uncertainty spillovers from the Eurozone. The resulting time series serves as a forwardlooking measure of exchange rate …

This paper aims to quantify the impact of nominal exchange rate volatility on nominal trade flows with a particular …

In this paper we analyze the effects of the real exchange rate volatility on exports in the Baltic region. The study … estimate the short-run and long-run effects of the real exchange rate volatility on exports. Our results reveal that exports …. However, the exchange rate volatility tends to provide mixed effects. Furthermore, the effects of exchange volatility are …

: aggregate supply shocks, aggregate spending shocks, and monetary shocks. Applying a structural VAR to data for the eurozone and …

In this paper, a survey on theoretically expected and empirically proved impacts of exchange rate volatility is given …. With regard to the West German unemployment, the effects of volatility are empirically analysed using three different … volatility measures and four country groups. In autoregressive models, a significant disturbing impact of volatility can be found …

This paper studies the reaction of the mean and volatility of the euro-dollar exchange rate to statements of ECB … find that the Bundesbank has dominated the news coverage. We conclude that ECB statements have mainly influenced volatility …