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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

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

Volatility and Irish Exports

Bredin, Donal - 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

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

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

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

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

Revisiting ECOWAS-Eurozone exports in the light of asymmetry

Mati, Sagiru; Ismael, Goran Yousif; Masoud, Serag; … - In: Cogent economics & finance 12 (2024) 1, pp. 1-17

This article evaluates the asymmetric impact of exchange rate volatility on the exports of nine ECOWAS countries to the … effect of volatility on ECOWAS-Eurozone exports (EEE) is asymmetric. The study also investigates the impact of foreign income …, and Benin are -1.29, -4.67, and -2.64 respectively, indicating that their exports are dominated by inferior goods. The …

Persistent link: https://www.econbiz.de/10015394230

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

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