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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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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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Volatility and Irish Exports
Bredin, Don - 2007
We analyse the impact of volatility per se on real exports for a small open economy concentrating on Irish trade with …
Persistent link: https://www.econbiz.de/10012729842
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Exchange rate volatility in the eurozone
Bajo-Rubio, Oscar; Berke, Burcu; McMillan, David G. - 2020
rate of growth of exports in the eurozone since the start of the crisis. To that end, they estimate export functions … impact of exchange rate volatility on the exports of the countries analysed, suggesting that financial markets were developed … enough so that exchange rate volatility does not hinder the evolution of exports. …
Persistent link: https://www.econbiz.de/10012160035
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Exchange rate volatility in the eurozone
Bajo Rubio, Oscar; Berke, Burcu; McMillan, David G. - 2019
rate of growth of exports in the eurozone since the start of the crisis. To that end, the authors estimate export functions … impact of exchange rate volatility on the exports of the countries analysed, suggesting that financial markets were developed … enough so that exchange rate volatility does not hinder the evolution of exports. …
Persistent link: https://www.econbiz.de/10012120065
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Exchange rate volatility, financial constraints and trade : empirical evidence from Chinese firms
Héricourt, Jérôme; Poncet, Sandra - 2013
This paper studies how firm-level export performance is affected by Real Exchange Rate (RER) volatility and investigates whether this effect depends on existing financial constraints. Our empirical analysis relies on export data for more than 100,000 Chinese exporters over the 2000-2006 period....
Persistent link: https://www.econbiz.de/10009765054
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The impact of exchange rate volatility on trade : evidence for the Czech Republic
Babeckaja-Kucharcǔk, Oksana A. - 2014
This paper aims to quantify the impact of nominal exchange rate volatility on nominal trade flows with a particular focus on the Czech Republic. The paper shows that the magnitude of the impact differs when a dynamic model is used instead of static model.
Persistent link: https://www.econbiz.de/10010235255
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Exchange rate volatility and disaggregated manufacturing exports : evidence from an emerging country
Duc Hong Vo; Anh The Vo; Zhang, Zhaoyong - In: Journal of risk and financial management : JRFM 12 (2019) 1/12, pp. 1-25
. The findings confirm that a strategy that depreciates Vietnam’s currency appears to enhance manufacturing exports in the …
Persistent link: https://www.econbiz.de/10011961540
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Exchange rate volatility and exports : estimation of firms risk preferences
Broll, Udo; Mukherjee, Soumyatanu; Sensarma, Rudra - 2017
impact of exchange rate risk on exports. Based on a flexible utility function that incorporates all possible risk preferences …
Persistent link: https://www.econbiz.de/10011638802
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Estimating exchange rate exposure over various return horizons : focusing on major countries in East Asia
Lee, Jeong Wook; Ahn, Sunghee; Kang, Sam-mo - In: East Asian economic review 20 (2016) 4, pp. 469-491
In this paper, we estimate the exchange rate exposure, indicating the effect of exchange rate movements on firm values, for a sample of 1,400 firms in seven East Asian countries. The exposure estimates based on various exchange rate variables, return horizons and a control variable are compared....
Persistent link: https://www.econbiz.de/10011765037