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Exchange Rate Uncertainty and the Microeconomic Benefits of EMU

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Author Info
Friberg, Richard () (Department of Economics)
Vredin, Anders () (Department of Economics)

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Abstract

This paper attempts to review the argument that EMU leads to benefits from lower exchange rate uncertainty. Two questions are addressed. First, there is the microeconomic question of how exchange rate uncertainty affects firms. Second, there is the macroeconomic question of how EMU will be beneficial for Swedish firms: firms can adjust to exchange rate uncertainty, for instance by pricing-to-market; exchange rate changes may work as "automatic stabilizers"; there is no strong empirical evidence that trading partners, like the U.S., the U.K. and Denmark, are not likely to participate in the monetary union in the near future. For EMU speak the facts that exchange rate uncertainty stems from policy uncertainty, which may be lower inside EMU; that EMU may lower protectionist pressures; and, in particular, that it is very hard for firms ot hedge against total economic exchange rate risk (as opposed to mere transaction risk).

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Publisher Info
Paper provided by Stockholm School of Economics in its series Working Paper Series in Economics and Finance with number 127.

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Length: 57 pages
Date of creation: Sep 1996
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Publication status: Forthcoming in Swedish Economic Policy Review
Handle: RePEc:hhs:hastef:0127

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Postal: The Economic Research Institute, Stockholm School of Economics, P.O. Box 6501, 113 83 Stockholm, Sweden
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Related research
Keywords: Exchange rate uncertainty EMU exchange rate exposure

Find related papers by JEL classification:
F20 - International Economics - - International Factor Movements and International Business - - - General
F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions

This paper has been announced in the following NEP Reports:

Cited by:
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  1. Alexander Mihailov, 2003. "Exchange Rate Pass-Through on Prices in Macrodata: A Comparative Sensitivity Analysis (Revised, November 2005)," Economics Discussion Papers 568, University of Essex, Department of Economics. [Downloadable!]
  2. Bergbom, Lennart, 1998. "Exchange Rate Variability Inside and Outside the EMU," Working Paper Series 1998:26, Uppsala University, Department of Economics. [Downloadable!]
  3. Alexander Mihailov, 2004. "The Empirical Range of Pass-Through in US, German and Japanese Macrodata," Money Macro and Finance (MMF) Research Group Conference 2004 44, Money Macro and Finance Research Group. [Downloadable!]
  4. Westlund, Hans & Johansson, Magnus & Molinder, Jonas, 2000. "Exchange Rate Sensitivity Of Swedish Regions," ERSA conference papers ersa00p140, European Regional Science Association. [Downloadable!]
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