-
2
-
-
0001578041
-
The effects of exchange rate volatility on exports
-
Asseery, A., Peel, D.A., 1991. The effects of exchange rate volatility on exports. Economics Letters 37, 173-177
-
(1991)
Economics Letters
, vol.37
, pp. 173-177
-
-
Asseery, A.1
Peel, D.A.2
-
3
-
-
51249171253
-
Exchange rate variability and trade performance: Evidence for the big seven industrial countries
-
Bailey, M.J., Tavalas, G.S. Ulan, M., 1986. Exchange rate variability and trade performance: evidence for the big seven industrial countries. Weltwirtschaftliches Archiv 122, 466-477.
-
(1986)
Weltwirtschaftliches Archiv
, vol.122
, pp. 466-477
-
-
Bailey, M.J.1
Tavalas, G.S.2
Ulan, M.3
-
4
-
-
85005300545
-
Fluctuating exchange rates and the pricing of exports
-
Baron, D.P., 1976. Fluctuating exchange rates and the pricing of exports. Economic Enquiry 14, 425-438.
-
(1976)
Economic Enquiry
, vol.14
, pp. 425-438
-
-
Baron, D.P.1
-
5
-
-
84993867944
-
ARCH models: Properties, estimation and testing
-
Bera, A.K., Higgins, M.L., 1993. ARCH models: properties, estimation and testing. Journal of Economic Surveys 74, 305-362.
-
(1993)
Journal of Economic Surveys
, vol.74
, pp. 305-362
-
-
Bera, A.K.1
Higgins, M.L.2
-
6
-
-
0000160644
-
Exchange rate variability and trade: Why is it so difficult to find any relationship
-
Bini-Smaghi, L., 1991. Exchange rate variability and trade: why is it so difficult to find any relationship. Applied Economics 23, 927-936.
-
(1991)
Applied Economics
, vol.23
, pp. 927-936
-
-
Bini-Smaghi, L.1
-
7
-
-
42449156579
-
Generalized autoregressive conditional heteroskedasticity
-
Bollerslev, T., 1986. Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics 31, 307-327.
-
(1986)
Journal of Econometrics
, vol.31
, pp. 307-327
-
-
Bollerslev, T.1
-
8
-
-
34848900983
-
ARCH modelling in finance
-
Bollerslev, T., Chou, R.Y., Kroner, K.F., 1992. ARCH modelling in finance. Journal of Econometrics 52, 5-59.
-
(1992)
Journal of Econometrics
, vol.52
, pp. 5-59
-
-
Bollerslev, T.1
Chou, R.Y.2
Kroner, K.F.3
-
10
-
-
48749145425
-
The effects of real exchange rate risk on international trade
-
Cushman, D.O., 1983. The effects of real exchange rate risk on international trade. Journal of International Economics 15, 45-63.
-
(1983)
Journal of International Economics
, vol.15
, pp. 45-63
-
-
Cushman, D.O.1
-
11
-
-
38249029243
-
US bilateral trade flows and exchange risk during the floating period
-
Cushman, D.O., 1988. US bilateral trade flows and exchange risk during the floating period. Journal of International Economics 24, 317-30.
-
(1988)
Journal of International Economics
, vol.24
, pp. 317-330
-
-
Cushman, D.O.1
-
13
-
-
0000051984
-
Autoregressive conditional heteroskedasticity with estimates of the variance of UK inflation
-
Engle, R.F., 1982. Autoregressive conditional heteroskedasticity with estimates of the variance of UK inflation. Econometrica 504, 987-1007.
-
(1982)
Econometrica
, vol.504
, pp. 987-1007
-
-
Engle, R.F.1
-
14
-
-
0000838034
-
International trade and the forward exchange market
-
Ethier, W., 1973. International trade and the forward exchange market. American Economic Review 633, 494-503.
-
(1973)
American Economic Review
, vol.633
, pp. 494-503
-
-
Ethier, W.1
-
15
-
-
0001129394
-
Exchange rate volatility and international trading strategy
-
Franke, G., 1988. Exchange rate volatility and international trading strategy. Journal of International Money and Finance 10, 292-307.
-
(1988)
Journal of International Money and Finance
, vol.10
, pp. 292-307
-
-
Franke, G.1
-
19
-
-
0001050698
-
The effect of exchange rate uncertainty on the price and volume of international trade
-
Hooper, P., Kohlhagen, S., 1978. The effect of exchange rate uncertainty on the price and volume of international trade. Journal of international Economics 8, 483-511.
-
(1978)
Journal of International Economics
, vol.8
, pp. 483-511
-
-
Hooper, P.1
Kohlhagen, S.2
-
20
-
-
0000303039
-
Measuring and analysing the effects of short-term volatility on real exchange rates
-
Keenan, P., Rodrick, D., 1986. Measuring and analysing the effects of short-term volatility on real exchange rates. Review of Economics and Statistics Notes, 311-315.
-
(1986)
Review of Economics and Statistics Notes
, pp. 311-315
-
-
Keenan, P.1
Rodrick, D.2
-
21
-
-
0000336332
-
Real exchange rate volatility and US bilateral trade: A var approach
-
Koray, F., Lastrapes, W.D., 1989. Real exchange rate volatility and US bilateral trade: a var approach. The Review of Economics and Statistics 71, 708-712.
-
(1989)
The Review of Economics and Statistics
, vol.71
, pp. 708-712
-
-
Koray, F.1
Lastrapes, W.D.2
-
22
-
-
21144471194
-
A locally most mean powerful based score test for ARCH and GARCH regression disturbances
-
Lee, J.H.H., King, M.L., 1993. A locally most mean powerful based score test for ARCH and GARCH regression disturbances. Journal of Business and Economics Statistics 11, 11-27.
-
(1993)
Journal of Business and Economics Statistics
, vol.11
, pp. 11-27
-
-
Lee, J.H.H.1
King, M.L.2
-
23
-
-
0010899784
-
Eurocurrencies and the evolution of the international monetary system
-
Stem, C., Makin, J., Logne, D. Eds., American Enterprise Institute for Public Policy Research, Washington
-
Makin, J., 1976. Eurocurrencies and the evolution of the international monetary system. In: Stem, C., Makin, J., Logne, D. (Eds.), Eurocurrencies and the International Monetary System. American Enterprise Institute for Public Policy Research, Washington.
-
(1976)
Eurocurrencies and the International Monetary System
-
-
Makin, J.1
-
24
-
-
0000641348
-
Conditional hereroskedasticity in asset returns: A new approach
-
Nelson, D.B., 1991. Conditional hereroskedasticity in asset returns: a new approach. Econometrica.
-
(1991)
Econometrica
-
-
Nelson, D.B.1
-
25
-
-
0003668640
-
-
Investment European Finance Association, Stockholm
-
Sercu, P., Vanhulle, C., 1989. Exchange rate volatility, international trade, and international DIS. Investment European Finance Association, Stockholm.
-
(1989)
Exchange Rate Volatility, International Trade, and International DIS
-
-
Sercu, P.1
Vanhulle, C.2
-
26
-
-
0000245317
-
Bilateral trade flows, the linder hypothesis and exchange risk
-
Thursby, M.C., Thursby, J.G., 1987. Bilateral trade flows, the Linder hypothesis and exchange risk. The Review of Economics and Statistics 69, 488-95.
-
(1987)
The Review of Economics and Statistics
, vol.69
, pp. 488-495
-
-
Thursby, M.C.1
Thursby, J.G.2
-
27
-
-
0004099019
-
Threshold heteroskedastic model
-
Paris
-
Zakoian, J.-M., 1990. Threshold Heteroskedastic Model. INSEE, Paris.
-
(1990)
INSEE
-
-
Zakoian, J.-M.1
|