, Poland and Romania to global food prices. We employ time-varying VARs with stochastic volatility to estimate the behaviour of … the time variation and nonlinearities of the relationship between variables taking into account food price volatility and … its macroeconomic implications. The main findings of the paper are: (i) high global food prices were transmitted to …

performance and exchange rate volatility across different monetary policy regimes within the cointegrated VAR framework using the … implied conditional variance from a GARCH model as a measure of volatility. Although treating the volatility measure as either … performance has been significantly affected by exchange rate uncertainty. We find, however, that volatility changes proxied by …

This paper analyzes the effects of exchange rate volatility on bilateral trade flows. Through use of a gravity model … attention is reserved for problems of simultaneous causality. The negative correlation between trade and bilateral volatility …

This paper analyzes the impact of exchange rate risk on global food supply chains. Although the theoretical literature … between exchange rate volatility and international trade flows. I contribute to the ongoing debate by investigating the … for a balanced panel of 159 countries for 2001 to 2017. I study the relationship for 781 agricultural and food products …