The Impact of Real Exchange Rate Volatility on South African Exports to the United States (U.S.): A Bounds Test Approach
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- Fourie, Justin & Pretorius, Theuns & Harvey, Rhett & Henrico, Van Niekerk & Phiri, Andrew, 2016. "Nonlinear relationship between exchange rate volatility and economic growth: A South African perspective," MPRA Paper 74671, University Library of Munich, Germany.
More about this item
Keywordsexchange rate volatility; Autoregressive distributed lag (ARDL); Generalised Autoregressive Conditional Heteroskedasticity (GARCH) Bounds testing; unit root; Error Correction model; Cointegration;
- F10 - International Economics - - Trade - - - General
- F31 - International Economics - - International Finance - - - Foreign Exchange
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