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The paper seeks to quantitatively assess the impact of exchange rate volatility on non oil export flows in Nigeria … for the US dollar volatility increased export of non oil in Nigeria by 5.2% in the year 2003. The paper recommends …. Theoretically, volatility-trade link is ambiguous, although a strand of studies reported inverse link between export flow and …
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conditional variances as proxy for volatility. Our empirical results are distinguished into export model and import model, and …) procedure was employed to investigate the impact volatility in the exchange rate market has on foreign trade in both long- and … short-term with data between 1980 and 2020. To compute volatility, it relied on the GARCH (1, 1) model which predicted the …
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