Exchange rate volatility and the United States exports: Evidence from Canada and Japan

Journal of the Japanese and International Economies

Volumn 19, Issue 1, 2005, Pages 51-71

  Choudhry, Taufiq ^a  

^a BRADFORD UNIVERSITY SCHOOL OF MANAGEMENT   (United Kingdom)

Author keywords

Cointegration; Conditional variance; Error correction; GARCH; Real exports; Volatility

Indexed keywords

EID: 13544258980     PISSN: 08891583     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jjie.2003.11.002     Document Type: Article

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