zainidin Karimovich Eshkuvatov, 2011. "Exchange Rate Risk And Trade Flows: A Gravity Equation Approach," 2nd International Conference on Business and Economic Research (2nd ICBER 2011) Proceeding 2011-312, Conference Master Resources.
  14. Alam, Shaista & Ahmed, Qazi Masood, 2012. "Exchange Rate Volatility and Aggregate Exports Demand through ARDL Framework: An Experience from Pakistan Economy," Review of Applied Economics, Review of Applied Economics, vol. 8(1).
  15. repec:spo:wpecon:info:hdl:2441/6151 is not listed on IDEAS
  16. Balogun, Emmanuel Dele, 2007. "Effects of exchange rate policy on bilateral export trade of WAMZ countries," MPRA Paper 6234, University Library of Munich, Germany.

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