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Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports

Citations

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Cited by:

  1. Jérôme Héricourt & Sandra Poncet, 2015. "Exchange Rate Volatility, Financial Constraints, and Trade: Empirical Evidence from Chinese Firms," The World Bank Economic Review, World Bank, vol. 29(3), pages 550-578.
  2. Jamal Bouoiyour & Serge Rey, 2005. "Exchange Rate Regime, Real Exchange Rate, Trade Flows and Foreign Direct Investments: The Case of Morocco," African Development Review, African Development Bank, vol. 17(2), pages 302-334.
  3. Don Bredin & John Cotter, 2008. "Volatility And Irish Exports," Economic Inquiry, Western Economic Association International, vol. 46(4), pages 540-560, October.
  4. Olivier Bonroy & Jean‐Philippe Gervais & Bruno Larue, 2007. "Are exports a monotonic function of exchange rate volatility? Evidence from disaggregated pork exports," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 40(1), pages 127-154, February.
  5. Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2010. "On the sensitivity of firms' investment to cash flow and uncertainty," Oxford Economic Papers, Oxford University Press, vol. 62(2), pages 286-306, April.
  6. Baum, Christopher F. & Caglayan, Mustafa & Talavera, Oleksandr, 2010. "On the investment sensitivity of debt under uncertainty," Economics Letters, Elsevier, vol. 106(1), pages 25-27, January.
  7. Shu Lin & Kang Shi & Haichun Ye, 2018. "Exchange rate volatility and trade: The role of credit constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 203-222, October.
  8. Shehu Usman Rano Aliyu, 2010. "Exchange rate volatility and export trade in Nigeria: an empirical investigation," Applied Financial Economics, Taylor & Francis Journals, vol. 20(13), pages 1071-1084.
  9. Arize, Augustine C. & Osang, Thomas & Slottje, Daniel J., 2008. "Exchange-rate volatility in Latin America and its impact on foreign trade," International Review of Economics & Finance, Elsevier, vol. 17(1), pages 33-44.
  10. Awokuse, Titus O. & Christopoulos, Dimitris K., 2009. "Nonlinear dynamics and the exports-output growth nexus," Economic Modelling, Elsevier, vol. 26(1), pages 184-190, January.
  11. Ali Eren ALPER, 2017. "Exchange Rate Volatility and Trade Flows," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3.
  12. Toseef Azid & Muhammad Jamil & Aneela Kousar, 2005. "Impact of Exchange rate Volatility on Growth and Economic Performance: A Case Study of Pakistan, 1973-2003," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 44(4), pages 749-775.
  13. Christopher Baum & Mustafa Caglayan & Neslihan Ozkan, 2013. "The Role Of Uncertainty In The Transmission Of Monetary Policy Effects On Bank Lending," Manchester School, University of Manchester, vol. 81(2), pages 202-225, March.
  14. Emiliano Magrini & Ayca Donmez, 2013. "Agricultural Commodity Price Volatility and Its Macroeconomic Determinants: A GARCH-MIDAS Approach," JRC Research Reports JRC84138, Joint Research Centre.
  15. Shahbaz, Muhammad & Shafiullah, Muhammad & Papavassiliou, Vassilios G. & Hammoudeh, Shawkat, 2017. "The CO2–growth nexus revisited: A nonparametric analysis for the G7 economies over nearly two centuries," Energy Economics, Elsevier, vol. 65(C), pages 183-193.
  16. Julius Loermann, 2018. "The Impact of CHF/EUR Exchange Rate Uncertainty on Swiss Exports to the Eurozone: Evidence from a Threshold VAR," FIW Working Paper series 189, FIW, revised Feb 2019.
  17. Olivier Bonroy & Jean-Philippe Gervais & Bruno Larue, 2005. "Investigating Non-Linearities in the Relationship Between Real Exchange Rate Volatility and Trade," International Finance 0501003, University Library of Munich, Germany.
  18. Mustafa Caglayan & Omar S. Dahi & Firat Demir, 2013. "Trade Flows, Exchange Rate Uncertainty, and Financial Depth: Evidence from 28 Emerging Countries," Southern Economic Journal, John Wiley & Sons, vol. 79(4), pages 905-927, April.
  19. Baum, Christopher F. & Caglayan, Mustafa & Talavera, Oleksandr, 2008. "Uncertainty determinants of firm investment," Economics Letters, Elsevier, vol. 98(3), pages 282-287, March.
  20. Serge Rey, 2006. "Effective Exchange Rate Volatility And Mena Countries Exports To The Eu," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 31(2), pages 23-54, December.
  21. Julius Loermann, 2021. "The impact of CHF/EUR exchange rate uncertainty on Swiss exports to the Eurozone: evidence from a threshold VAR," Empirical Economics, Springer, vol. 60(3), pages 1363-1385, March.
  22. Eleana Lici & Irena Boboli, 2015. "Concentration and Competition in the Albanian Banking Sector," European Journal of Economics and Business Studies Articles, Revistia Research and Publishing, vol. 1, May - Aug.
  23. Mustafa Caglayan & Rebeca Muñoz Torres, 2011. "The Effect of the Exchange Rates on Investment in Mexican Manufacturing Industry," Open Economies Review, Springer, vol. 22(4), pages 669-683, September.
  24. Eichler, Stefan & Littke, Helge C.N., 2018. "Central bank transparency and the volatility of exchange rates," Journal of International Money and Finance, Elsevier, vol. 89(C), pages 23-49.
  25. Cermeño, Rodolfo & Grier, Robin & Grier, Kevin, 2010. "Elections, exchange rates and reform in Latin America," Journal of Development Economics, Elsevier, vol. 92(2), pages 166-174, July.
  26. Christopher F. Baum & Mustafa Caglayan, 2008. "The Volatility of International Trade Flows and Exchange Rate Uncertainty," Boston College Working Papers in Economics 695, Boston College Department of Economics.
  27. Bouoiyour, Jamal & Selmi, Refk, 2014. "How Robust is the Connection between Exchange Rate Uncertainty and Tunisia’s Exports?," MPRA Paper 57505, University Library of Munich, Germany.
  28. Baum, Christopher F. & Caglayan, Mustafa, 2010. "On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty," Journal of International Money and Finance, Elsevier, vol. 29(1), pages 79-93, February.
  29. Myint Moe Chit & Marian Rizov & Dirk Willenbockel, 2010. "Exchange Rate Volatility and Exports: New Empirical Evidence from the Emerging East Asian Economies," The World Economy, Wiley Blackwell, vol. 33(2), pages 239-263, February.
  30. Christopher F Baum & Mustafa Caglayan, 2007. "Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports," Money Macro and Finance (MMF) Research Group Conference 2006 64, Money Macro and Finance Research Group.
  31. Ronald Miranda & Gabriela Mordecki, 2015. "Real exchange rate volatility impact on exports: A comparative study 1990-2013," Documentos de Trabajo (working papers) 15-18, Instituto de Economía - IECON.
  32. Qureshi, Mahvash Saeed & Tsangarides, Charalambos G., 2012. "Hard or Soft Pegs? Choice of Exchange Rate Regime and Trade in Africa," World Development, Elsevier, vol. 40(4), pages 667-680.
  33. Hasanov Akram, 2011. "Exchange rate risk and trade flows: the case of Belarus, Kazakhstan, Russia, and Ukraine," EERC Working Paper Series 11/09e, EERC Research Network, Russia and CIS.
  34. Eichler, Stefan & Littke, Helge C. N., 2017. "Central bank transparency and the volatility of exchange rates," IWH Discussion Papers 22/2017, Halle Institute for Economic Research (IWH).
  35. Caglayan, Mustafa & Demir, Firat, 2014. "Firm Productivity, Exchange Rate Movements, Sources of Finance, and Export Orientation," World Development, Elsevier, vol. 54(C), pages 204-219.
  36. Dimitrios Serenis & Paul Serenis, 2010. "Exchange Rate Volatility, the E.U. and Sectoral Exports: New Empirical Evidence from the Chemical Sector (1973-2005)," Research in World Economy, Research in World Economy, Sciedu Press, vol. 1(1), pages 47-55, November.
  37. Cotter, John, 2006. "Real & Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing," MPRA Paper 3494, University Library of Munich, Germany.
  38. Bouoiyour, Jamal & Rey, Serge, 2005. "Régime de change, taux de change réel, flux commerciaux et investissements directs étrangers: le cas du Maroc [Real exchange rate, trade flows and foreign direct investments: the Moroccan case]," MPRA Paper 49503, University Library of Munich, Germany.
  39. Nuria Gallego & Carlos Llano, 2014. "The Border Effect and the Nonlinear Relationship between Trade and Distance," Review of International Economics, Wiley Blackwell, vol. 22(5), pages 1016-1048, November.
  40. Rahman, Sajjadur & Serletis, Apostolos, 2009. "The effects of exchange rate uncertainty on exports," Journal of Macroeconomics, Elsevier, vol. 31(3), pages 500-507, September.
  41. Valentyna Ozimkovska, 2018. "Real financial market exchange rate volatility and portfolio flows," International Economics and Economic Policy, Springer, vol. 15(2), pages 281-303, April.
  42. Alper YILMAZ & Huseyin ALTAY, 2016. "Ithal Ham Petrol Fiyatlari ve Doviz Kuru Arasindaki Esbutunlesme ve Oynaklik Yayilma Etkisinin Incelenmesi: Turkiye Ornegi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 16(4), pages 655-671.
  43. Juraj Stanèík, 2007. "Determinants of Exchange-Rate Volatility: The Case of the New EU Members," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 57(9-10), pages 414-432, October.
  44. Osei-Assibey, Kwame, 2016. "Revisiting the Diverse Empirical Findings on the Impact of Exchange Rate Volatility on Trade: Some Comparable Evidences from Ghana and Two other Developing Economies," MPRA Paper 94368, University Library of Munich, Germany.
  45. Yii Siing Wong & Chong Mun Ho & Brian Dollery, 2012. "Impact of exchange rate volatility on import flows: the case of Malaysia and the United States," Applied Financial Economics, Taylor & Francis Journals, vol. 22(24), pages 2027-2034, December.
  46. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2004. "Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say," Money Macro and Finance (MMF) Research Group Conference 2004 45, Money Macro and Finance Research Group.
  47. Li, Yifan & Miao, Zhuang & Tuuli, Maxwell, 2022. "Exchange rate volatility and import of intermediate inputs: Evidence from Chinese firms," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 120-134.
  48. Kevin B. Grier & Aaron D. Smallwood, 2007. "Uncertainty and Export Performance: Evidence from 18 Countries," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(4), pages 965-979, June.
  49. Mustafa Caglayan & Firat Demir, 2011. "Firm productivity, exchange rate movements, sources of finance and export orientationInventories and sales uncertainty," Working Papers 2011004, The University of Sheffield, Department of Economics, revised Feb 2011.
  50. Byrne, Joseph P. & Darby, Julia & MacDonald, Ronald, 2008. "US trade and exchange rate volatility: A real sectoral bilateral analysis," Journal of Macroeconomics, Elsevier, vol. 30(1), pages 238-259, March.
  51. John Cotter & Don Bredin, 2011. "Real and Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing," Working Papers 200619, Geary Institute, University College Dublin.
  52. Grier, Kevin B. & Smallwood, Aaron D., 2013. "Exchange rate shocks and trade: A multivariate GARCH-M approach," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 282-305.
  53. Manoranjan Sahoo, 2018. "Exchange Rate and Service Exports from India: A Nonlinear ARDL Analysis," Economics Bulletin, AccessEcon, vol. 38(2), pages 1090-1101.
  54. Mehmet Nihat Solakoglu & Ebru Guven Solakoglu & Tunc Demirağ, 2008. "Exchange rate volatility and exports: a firm-level analysis," Applied Economics, Taylor & Francis Journals, vol. 40(7), pages 921-929.
  55. Jean-Philippe Gervais & Bruno Larue & Olivier Bonroy, 2004. "Investigating Non-Linearities in the Relationship Between Real Exchange Rate Volatility and Agricultural Trade," International Trade 0407004, University Library of Munich, Germany.
  56. Chaturvedi, Priya & Kumar, Kuldeep, 2022. "Econometric modelling of exchange rate volatility using mixed-frequency data," MPRA Paper 115222, University Library of Munich, Germany.
  57. Zelekha, Yaron & Bar-Efrat, Ohad, 2011. "The link between exchange rate uncertainty and Israeli exports to the US: 2SLS and cointegration approaches," Research in Economics, Elsevier, vol. 65(2), pages 100-109, June.
  58. Helmut Herwartz & Henning Weber, 2005. "Exchange rate uncertainty and trade growth—a comparison of linear and non‐linear (forecasting) models," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 21(1), pages 1-26, January.
  59. Peter Albrecht & Evžen Kočenda & Evžen Kocenda, 2023. "Volatility Connectedness on the Central European Forex Markets," CESifo Working Paper Series 10728, CESifo.
  60. Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2006. "Firm Investment and Financial Frictions," Discussion Papers of DIW Berlin 634, DIW Berlin, German Institute for Economic Research.
  61. Gabriela Mordecki & Ronald Miranda, 2019. "Real Exchange Rate Volatility and Exports: A Study for Four Selected Commodity Exporting Countries," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 66(4), pages 411-437.
  62. 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.
  63. Wang, Lu & Ruan, Hang & Hong, Yanran & Luo, Keyu, 2023. "Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method," Research in International Business and Finance, Elsevier, vol. 64(C).
  64. Thi Hong Hanh Pham, 2018. "Liquidity and exchange rate volatility," Working Papers halshs-01708633, HAL.
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