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Exchange rate volatility, sectoral trade, and the aggregation bias

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Author Info
Nicolas Péridy ()
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Article provided by Springer in its journal Review of World Economics.

Volume (Year): 139 (2003)
Issue (Month): 3 (September)
Pages: 389-418
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Handle: RePEc:spr:weltar:v:139:y:2003:i:3:p:389-418

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Related research
Keywords: Exchange rate volatility; trade; GARCH models; translog; panel data;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. James A. Brander & Paul Krugman, 1983. "A 'Reciprocal Dumping' Model of International Trade," NBER Working Papers 1194, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  2. Broll, Udo & Wong, Kit Pong & Zilcha, Itzhak, 1999. "Multiple Currencies and Hedging," Economica, London School of Economics and Political Science, vol. 66(264), pages 421-32, November. [Downloadable!] (restricted)
  3. Paul Grauwe & Frauke Skudelny, 2000. "The impact of EMU on trade flows," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 136(3), pages 381-402, 09. [Downloadable!] (restricted)
  4. Doroodian, K., 1999. "Does exchange rate volatility deter international trade in developing countries?," Journal of Asian Economics, Elsevier, vol. 10(3), pages 465-474. [Downloadable!] (restricted)
  5. Caporale, Tony & Doroodian, Khosrow, 1994. "Exchange rate variability and the flow of international trade," Economics Letters, Elsevier, vol. 46(1), pages 49-54, September. [Downloadable!] (restricted)
  6. Gagnon, Joseph E., 1993. "Exchange rate variability and the level of international trade," Journal of International Economics, Elsevier, vol. 34(3-4), pages 269-287, May. [Downloadable!] (restricted)
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  7. Abbott, Andrew & Darnell, Adrian C & Evans, Lynne, 2001. "The Influence of Exchange Rate Variability on UK Exports," Applied Economics Letters, Taylor and Francis Journals, vol. 8(1), pages 47-49, January. [Downloadable!] (restricted)
  8. Sauer, Christine & Bohara, Alok K, 2001. "Exchange Rate Volatility and Exports: Regional Differences between Developing and Industrialized Countries," Review of International Economics, Blackwell Publishing, vol. 9(1), pages 133-52, February. [Downloadable!] (restricted)
  9. Pagan, Adrian & Ullah, Aman, 1988. "The Econometric Analysis of Models with Risk Terms," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(2), pages 87-105, April. [Downloadable!] (restricted)
  10. David Greenaway & Robert Hine & Chris Milner, 1994. "Country-specific factors and the pattern of horizontal and vertical intra-industry trade in the UK," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 130(1), pages 77-100, March. [Downloadable!] (restricted)
  11. Goldstein, Morris & Khan, Mohsin S., 1985. "Income and price effects in foreign trade," Handbook of International Economics, in: R. W. Jones & P. B. Kenen (ed.), Handbook of International Economics, edition 1, volume 2, chapter 20, pages 1041-1105 Elsevier. [Downloadable!] (restricted)
  12. Rose, Andrew K, 1999. "One Money, One Market: Estimating the Effect of Common Currencies on Trade," CEPR Discussion Papers 2329, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  13. McKenzie, Michael D, 1999. " The Impact of Exchange Rate Volatility on International Trade Flows," Journal of Economic Surveys, Blackwell Publishing, vol. 13(1), pages 71-106, February. [Downloadable!] (restricted)
  14. Bini-Smaghi, Lorenzo, 1991. "Exchange Rate Variability and Trade: Why Is It So Difficult to Find Any Empirical Relationship?," Applied Economics, Taylor and Francis Journals, vol. 23(5), pages 927-35, May.
  15. Cushman, David O., 1983. "The effects of real exchange rate risk on international trade," Journal of International Economics, Elsevier, vol. 15(1-2), pages 45-63, August. [Downloadable!] (restricted)
  16. Klaassen, F., 1999. "Why is it so difficult to find an effect of exchange rate risk on trade?," Discussion Paper 73, Tilburg University, Center for Economic Research. [Downloadable!]
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  17. Chowdhury, Abdur R, 1993. "Does Exchange Rate Volatility Depress Trade Flows? Evidence from Error-Correction Models," The Review of Economics and Statistics, MIT Press, vol. 75(4), pages 700-706, November. [Downloadable!] (restricted)
  18. Fountas, S. & Aristotelous, K., 1998. "Has the European Monetary System Led to More Exports? Evidence from Four European Union Countries," Department of Economics 31, National University of Ireland, Galway - Department of Economics.
    Other versions:
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Agnes Benassy-Quere & Amina Lahreche-Revil, 2003. "Trade Linkages and Exchange Rates in Asia: The Role of China," Working Papers 2003-21, CEPII research center. [Downloadable!]
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