Serenis, Dimitris; Tsounis, Nicholas - In: International Journal of Computational Economics and … 5 (2015) 1, pp. 71-107
This paper examines the effect of exchange rate volatility for a set of three European countries, Germany, Sweden and the UK, on sectoral exports for the period 1973 q1-2010 q4. In addition to the standard deviation of moving average of the logarithm of the exchange rate, a new measure capturing...