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Does exchange rate volatility impede the volume of Japan's bilateral trade?

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  • Daly, Kevin

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  • Daly, Kevin, 1998. "Does exchange rate volatility impede the volume of Japan's bilateral trade?," Japan and the World Economy, Elsevier, vol. 10(3), pages 333-348, July.
    • Handle: RePEc:eee:japwor:v:10:y:1998:i:3:p:333-348
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    1. Ethier, Wilfred, 1973. "International Trade and the Forward Exchange Market," American Economic Review, American Economic Association, vol. 63(3), pages 494-503, June.
    2. Giovannini, Alberto, 1988. "Exchange rates and traded goods prices," Journal of International Economics, Elsevier, vol. 24(1-2), pages 45-68, February.
    3. O. Cushman, David, 1986. "Has exchange risk depressed international trade? The impact of third-country exchange risk," Journal of International Money and Finance, Elsevier, vol. 5(3), pages 361-379, September.
    4. Stephen P. Magee, 1974. "U.S. Import Prices in the Currency-Contract Period," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 5(1), pages 117-168.
    5. Hooper, Peter & Kohlhagen, Steven W., 1978. "The effect of exchange rate uncertainty on the prices and volume of international trade," Journal of International Economics, Elsevier, vol. 8(4), pages 483-511, November.
    6. Peter B. Clark, 1973. "Uncertainty, Exchange Risk, And The Level Of International Trade," Economic Inquiry, Western Economic Association International, vol. 11(3), pages 302-313, September.
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    8. Klein, Michael W., 1990. "Sectoral effects of exchange rate volatility on United States exports," Journal of International Money and Finance, Elsevier, vol. 9(3), pages 299-308, September.
    9. 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.
    10. Aschheim, Joseph & Bailey, Martin J. & Tavlas, George S., 1985. "Dollar appreciation, deficit stimulation, and the new protectionism," Journal of Policy Modeling, Elsevier, vol. 7(1), pages 107-121.
    11. 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.
    12. Kroner, Kenneth F. & Lastrapes, William D., 1993. "The impact of exchange rate volatility on international trade: Reduced form estimates using the GARCH-in-mean model," Journal of International Money and Finance, Elsevier, vol. 12(3), pages 298-318, June.
    13. Kenen, Peter B & Rodrik, Dani, 1986. "Measuring and Analyzing the Effects of Short-term Volatility in Real Exchange Rates," The Review of Economics and Statistics, MIT Press, vol. 68(2), pages 311-315, May.
    14. International Monetary Fund, 1984. "Exchange Rate Volatility and World Trade," IMF Occasional Papers 1984/005, International Monetary Fund.
    15. Kumar, Ramesh & Dhawan, Ravinder, 1991. "Exchange rate volatility and Pakistan's exports to the developed world, 1974-85," World Development, Elsevier, vol. 19(9), pages 1225-1240, September.
    16. Viaene, Jean-Marie & de Vries, Casper G., 1992. "International trade and exchange rate volatility," European Economic Review, Elsevier, vol. 36(6), pages 1311-1321, August.
    17. Rothschild, Michael & Stiglitz, Joseph E., 1971. "Increasing risk II: Its economic consequences," Journal of Economic Theory, Elsevier, vol. 3(1), pages 66-84, March.
    18. Davidson, James E H, et al, 1978. "Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom," Economic Journal, Royal Economic Society, vol. 88(352), pages 661-692, December.
    19. Hendry, David F, 1974. "Stochastic Specification in an Aggregate Demand Model of the United Kingdom," Econometrica, Econometric Society, vol. 42(3), pages 559-578, May.
    20. 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 708-712, November.
    21. Bailey, Martin J. & Tavlas, George S. & Ulan, Michael, 1987. "The impact of exchange-rate volatility on export growth: Some theoretical considerations and empirical results," Journal of Policy Modeling, Elsevier, vol. 9(1), pages 225-243.
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    Cited by:

    1. Rahmatsyah, Teuku & Rajaguru, Gulasekaran & Siregar, Reza Y., 2002. "Exchange-rate volatility, trade and "fixing for life" in Thailand," Japan and the World Economy, Elsevier, vol. 14(4), pages 445-470, December.
    2. Flam, Harry & Jansson, Per, 2000. "EMU Effects on International Trade and Investment," Seminar Papers 683, Stockholm University, Institute for International Economic Studies.
    3. Giancarlo Gandolfo & Giulio Nicoletti, 2002. "Exchange rate volatility and economic openness: A causal relation?," Working Papers 68, Sapienza University of Rome, CIDEI.
    4. Howard J. Wall, 2002. "Has Japan been left out in the cold by regional integration?," Review, Federal Reserve Bank of St. Louis, vol. 84(Sep), pages 25-36.
    5. Sadegh Bakhtiari & Hossein Meisami, 2010. "An empirical investigation of the effects of health and education on income distribution and poverty in Islamic countries," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 37(4), pages 293-301, March.
    6. David UMORU & Adaobi S. OSEME, 2013. "Trade Flows and Exchange Rate Shocks in Nigeria: An Empirical Result," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 3(7), pages 948-977, July.
    7. 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.
    8. Siregar, Reza & Rajan, Ramkishen S., 2004. "Impact of exchange rate volatility on Indonesia's trade performance in the 1990s," Journal of the Japanese and International Economies, Elsevier, vol. 18(2), pages 218-240, June.
    9. 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.
    10. Bouoiyour, Jamal & Selmi, Refk, 2013. "Exchange rate uncertainty and export performance: what meta-analysis reveals?," MPRA Paper 49249, University Library of Munich, Germany, revised Aug 2013.
    11. 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.
    12. 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.
    13. Dana Dascal & Konstadinos Mattas & Vangelis Tzouvelekas, 2002. "An analysis of EU wine trade: A gravity model approach," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 8(2), pages 135-147, May.
    14. Bouoiyour, Jamal & Selmi, Refk, 2015. "A synthesis of the effects of exchange rate uncertainty on international trade via Meta-Regression analysis," MPRA Paper 65737, University Library of Munich, Germany.
    15. Ramkishen S. Rajan & Rahul Sen & Reza Siregar, 2003. "Singapore and the New Regionalism: Bilateral Trade Linkages with Japan and the US," The World Economy, Wiley Blackwell, vol. 26(9), pages 1325-1356, September.
    16. Bouoiyour, jamal & Selmi, Refk, 2014. "Exchange Rate Impact on Russia’s Exports: Some Evidence from an Evolutionary Co-spectral Analysis," MPRA Paper 59368, University Library of Munich, Germany.
    17. Bouoiyour, Jamal & Selmi, Refk, 2014. "How Does Exchange Rate Uncertainty interact with International Trade? A Meta-Analysis Revisited," MPRA Paper 56201, University Library of Munich, Germany.

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