-
1
-
-
0031845707
-
Exchange rate appreciation and export competitiveness: The case of Singapore
-
Abeysinghe, Tilak, and Tan Lin Yeok. 1998. Exchange rate appreciation and export competitiveness: The case of Singapore. Applied Economics 30:51-5.
-
(1998)
Applied Economics
, vol.30
, pp. 51-55
-
-
Abeysinghe, T.1
Yeok, T.L.2
-
2
-
-
0040834807
-
The effects of exchange-rate volatility on U.S. exports: An empirical investigation
-
Arize, Augustine C. 1995. The effects of exchange-rate volatility on U.S. exports: An empirical investigation. Southern Economic Journal 62:34-43.
-
(1995)
Southern Economic Journal
, vol.62
, pp. 34-43
-
-
Arize, A.C.1
-
3
-
-
0030497395
-
Real exchange-rate volatility and trade flows: The experience of eight European economies
-
Arize, Augustine C. 1996. Real exchange-rate volatility and trade flows: The experience of eight European economies. International Review of Economics and Finance 5:187-205.
-
(1996)
International Review of Economics and Finance
, vol.5
, pp. 187-205
-
-
Arize, A.C.1
-
4
-
-
0031498163
-
Foreign trade and exchange-rate risk in the G-7 countries: Cointegration and error-correction models
-
Arize, Augustine C. 1997. Foreign trade and exchange-rate risk in the G-7 countries: Cointegration and error-correction models. Review of Financial Economics 6:95-112.
-
(1997)
Review of Financial Economics
, vol.6
, pp. 95-112
-
-
Arize, A.C.1
-
7
-
-
0001578041
-
The effects of exchange rate volatility on exports: Some new estimates
-
Asseery, Ahmed A. A., and David A. Peel. 1991. The effects of exchange rate volatility on exports: Some new estimates. Economics Letters 37:173-7.
-
(1991)
Economics Letters
, vol.37
, pp. 173-177
-
-
Asseery, A.A.A.1
Peel, D.A.2
-
8
-
-
0002500521
-
Exchange rate pass-through: The case of Korean exports of manufactures
-
Athukorala, Prema-Chandra. 1991. Exchange rate pass-through: The case of Korean exports of manufactures. Economic Letters 35:79-84.
-
(1991)
Economic Letters
, vol.35
, pp. 79-84
-
-
Athukorala, P.-C.1
-
9
-
-
0000151580
-
Pricing to market behaviour and exchange rate pass-though in Japanese exports
-
Athukorala, Prema-Chandra, and Jayant Menon. 1994. Pricing to market behaviour and exchange rate pass-though in Japanese exports. Economic Journal 104:271-81.
-
(1994)
Economic Journal
, vol.104
, pp. 271-281
-
-
Athukorala, P.-C.1
Menon, J.2
-
10
-
-
0042626627
-
Relative responsiveness of trade flows to a change in prices and exchange rate
-
Bahmani-Oskooee, Mohsen, and Orhan Kara. 2003. Relative responsiveness of trade flows to a change in prices and exchange rate. International Review of Applied Economics 17:293-308.
-
(2003)
International Review of Applied Economics
, vol.17
, pp. 293-308
-
-
Bahmani-Oskooee, M.1
Kara, O.2
-
11
-
-
0001023182
-
Modeling the coherence in short-run nominal exchange rates: A multivariate generalized ARCH approach
-
Bollerslev, Tim. 1990. Modeling the coherence in short-run nominal exchange rates: A multivariate generalized ARCH approach. Review of Economics and Statistics 72:498-505.
-
(1990)
Review of Economics and Statistics
, vol.72
, pp. 498-505
-
-
Bollerslev, T.1
-
12
-
-
34848900983
-
ARCH modeling in finance: A review of the theory and empirical evidence
-
Bollerslev, Tim, Ray Y. Chou, and Kenneth F. Kroner. 1992. ARCH modeling in finance: A review of the theory and empirical evidence. 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
-
13
-
-
0033407828
-
Exchange rate volatility and international trade
-
Broil, Udo, and Bernhard Eckwert. 1999. Exchange rate volatility and international trade. Southern Economic Journal 66: 178-85.
-
(1999)
Southern Economic Journal
, vol.66
, pp. 178-185
-
-
Broil, U.1
Eckwert, B.2
-
14
-
-
0035606124
-
Are currency depreciations effective? A panel unit root test
-
Chou, Win Lin, and Chi-Chur Chao. 2001. Are currency depreciations effective? A panel unit root test. Economics Letters 72:19-25.
-
(2001)
Economics Letters
, vol.72
, pp. 19-25
-
-
Chou, W.L.1
Chao, C.-C.2
-
15
-
-
0027708878
-
Does exchange rate volatility depress trade flows? Evidence from error-correction models
-
Chowdhury, Abdur R. 1993. Does exchange rate volatility depress trade flows? Evidence from error-correction models. Review of Economics and Statistics 75:700-6.
-
(1993)
Review of Economics and Statistics
, vol.75
, pp. 700-706
-
-
Chowdhury, A.R.1
-
16
-
-
0002222083
-
Exchange rate variability and the slowdown in growth of international trade
-
De Grauwe, Paul. 1988. Exchange rate variability and the slowdown in growth of international trade. IMF Staff Papers 35: 63-84.
-
(1988)
IMF Staff Papers
, vol.35
, pp. 63-84
-
-
De Grauwe, P.1
-
17
-
-
0035998182
-
Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroskedasticity models
-
Engle, Robert F. 2002. Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroskedasticity models. Journal of Business and Economic Statistics 20:339-50.
-
(2002)
Journal of Business and Economic Statistics
, vol.20
, pp. 339-350
-
-
Engle, R.F.1
-
18
-
-
0001264648
-
Estimating time-varying risk premia in the term structure: The ARCH-M model
-
Engle, Robert F., David M. Lilien, and Russell P. Robins. 1987. Estimating time-varying risk premia in the term structure: The ARCH-M model. Econometrica 55:391-407.
-
(1987)
Econometrica
, vol.55
, pp. 391-407
-
-
Engle, R.F.1
Lilien, D.M.2
Robins, R.P.3
-
19
-
-
0000838034
-
International trade and the forward exchange market
-
Ethier, Wilfred J. 1973. International trade and the forward exchange market. American Economic Review 63:494-503.
-
(1973)
American Economic Review
, vol.63
, pp. 494-503
-
-
Ethier, W.J.1
-
20
-
-
84967397267
-
Exchange rates, exchange risk, and Asian export revenue
-
In press
-
Fang, WenShwo, YiHao Lai, and Henry Thompson. 2006. Exchange rates, exchange risk, and Asian export revenue. International Review of Economics and Finance. In press.
-
(2006)
International Review of Economics and Finance
-
-
Fang, W.1
Lai, Y.2
Thompson, H.3
-
21
-
-
3042735350
-
Exchange rates risk and export revenue in Taiwan
-
Fang, WenShwo, and Henry Thompson. 2004. Exchange rates risk and export revenue in Taiwan. Pacific Economic Review 9:117-29.
-
(2004)
Pacific Economic Review
, vol.9
, pp. 117-129
-
-
Fang, W.1
Thompson, H.2
-
22
-
-
77957232633
-
Income and price effects in foreign trade
-
edited by R. W. Jones and P. B. Kenen. North-Holland, Amsterdam: Elsevier
-
Goldstein, Morris, and Mohsin S. Khan. 1985. Income and price effects in foreign trade. In Handbook of international economics, volume 2, edited by R. W. Jones and P. B. Kenen. North-Holland, Amsterdam: Elsevier, pp. 1041-105.
-
(1985)
Handbook of International Economics
, vol.2
, pp. 1041-1105
-
-
Goldstein, M.1
Khan, M.S.2
-
25
-
-
0000060804
-
Price competitiveness in export trade among industrial countries
-
Papers and Proceedings
-
Junz, Helen B., and Rudolf R. Rhomberg. 1973. Price competitiveness in export trade among industrial countries. American Economic Review, Papers and Proceedings 63:412-18.
-
(1973)
American Economic Review
, vol.63
, pp. 412-418
-
-
Junz, H.B.1
Rhomberg, R.R.2
-
26
-
-
3242783238
-
Why is it so difficult to find an effect of exchange rate risk on trade?
-
Klaassen, Franc. 2004. Why is it so difficult to find an effect of exchange rate risk on trade? Journal of International Money and Finance 23:817-39.
-
(2004)
Journal of International Money and Finance
, vol.23
, pp. 817-839
-
-
Klaassen, F.1
-
27
-
-
0000841538
-
The impact of exchange rate volatility on international trade: Reduced form estimates using the GARCH-in-mean model
-
Kroner, Kenneth F., and William D. Lastrapes. 1993. The impact of exchange rate volatility on international trade: Reduced form estimates using the GARCH-in-mean model. Journal of International Money and Finance 12:298-318.
-
(1993)
Journal of International Money and Finance
, vol.12
, pp. 298-318
-
-
Kroner, K.F.1
Lastrapes, W.D.2
-
29
-
-
0000899296
-
The great crash, the oil price shock, and the unit root hypothesis
-
Perron, Pierre. 1989. The great crash, the oil price shock, and the unit root hypothesis. Econometrica 57:1361-401.
-
(1989)
Econometrica
, vol.57
, pp. 1361-1401
-
-
Perron, P.1
-
30
-
-
0001561726
-
Further evidence on breaking trend functions in macroeconomic variables
-
Perron, Pierre. 1997. Further evidence on breaking trend functions in macroeconomic variables. Journal of Econometrics 80:355-85.
-
(1997)
Journal of Econometrics
, vol.80
, pp. 355-385
-
-
Perron, P.1
-
31
-
-
0000404558
-
Conditional exchange-rate volatility and the volume of international trade: Evidence from the early 1990s
-
Pozo, Susan. 1992. Conditional exchange-rate volatility and the volume of international trade: Evidence from the early 1990s. Review of Economics and Statistics 74:325-9.
-
(1992)
Review of Economics and Statistics
, vol.74
, pp. 325-329
-
-
Pozo, S.1
-
32
-
-
0001386771
-
The role of exchange rates in a popular model of international trade: Does the Marshall-Lerner condition hold?
-
Rose, Andrew. 1991. The role of exchange rates in a popular model of international trade: Does the Marshall-Lerner condition hold? Journal of International Economics 30:301-16.
-
(1991)
Journal of International Economics
, vol.30
, pp. 301-316
-
-
Rose, A.1
-
34
-
-
0035998179
-
A multivariate generalized autoregressive conditional heteroscedasticity model with time-varying correlations
-
Tse, Y. K., and Albert K. C. Tsui. 2002. A multivariate generalized autoregressive conditional heteroscedasticity model with time-varying correlations. Journal of Business and Economic Statistics 20:351-62.
-
(2002)
Journal of Business and Economic Statistics
, vol.20
, pp. 351-362
-
-
Tse, Y.K.1
Tsui, A.K.C.2
-
35
-
-
3042731683
-
Real exchange rate volatility and Sri Lanka's exports to the developed countries, 1978-96
-
Weliwita, Ananda, E. M. Ekanayake, and Hiroshi Tsujii. 1999. Real exchange rate volatility and Sri Lanka's exports to the developed countries, 1978-96. Journal of Economic Development 24:147-65.
-
(1999)
Journal of Economic Development
, vol.24
, pp. 147-165
-
-
Weliwita, A.1
Ekanayake, E.M.2
Tsujii, H.3
-
36
-
-
0000931685
-
Differential responses to price and exchange rate influences in the foreign trade of selected industrial countries
-
Wilson, John F, and Wendy E. Takacs. 1979. Differential responses to price and exchange rate influences in the foreign trade of selected industrial countries. Review of Economics and Statistics 61:267-79.
-
(1979)
Review of Economics and Statistics
, vol.61
, pp. 267-279
-
-
Wilson, J.F.1
Takacs, W.E.2
-
37
-
-
0041870754
-
Exchange rates and the trade balance: The case of Singapore 1970 to 1996
-
Wilson, Peter, and Kua Choon Tat. 2001. Exchange rates and the trade balance: The case of Singapore 1970 to 1996. Journal of Asian Economics 12:47-63.
-
(2001)
Journal of Asian Economics
, vol.12
, pp. 47-63
-
-
Wilson, P.1
Tat, K.C.2
|