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even greater in the cases of the European Union and the eurozone, where the rates of export growth have even reached … rate of growth of exports in the eurozone since the start of the crisis. To that end, they estimate export functions …, augmented to include several measures of exchange rate volatility, for the four largest economies of the eurozone, i.e., France …
Persistent link: https://www.econbiz.de/10012160035
uncertainty spillovers from the Eurozone. The resulting time series serves as a forwardlooking measure of exchange rate …
Persistent link: https://www.econbiz.de/10011946988
investment and a relationship between trade and exchange rate volatility that depend on the sign of bilateral trade balances …
Persistent link: https://www.econbiz.de/10011372974
We analyze the impact of Eurozone/Germany and U.S. macroeconomic news announcements and the communication of the …
Persistent link: https://www.econbiz.de/10011568576
We analyze the impact of Eurozone/Germany and U.S. macroeconomic news announcements and the communication of the …
Persistent link: https://www.econbiz.de/10011902959
Persistent link: https://www.econbiz.de/10011735284
In this companion paper to Broll and Mukherjee (2017), we empirically analyse how exchange rate volatilities affect firms optimal production and exporting decisions. The firms elasticity of risk aversion determines the direction of the impact of exchange rate risk on exports. Based on a flexible...
Persistent link: https://www.econbiz.de/10011638802
This paper aims to quantify the impact of nominal exchange rate volatility on nominal trade flows with a particular …
Persistent link: https://www.econbiz.de/10010235255
significant degree of leptokurtosis, thus prevalence of tail-risks, in the conditional volatility series of such variables in the …
Persistent link: https://www.econbiz.de/10003969864
This paper examines the impact of intra-Asia exchange rate volatility on intra-Asia trade in primary goods … exchange rate volatility increases, intraregional exports in these goods fall. This adverse impact is even more pronounced in … underline the significant impact of exchange rate volatility on the region's production networks. For South Asia, however …
Persistent link: https://www.econbiz.de/10011283426