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Identifying the Relationship Between Trade and Exchange Rate Volatility

In: Commodity Prices and Markets, East Asia Seminar on Economics, Volume 20

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  • Christian Broda
  • John Romalis

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This chapter was published in:

  • Takatoshi Ito & Andrew K. Rose, 2011. "Commodity Prices and Markets, East Asia Seminar on Economics, Volume 20," NBER Books, National Bureau of Economic Research, Inc, number ito_09-1, October.
    This item is provided by National Bureau of Economic Research, Inc in its series NBER Chapters with number 11862.

    Handle: RePEc:nbr:nberch:11862

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    1. Koray, Faik & Lastrapes, William D, 1989. "Real Exchange Rate Volatility and U.S. Bilateral Trade: A VAR Approach," The Review of Economics and Statistics, MIT Press, vol. 71(4), pages 708-12, November.
    2. Sergio Nardis & Claudio Vicarelli, 2003. "Currency unions and trade: The special case of EMU," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 139(4), pages 625-649, December.
    3. 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.
    4. Gagnon, Joseph E., 1993. "Exchange rate variability and the level of international trade," Journal of International Economics, Elsevier, Elsevier, vol. 34(3-4), pages 269-287, May.
    5. Alejandro Micco & Ernesto Stein & Guillermo OrdoÃ’ez, 2003. "The currency union effect on trade: early evidence from EMU," Economic Policy, CEPR;CES;MSH, CEPR;CES;MSH, vol. 18(37), pages 315-356, October.
    6. Jeffrey A. Frankel and Shang-Jin Wei., 1993. "Emerging Currency Blocs," Center for International and Development Economics Research (CIDER) Working Papers, University of California at Berkeley C93-026, University of California at Berkeley.
    7. Sergio Nardis, 2004. "Currency unions and trade: The special case of EMU," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 140(3), pages 625-649, September.
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    Citations

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    Cited by:
    1. Yin-Wong Cheung & Kon S. Lai, 2009. "A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility," Working Papers 212009, Hong Kong Institute for Monetary Research.
    2. James E. Anderson & Eric van Wincoop, 2004. "Trade Costs," Journal of Economic Literature, American Economic Association, vol. 42(3), pages 691-751, September.
    3. Fitzgerald, Doireann, 2004. "A Gravity View of Exchange Rate Disconnect," Santa Cruz Department of Economics, Working Paper Series qt05121869, Department of Economics, UC Santa Cruz.
    4. Iulia Siedschlag & Gabriele Tondl, 2011. "Regional output growth synchronisation with the Euro Area," Empirica, Springer, Springer, vol. 38(2), pages 203-221, May.
    5. Lane, Philip R., 2005. "Global bond portfolios and EMU," Working Paper Series, European Central Bank 0553, European Central Bank.
    6. Calderon, Cesar & Kubota, Megumi, 2009. "Does higher openness cause more real exchange rate volatility ?," Policy Research Working Paper Series 4896, The World Bank.
    7. Joseph P. Byrne & Julia Darby & Ronald MacDonald, 2006. "US Trade and Exchange Rate Volatility: A Real Sectoral Bilateral Analysis," Working Papers, Business School - Economics, University of Glasgow 2006_9, Business School - Economics, University of Glasgow.
    8. Gabriele Tondl & Iulia Traistaru-Siedschlag, 2006. "Regional growth cycle synchronisation with the Euro Area," Papers, Economic and Social Research Institute (ESRI) WP173, Economic and Social Research Institute (ESRI).
    9. Baldwin, Richard, 2010. "Sequencing regionalism: Theory, European practice, and lessons for Asia," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7852, C.E.P.R. Discussion Papers.
    10. Fitzgerald, Doireann, 2004. "Trade, Interdependence and Exchange Rates," Santa Cruz Department of Economics, Working Paper Series qt4794h3b1, Department of Economics, UC Santa Cruz.
    11. Festus Ebo Turkson, . "Logistics and Bilateral Exports in Developing Countries: A Multiplicative Form Estimation of the Logistics Augmented Gravity Equation," Discussion Papers 11/06, University of Nottingham, CREDIT.
    12. Raddatz, Claudio, 2011. "Over the hedge : exchange rate volatility, commodity price correlations, and the structure of trade," Policy Research Working Paper Series 5590, The World Bank.
    13. Fitzgerald, Doireann, 2004. "Trade, Interdependence and Exchange Rates," Santa Cruz Center for International Economics, Working Paper Series, Center for International Economics, UC Santa Cruz qt4794h3b1, Center for International Economics, UC Santa Cruz.

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