메뉴 건너뛰기




Volumn 10, Issue 3, 1999, Pages 465-474

Does exchange rate volatility deter international trade in developing countries?

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0041595359     PISSN: 10490078     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1049-0078(99)00038-X     Document Type: Article
Times cited : (56)

References (36)
  • 2
    • 77955064360 scopus 로고    scopus 로고
    • The impact of exchange rate uncertainty on export growth: Evidence from Korean data
    • Arize A.C. The impact of exchange rate uncertainty on export growth evidence from Korean data . International Economic Journal. 10:1996;49-60.
    • (1996) International Economic Journal , vol.10 , pp. 49-60
    • Arize, A.C.1
  • 3
    • 0026351003 scopus 로고
    • Exchange rate uncertainty and the trade flows of the developing countries
    • Bahmani-Oskooee M. Exchange rate uncertainty and the trade flows of the developing countries. Journal of Developing Areas. 25:1991;497-508.
    • (1991) Journal of Developing Areas , vol.25 , pp. 497-508
    • Bahmani-Oskooee, M.1
  • 5
    • 38249033084 scopus 로고
    • The impact of exchange rate volatility on export growth: Some theoretical considerations and empirical results
    • Bailey M.J., Tavlas G.S., Ulan M. The impact of exchange rate volatility on export growth some theoretical considerations and empirical results . Journal of Policy Modeling. 9:1987;225-244.
    • (1987) Journal of Policy Modeling , vol.9 , pp. 225-244
    • Bailey, M.J.1    Tavlas, G.S.2    Ulan, M.3
  • 6
    • 51249171253 scopus 로고
    • Exchange rate variability and trade performance: Evidence for the Big Seven industrial countries
    • Bailey M.J., Tavlas G.S., Ulan M. Exchange rate variability and trade performance evidence for the Big Seven industrial countries . Weltwirtschaftliches Archives. 122:1986;466-476.
    • (1986) Weltwirtschaftliches Archives , vol.122 , pp. 466-476
    • Bailey, M.J.1    Tavlas, G.S.2    Ulan, M.3
  • 10
    • 21844518126 scopus 로고
    • Exchange rate variability and the flow of international trade
    • Caporale T., Doroodian K. Exchange rate variability and the flow of international trade. Economics Letters. 46:1994;49-54.
    • (1994) Economics Letters , vol.46 , pp. 49-54
    • Caporale, T.1    Doroodian, K.2
  • 11
    • 51249163934 scopus 로고
    • Exchange rate regimes and uncertainty
    • Caporale T. Exchange rate regimes and uncertainty. Weltwirtschaftliches Archive. 131:1995;569-576.
    • (1995) Weltwirtschaftliches Archive , vol.131 , pp. 569-576
    • Caporale, T.1
  • 12
    • 0040382317 scopus 로고
    • Effects of the Hodrick-Prescott filter on trend and difference stationary time series implications for business cycle research
    • Cogley T., Nason J.M. Effects of the Hodrick-Prescott filter on trend and difference stationary time series implications for business cycle research. Journal of Economic Dynamics and Control. 19:1995;253-278.
    • (1995) Journal of Economic Dynamics and Control , vol.19 , pp. 253-278
    • Cogley, T.1    Nason, J.M.2
  • 14
    • 48749145425 scopus 로고
    • The effects of real exchange rate risk on international trade
    • Cushman D.O. The effects of real exchange rate risk on international trade. Journal of International Economics. 15:1983;45-63.
    • (1983) Journal of International Economics , vol.15 , pp. 45-63
    • Cushman, D.O.1
  • 15
    • 0000195969 scopus 로고
    • Has exchange rate risk depressed international trade? The impact of third country exchange risk
    • Cushman D.O. Has exchange rate risk depressed international trade? The impact of third country exchange risk. Journal of International Money and Finance. 5:1986;361-379.
    • (1986) Journal of International Money and Finance , vol.5 , pp. 361-379
    • Cushman, D.O.1
  • 16
    • 0002222083 scopus 로고
    • Exchange rate variability and the slowdown in growth of international trade
    • De Grauwe P. Exchange rate variability and the slowdown in growth of international trade. IMF Staff Papers. 35:1988;63-84.
    • (1988) IMF Staff Papers , vol.35 , pp. 63-84
    • De Grauwe, P.1
  • 18
    • 21144463399 scopus 로고
    • Real exchange rate volatility and international trade: A reexamination of the theory
    • Dellas H., Zilberfarb B.-Z. Real exchange rate volatility and international trade a reexamination of the theory . Southern Economic Journal. 59:1993;641-647.
    • (1993) Southern Economic Journal , vol.59 , pp. 641-647
    • Dellas, H.1    Zilberfarb, B.-Z.2
  • 19
    • 84963146757 scopus 로고
    • Modeling the persistence of conditional variances
    • Engle R.F., Bollerslev T. Modeling the persistence of conditional variances. Econometric Review. 5:1986;1-50.
    • (1986) Econometric Review , vol.5 , pp. 1-50
    • Engle, R.F.1    Bollerslev, T.2
  • 20
    • 0027756572 scopus 로고
    • Exchange rate variability and the level of international trade
    • Gagnon J. Exchange rate variability and the level of international trade. Journal of International Economics. 25:1993;269-287.
    • (1993) Journal of International Economics , vol.25 , pp. 269-287
    • Gagnon, J.1
  • 21
    • 0000592259 scopus 로고
    • The effects of exchange rate volatility on trade: Some further evidence
    • Gotur P. The effects of exchange rate volatility on trade some further evidence . IMF Staff Papers. 32:1985;475-512.
    • (1985) IMF Staff Papers , vol.32 , pp. 475-512
    • Gotur, P.1
  • 23
    • 0001050698 scopus 로고
    • The effects of floating exchange rate uncertainty on the prices and volume of international trade
    • Hooper P., Kohlhagen S.W. The effects of floating exchange rate uncertainty on the prices and volume of international trade. Journal of International Economics. 8:1978;483-511.
    • (1978) Journal of International Economics , vol.8 , pp. 483-511
    • Hooper, P.1    Kohlhagen, S.W.2
  • 24
    • 0000303039 scopus 로고
    • Measuring and analyzing the effects of short-term volatility in real exchange rates
    • Kenen P.B., Rodrik D. Measuring and analyzing the effects of short-term volatility in real exchange rates. Review of Economics and Statistics. 68:1986;311-315.
    • (1986) Review of Economics and Statistics , vol.68 , pp. 311-315
    • Kenen, P.B.1    Rodrik, D.2
  • 26
    • 0000336332 scopus 로고
    • Real exchange rate volatility and U.S. bilateral trade: A VAR approach
    • Koray F., Lastrapes W.D. Real exchange rate volatility and U.S. bilateral trade a VAR approach . Review of Economics and Statistics. 71:1989;708-712.
    • (1989) Review of Economics and Statistics , vol.71 , pp. 708-712
    • Koray, F.1    Lastrapes, W.D.2
  • 27
    • 0026278590 scopus 로고
    • Exchange rate volatility and Pakistan's exports to the developed world, 1974-85
    • Kumar R., Dhawan R. Exchange rate volatility and Pakistan's exports to the developed world, 1974-85. World Development. 19:1991;1225-1240.
    • (1991) World Development , vol.19 , pp. 1225-1240
    • Kumar, R.1    Dhawan, R.2
  • 28
    • 0001504360 scopus 로고
    • The variation of certain speculative prices
    • Mandelbrot M. The variation of certain speculative prices. Journal of Business. 39:1963;394-419.
    • (1963) Journal of Business , vol.39 , pp. 394-419
    • Mandelbrot, M.1
  • 29
    • 38149144178 scopus 로고
    • Tests of Martingale hypothesis for foreign currency with time varying volatility
    • McCurdy T.H., Morgan I.G. Tests of Martingale hypothesis for foreign currency with time varying volatility. International Journal of Forecasting. 3:1987;131-148.
    • (1987) International Journal of Forecasting , vol.3 , pp. 131-148
    • McCurdy, T.H.1    Morgan, I.G.2
  • 30
    • 0025247614 scopus 로고
    • The effect of exchange rate variability on trade: The case of the west African monetary union's imports
    • Medhora R. The effect of exchange rate variability on trade the case of the west African monetary union's imports . World Development. 18:1990;313-324.
    • (1990) World Development , vol.18 , pp. 313-324
    • Medhora, R.1
  • 31
    • 84911588406 scopus 로고
    • On unit roots and empirical modeling of exchange rates
    • Meese R.A., Singleton K.J. On unit roots and empirical modeling of exchange rates. Journal of Finance. 37:1982;1029-1035.
    • (1982) Journal of Finance , vol.37 , pp. 1029-1035
    • Meese, R.A.1    Singleton, K.J.2
  • 32
    • 0001900266 scopus 로고
    • A conditional variance model for daily deviation of an exchange rate
    • Milhoji A. A conditional variance model for daily deviation of an exchange rate. Journal of Business and Economic Statistics. 5:1987;99-103.
    • (1987) Journal of Business and Economic Statistics , vol.5 , pp. 99-103
    • Milhoji, A.1
  • 34
    • 0000404558 scopus 로고
    • Conditional exchange rate variability and the volume of international trade: Evidence from the early 1900s
    • Poso S. Conditional exchange rate variability and the volume of international trade evidence from the early 1900s . Review of Economics and Statistics. 74:1992;325-329.
    • (1992) Review of Economics and Statistics , vol.74 , pp. 325-329
    • Poso, S.1
  • 35
    • 0000245317 scopus 로고
    • Bilateral trade flows, the linder hypothesis, and exchange risk
    • Thursby M.C., Thursby J.G. Bilateral trade flows, the linder hypothesis, and exchange risk. Review of Economics and Statistics. 69:1987;488-495.
    • (1987) Review of Economics and Statistics , vol.69 , pp. 488-495
    • Thursby, M.C.1    Thursby, J.G.2
  • 36
    • 0002980380 scopus 로고
    • Univariate detrending methods with stochastic trends
    • Watson M.W. Univariate detrending methods with stochastic trends. Journal of MonetaryEconomics. 18:1986;49-76.
    • (1986) Journal of MonetaryEconomics , vol.18 , pp. 49-76
    • Watson, M.W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.