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Short-Run and Long-Run Effects of Exchange Rate Volatility on the Volume of Exports: A Case Study for Pakistan
Aurangzeb, A.; Stengos, Thanasis; Mohammad, Asif U. - In: International Journal of Business and Economics 4 (2005) 3, pp. 209-222
This paper investigates empirically the impact of exchange rate volatility on Pakistan's exports to its major trading … exchange rates exert a significant negative effect upon the volume of exports in the short-run. …
Persistent link: https://www.econbiz.de/10010599006
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Does Exchange Rate Risk Affect Exports Asymmetrically? Asian Evidence
Miller, Stephen M.; Fang, WenShwo; Lai, YiHao - Department of Economics, University of Connecticut - 2005
consensus exists, however, regarding its effect on exports. Previous studies implicitly assume symmetry. This paper tests the … asymmetry means that exchange rate risk (volatility) affects exports differently during appreciations and depreciations of the … exchange rate. The data include bilateral exports from eight Asian countries to the US. The empirical results show that real …
Persistent link: https://www.econbiz.de/10005626659
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Exchange Rate Pass-through in Russia
Ponomarev, Yuri; 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/10011379941
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Non-fundamental exchange rate volatility and welfare
Straub, Roland; Tchakarov, Ivan - 2004
We lay out an empirical and a theoretical model to analyze the effects of non-fundamental exchange rate volatility on economic activity and welfare. In the first part of the paper, the GARCH-SVARmodel is applied to measure empirically the effect of the conditional exogenous exchange rate...
Persistent link: https://www.econbiz.de/10011604374
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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/10012651143
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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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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, Y.; Trunin, P.; A. Ulyukayev. - In: VOPROSY ECONOMIKI 3 (2014)
The article provides estimates of short-run and medium-run exchange rate pass-through in Russia during the period of 2000—2012 using vector error correction model. Estimates of asymmetry of exchange rate pass-through, its assessments in different sub-periods and exchange rate volatility effect...
Persistent link: https://www.econbiz.de/10011007725
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What causes exchange rate volatility? Evidence from selected EMU members and candidates for EMU membership countries
Giannellis, Nikolaos; Papadopoulos, Athanasios - Department of Economics, University of Crete - 2009
We allow for monetary, real, and financial variables to assess the relevant importance of each of the variables to exchange rate volatility in the case of selected EMU members and candidate countries. Ex-ante analysis shows that volatility in the Polish zloty/euro and the Hungarian forint/euro...
Persistent link: https://www.econbiz.de/10008476122
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Exchange Rate Pass-through in Russia
Ponomarev, Yuri; Trunin, Pavel; Uluykaev, Alexei - Gaidar Institute for Economic Policy - 2014
In 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/10010787836