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Does Exchange Rate Risk Affect Exports Asymmetrically? Asian Evidence
Miller, Stephen M.; Fang, WenShwo; Lai, YiHao - Department of Economics, University of Connecticut - 2005
consensus exists, however, regarding its effect on exports. Previous studies implicitly assume symmetry. This paper tests the … asymmetry means that exchange rate risk (volatility) affects exports differently during appreciations and depreciations of the … exchange rate. The data include bilateral exports from eight Asian countries to the US. The empirical results show that real …
Persistent link: https://www.econbiz.de/10005626659
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Exchange Rate Pass-through in Russia
Ponomarev, Yuri; Trunin, Pavel V.; Uljukaev, Aleksej V. - 2014
The article provides estimates of short-run and medium-run exchange rate pass-through into domestic prices in Russia during the period of 2000–2012 using vector error correction model. Exchange rate pass-through asymmetry estimates, its assessments on different sub-periods and exchange rate...
Persistent link: https://www.econbiz.de/10011379941
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Non-fundamental exchange rate volatility and welfare
Straub, Roland; Tchakarov, Ivan - 2004
We lay out an empirical and a theoretical model to analyze the effects of non-fundamental exchange rate volatility on economic activity and welfare. In the first part of the paper, the GARCH-SVARmodel is applied to measure empirically the effect of the conditional exogenous exchange rate...
Persistent link: https://www.econbiz.de/10011604374
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The impacts of public expenditure innovations on real exchange rate volatility in South Africa
Nuru, Naser Yenus; Gereziher, Hayelom Yrgaw - 2021
This study investigates the impacts of public expenditure innovations on exchange rate volatility in South Africa using quarterly data for the period 1970-2019. To achieve this objective, a version of the vector autoregressive impulse response model proposed by Jordà is employed and the...
Persistent link: https://www.econbiz.de/10012651143
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Exchange rate pass-through in Russia
Ponomarev, Jurij; Trunin, Pavel V.; Uljukaev, Aleksej V. - 2014
The article provides estimates of short-run and medium-run exchange rate pass-through into domestic prices in Russia during the period of 2000–2012 using vector error correction model. Exchange rate pass-through asymmetry estimates, its assessments on different sub-periods and exchange rate...
Persistent link: https://www.econbiz.de/10011398366
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The impacts of public expenditure innovations on real exchange rate volatility in South Africa
Nuru, Naser Yenus; Gereziher, Hayelom Yrgaw - 2021
This study investigates the impacts of public expenditure innovations on exchange rate volatility in South Africa using quarterly data for the period 1970-2019. To achieve this objective, a version of the vector autoregressive impulse response model proposed by Jordà is employed and the...
Persistent link: https://www.econbiz.de/10012509885
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What causes exchange rate volatility? Evidence from selected EMU members and candidates for EMU membership countries
Giannellis, Nikolaos; Papadopoulos, Athanasios - Department of Economics, University of Crete - 2009
We allow for monetary, real, and financial variables to assess the relevant importance of each of the variables to exchange rate volatility in the case of selected EMU members and candidate countries. Ex-ante analysis shows that volatility in the Polish zloty/euro and the Hungarian forint/euro...
Persistent link: https://www.econbiz.de/10008476122
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How do exporters react to the prices of their competitors?
Muraközy, Balázs - 2015
quantities in production, imports and exports of products in EU member states to see how firms react following price and exchange …
Persistent link: https://www.econbiz.de/10011284896
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Firm exit and exchange rates : an examination with Turkish firm-level data
Karamollaoğlu, Nazlı; Yazgan, Mustafa Ege - 2014
Micro-level empirical research has begun to obtain important results on the effects of currency variations on firms' survival. To date, the literature has lacked detailed analysis of the effects of exchange rates on firms' survival behavior in emerging markets due to a scarcity of firm level...
Persistent link: https://www.econbiz.de/10010255367
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Exchange Rates, Borrowing Costs, and Exports : Firm-Level Evidence
Lee, Kwan Yong - 2017
exports. Using Korean data, first we find evidence that unanticipated currency depreciation increases the firm-level real … expansionary effect of an improvement in price competitiveness. However, the overall effect of currency depreciation on exports is …
Persistent link: https://www.econbiz.de/10012970960