This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

The Effects of Exchange-Rate Volatility on Commodity Trade between the United States and Mexico

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Mohsen Bahmani-Oskooee () (Department of Economics, P.O. Box 413, Bolton Hall 822, University of Wisconsin–Milwaukee, Milwaukee, WI 53201, USA)
Scott W. Hegerty () (Department of Economics, P.O. Box 413, University of Wisconsin–Milwaukee, Milwaukee, WI 53201, USA)

Additional information is available for the following registered author(s):

Abstract

Excessive fluctuations in exchange rates often influence trade flows. Theoretically, increased uncertainty may increase or decrease the volume of trade, or leave it unchanged. Using annual export and import data for 102 industries from 1962 to 2004, we analyze both the short- and long-term effects of volatility in the peso/dollar real exchange rate on Mexican trade with the United States. We also investigate the effects of the North American Free Trade Agreement (NAFTA) on this relationship. We find that increased volatility has short-term effects on the trade flows of most industries but that the long-term effects are significant (positive or negative) for only one-third of industries. Most of the significant effects are negative rather than positive.

Download Info
To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Publisher Info
Article provided by Southern Economic Association in its journal Southern Economic Journal.

Volume (Year): 75 (2009)
Issue (Month): 4 (April)
Pages: 1019-1044
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:sej:ancoec:v:75:4:y:2009:p:1019-1044

Contact details of provider:
Web page: http://www.southerneconomic.org/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Laura Razzolini).

Related research
Keywords:

Find related papers by JEL classification:
F31 - International Economics - - International Finance - - - Foreign Exchange

Statistics
Access and download statistics

Did you know? IDEAS was sponsored from 1997 to 2002 by the Université du Québec à Montréal.

This page was last updated on 2009-12-3.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.