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The relationship between exchange rates and international trade : a literature review

Auboin, Marc; Ruta, Michele - 2012

, two main issues are investigated: the impact on international trade of exchange rate volatility and of currency … misalignments. On average, exchange rate volatility has a negative (even if not large) impact on trade flows. The extent of this … consistent across different studies. -- exchange rates ; volatility ; misalignments ; international trade flows …

Persistent link: https://www.econbiz.de/10009571263

The relationship between exchange rates and International Trade : a review of economic literature

Auboin, Marc; Ruta, Michele - 2011 - Manuscript date: October 2011

, two main issues are investigated: the impact on international trade of exchange rate volatility and of currency … misalignments. On average, exchange rate volatility has a negative (even if not large) impact on trade flows. The extent of this …. -- Exchange rates ; volatility ; misalignments ; international trade …

Persistent link: https://www.econbiz.de/10009376106

Discrete-time stochastic volatility models and MCMC-based statistical inference

Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008

In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and … indices and foreign exchange rates. -- Stochastic volatility ; Markov chain Monte Carlo ; Metropolis-Hastings algorithm Jump …

Persistent link: https://www.econbiz.de/10003770817

FX volatility smile construction

Reiswich, Dimitri; Wystup, Uwe - 2009

Persistent link: https://www.econbiz.de/10003901919

Exchange rate dynamics revisited

Macedo, Jorge Braga de; Lempinen, Urho V. - 2013

Persistent link: https://www.econbiz.de/10010227859

Exchange rate economics : where do we stand?

De Grauwe, Paul (ed.) - 2005

Recent theoretical developments in exchange rate economics have led to important new insights into the functioning of the foreign exchange market. The simple models of the 1970s, which could not withstand empirical evaluation, have been succeeded by more complex models that draw on theoretical...