Narrow search
Showing 1 - 10 of 26,690
Cover Image
Short-Run and Long-Run Effects of Exchange Rate Volatility on the Volume of Exports: A Case Study for Pakistan
Aurangzeb, A.; Stengos, Thanasis; Mohammad, Asif U. - In: International Journal of Business and Economics 4 (2005) 3, pp. 209-222
This paper investigates empirically the impact of exchange rate volatility on Pakistan's exports to its major trading … exchange rates exert a significant negative effect upon the volume of exports in the short-run. …
Persistent link: https://www.econbiz.de/10010599006
Cover Image
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
Cover Image
Exchange Rate Pass-through in Russia
Ponomarev, Y.; Trunin, P.; A. Ulyukayev. - In: VOPROSY ECONOMIKI 3 (2014)
The article provides estimates of short-run and medium-run exchange rate pass-through in Russia during the period of 2000—2012 using vector error correction model. Estimates of asymmetry of exchange rate pass-through, its assessments in different sub-periods and exchange rate volatility effect...
Persistent link: https://www.econbiz.de/10011007725
Cover Image
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
Cover Image
Exchange Rate Pass-through in Russia
Ponomarev, Yuri; Trunin, Pavel; Uluykaev, Alexei - Gaidar Institute for Economic Policy - 2014
In 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/10010787836
Cover Image
A Reassessment of Pakistan's Aggregate Import Demand Function: An Application of Ardl Approach
Alam, Shaista - In: Journal of Developing Areas 46 (2012) 1, pp. 367-384
The present study re-estimated the import demand function for Pakistan on the basis of quarterly time series data by employing autoregressive distributed lag approach. The present study draws various significant conclusions from the estimation of aggregate merchandized import demand function....
Persistent link: https://www.econbiz.de/10011096523
Cover Image
A Reassessment of Pakistan's Aggregate Import Demand Function: An Application of Ardl Approach
Alam, Shaista - In: Journal of Developing Areas 46 (2012) 1, pp. 371-388
The present study re-estimated the import demand function for Pakistan on the basis of quarterly time series data by employing autoregressive distributed lag approach. The present study draws various significant conclusions from the estimation of aggregate merchandized import demand function....
Persistent link: https://www.econbiz.de/10011097044
Cover Image
THE IMPACT OF DOLLAR-RAND VOLATILITY ON U.S. EXPORTS TO SOUTH AFRICA
Ekanayake, E. M.; Thaver, Ranjini - In: The International Journal of Business and Finance Research 5 (2011) 3, pp. 73-85
This study investigates the effects of exchange rate volatility on the top ten categories of exports by the United … volatility to generate a measure of exchange rate volatility, which is then tested in a model of U.S. exports to South Africa. We …. Utilizing bounds testing cointegration, we estimate the short- and long-run impact of exchange-rate volatility on the US exports …
Persistent link: https://www.econbiz.de/10011206018
Cover Image
Exchange Rates, Borrowing Costs and Exports: Firm-Level Evidence
Naknoi, Kanda; Lee, Kwan Yong - Department of Economics, University of Connecticut - 2014
exports. Using Korean data, first we find novel evidence that unanticipated currency depreciation increases the firm … competitiveness. The overall effect of currency depreciation on exports is found to be contractionary, and our estimation has captured …
Persistent link: https://www.econbiz.de/10010888331
Cover Image
Measuring the Effectiveness of Cost and Price Competitiveness in External Rebalancing of Euro Area Countries: What Do Alternative HCIs Tell Us?
Christodoulopoulou, Styliani; Tkacevs, Olegs - Latvijas Banka - 2014
This study is devoted to examing marginal effects of traditional determinants of exports and imports with a focus on … various harmonised competitiveness indicators (HCIs) on both exports and imports of both goods and services across individual … (with some exceptions) on exports of goods. Exports of services are sensitive to the HCIs in large euro area countries and …
Persistent link: https://www.econbiz.de/10011085441