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Volumn 6, Issue 1, 2004, Pages

Does the risk of exchange rate fluctuation really affect international trade flows between countries?

Author keywords

[No Author keywords available]

Indexed keywords


EID: 79551682876     PISSN: None     EISSN: 15452921     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (2)

References (15)
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    • Bollerslev, T.1    Chou, R.Y.2    Kroner, K.F.3
  • 2
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    • Distribution of the estimators for autoregressive time series with a unit root
    • Dickey, D. A. and W. A. Fuller (1979) "Distribution of the estimators for autoregressive time series with a unit root" Journal of the American Statistical Association 74, 427-431.
    • (1979) Journal of the American Statistical Association , vol.74 , pp. 427-431
    • Dickey, D.A.1    Fuller, W.A.2
  • 3
    • 0000013567 scopus 로고
    • Co-integration and error correction: Representation, estimation and testing
    • Engle, R. F. and C. W. J. Granger (1987) "Co-integration and error correction: Representation, estimation and testing" Econometrica 55, 251-276.
    • (1987) Econometrica , vol.55 , pp. 251-276
    • Engle, R.F.1    Granger, C.W.J.2
  • 5
    • 0036589471 scopus 로고    scopus 로고
    • An estimate of the effect of common currencies on trade and income
    • Frankel, J. and A. Rose (2002) "An estimate of the effect of common currencies on trade and income" Quarterly Journal of Economics 117, 437-466.
    • (2002) Quarterly Journal of Economics , vol.117 , pp. 437-466
    • Frankel, J.1    Rose, A.2
  • 6
    • 0036300122 scopus 로고    scopus 로고
    • Does a currency union affect trade? The times-series evidence
    • Glick, R. and A. Rose (2002) "Does a currency union affect trade? The times-series evidence" European Economic Review 46, 1125-1151.
    • (2002) European Economic Review , vol.46 , pp. 1125-1151
    • Glick, R.1    Rose, A.2
  • 7
    • 0004272962 scopus 로고
    • Oxford, U.K: Oxford University Press
    • Hendry, D. F. (1995) Dynamic econometrics, Oxford, U.K: Oxford University Press.
    • (1995) Dynamic econometrics
    • Hendry, D.F.1
  • 8
    • 0029487939 scopus 로고
    • Exchange rate uncertainty and export performance: supply and demand effects
    • Holly, S. (1995) "Exchange rate uncertainty and export performance: supply and demand effects" Scottish Journal of Political Economy 42, 381-391.
    • (1995) Scottish Journal of Political Economy , vol.42 , pp. 381-391
    • Holly, S.1
  • 10
    • 0032921513 scopus 로고    scopus 로고
    • The impact of exchange rate volatility of international trade flows
    • McKenzie, M. D. (1999) "The impact of exchange rate volatility of international trade flows" Journal of Economic Survey 13, 71-106.
    • (1999) Journal of Economic Survey , vol.13 , pp. 71-106
    • McKenzie, M.D.1
  • 11
    • 0000706085 scopus 로고
    • A simple positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
    • Newey, W. K. and K. D. West (1987) "A simple positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix" Econometrica 55, 703-708.
    • (1987) Econometrica , vol.55 , pp. 703-708
    • Newey, W.K.1    West, K.D.2
  • 12
    • 0001447776 scopus 로고
    • Econometric issues in the analysis of regressions with generated regressors
    • Pagan, A. R. (1984) "Econometric issues in the analysis of regressions with generated regressors" International Economic Review 25, 221-247
    • (1984) International Economic Review , vol.25 , pp. 221-247
    • Pagan, A.R.1
  • 14
    • 38249000331 scopus 로고
    • A utility based comparison of some models of exchange rate volatility
    • West, K. D., H. J. Edison and D. Cho (1993) "A utility based comparison of some models of exchange rate volatility" Journal of International Economics 35, 23-45.
    • (1993) Journal of International Economics , vol.35 , pp. 23-45
    • West, K.D.1    Edison, H.J.2    Cho, D.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.