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Essays on monetary policy and international trade

Jansen, Dennis W. (contributor) - 2008

impact of exchangerate volatility on bilateral exports of the U.S. to the thirteen major trading partners. Ifurther test the … possibility of nonlinear effects of exchange rate volatility on exports byusing threshold regression methods for non … volatility on bilateral exports is nonlinear. When the relative real GDP per capita ofthe exporting partner is lower than the …

Persistent link: https://www.econbiz.de/10009464922

Establishing the Presence of a Risk Premium in the Cocoa Futures Market: An Econometric Analysis

Armah, Stephen E. - 2008

Previous attempts at identifying and estimating a time-varying risk premium in the cocoa futures market yielded conflicting results. Using a longer series that includes the most recent cash and futures data, the existence of a time-varying risk premium in the cocoa futures market is...

Persistent link: https://www.econbiz.de/10009443197

Exchange Rate Sensitivity of Fresh Tomatoes Imports from Mexico to the United States

Jaramillo-Villanueva, Jose Luis; Sarker, Rakhal - 2009

The agri-food trade between Mexico and the United States grew substantially after the implementation of NAFTA in 1994. While some analysts argue that NAFTA has contributed the most to the dramatic expansion of this trade, others have emphasized the role played by the exchange rate in this...

Persistent link: https://www.econbiz.de/10009444825

SENSITIVITY OF NET PRESENT VALUES AND REAL OPTION VALUES TO

Emslie, Frank Norman - 2011

In export operation forecasting exercises the effect of stochastic inputvariables such as exchange rates and commodity prices are often ignoredwith the convention being to account for their uncertainty in discount rates. Inthe case where exchange rates are highly volatile, such as in the...

Persistent link: https://www.econbiz.de/10009447788

The cost of crises and learning to live with exchange rate volatility: evidence from survey measures of consumer and business expectations

de Brouwer, Gordon - 2003

Conclusion: This paper has assessed the empirical relationship between exchange rate volatility and survey measures of household and business confidence in Australia, Japan, Korea, Malaysia, and Singapore. Caution needs to be used in interpreting this relationship, because the number of...

Persistent link: https://www.econbiz.de/10009451732

Dynamics of Endogenous Business Cycles and Exchange Rate Volatility

Böhm, Volker; Kikuchi, Tomoo - 2002

This paper studies the dynamics of endogenous business cycles and exchange rate volatility in a small open economy. Without market imperfections, domestic price and wage adjustments respond sluggishly to disequilibrium situations on real domestic markets while prices on international capital...

Persistent link: https://www.econbiz.de/10009452630

Essays on Monetary Coordination, Exchange Rate Volatility and Interfirm Networks

Liu, Qing - 2008

This dissertation consists of three independent essays in Macroeconomics. The first essay analyzes monetary coordination between currency areas. It is shown that search frictions can generate the deviations from the law of one price and that each country is tempted to exploit these deviations by...

Persistent link: https://www.econbiz.de/10009455201

The effect of common currencies on trade

Szebeni, Katalin - 2004

The theory of optimum currency areas states that the more two countries trade with each other, the better candidates they are for a currency union. In terms of the endogeneity argument, convergence follows from joining a currency union and the integration process itself turns the countries into...

Persistent link: https://www.econbiz.de/10009457804

Trade and Uncertainty

Johannsen, Florian - 2014

Persistent link: https://www.econbiz.de/10010434919

Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries

Berganza, Juan Carlos; Broto Pelegrín, Carmen - 2011

Las economías emergentes con metas de inflación (MI) se enfrentan a un dilema entre cumplir las condiciones teóricas de una «MI estricta», lo que implica un tipo de cambio totalmente flexible, o seguir una gestión más activa de su moneda («MI flexible»), lo que supone implementar...

Persistent link: https://www.econbiz.de/10012530329

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