Similar Search Results

To what extent do exchange rates and their volatility affect trade ?

Huchet-Bourdon, Maryline; Korinek, J. - HAL - 2011

unequivocally clear picture of the trade impacts of changes in exchange rates. The impact of exchange rate volatility on trade also … their volatility on trade flows in China, the Euro area and the United States in two broadly defined sectors, agriculture on … the one hand and manufacturing and mining on the other. It finds that exchange volatility impacts trade flows only …

Persistent link: https://www.econbiz.de/10010899210

Exchange Rate Undervaluation and Manufactured Exports: A Deliberate Strategy?

Nouira, Ridha; Plane, Patrick; Sekkat, K. - HAL - 2011

Recent literature suggests that a proactive exchange rate policy in accordance with price incentives (i.e. undervaluation) can foster manufactured exports and growth. This paper is built on these recent developments and investigates, using a sample of 52 developing countries, whether such a...

Persistent link: https://www.econbiz.de/10009278330

Monetary information arrivals and intraday exchange rate volatility : a comparison of the GARCH and the EGARCH models

Mokhtar, Darmoul; Harrathi, Nizar - HAL - 2007

In this article, we examine the intradaily Euro-dollar exchange rate volatility persistence result from the …. It is found that, unlike the equity market, the best volatility predictions are derived from the EGARCH(1,1) process. …

Persistent link: https://www.econbiz.de/10010750845

Is it possible to discriminate between different switching regressions models? An empirical investigation

Charfeddine, Lanouar; Guegan, Dominique - HAL - 2008

In this paper we study, using the sup LR test, the possibility of discrimination between two classes of models: the Markov switching models of Hamilton (1989) and the Threshold Auto-Regressive Models (TAR) of Lim and Tong (1980). This work is motivated by the fact that generally practicians use,...

Persistent link: https://www.econbiz.de/10010738508

Exchange Rate Undervaluation to Foster Manufactured Exports: A Deliberate Strategy?

Plane, Patrick; Nouira, Ridha; Sekkat, K. - HAL - 2011

Recent literature suggests that a proactive strategy consisting of deliberate real exchange rate depreciation can promote exports diversification and growth. This paper is built on these recent developments and investigates whether four developing countries have adopted such a strategy. Data...

Persistent link: https://www.econbiz.de/10008793610

Child Mortality Reacts to Relative Prices

Grigoriou, Christopher; Guillaumont, Patrick - HAL - 2011

This paper argues that, for a given average level of income per capita, the real currency depreciation has a negative impact on child survival, due to higher relative prices of tradable goods such as food and drug. This assumption is significantly tested from a dynamic panel model covering about...

Persistent link: https://www.econbiz.de/10008805925