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EFFECTIVE EXCHANGE RATE VOLATILITY AND MENA COUNTRIES EXPORTS TO THE EU
16 references·0 citing·38 second hop
EFFECTIVE EXCHANGE RATE VOLATILITY AND MENA COUNTRIES EXPORTS TO THE EU (2006)EFFECTIVE EXCHANGE RATE VOLATILITY AND ME…Income and Price Effects in Foreign Trade (2017)Income and Price Effects in F…International Trade and the Forward Exchange Market (2016)International Trade and the F…A New Look at Exchange Rate Volatility and Trade Flows (2004)A New Look at Exchange Rate V…GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics (2001)GARCH 101: The Use of ARCH/GA…Exchange rate misalignment : concepts and measurement for developing countries (1999)Exchange rate misalignment : …Does Exchange Rate Volatility Depress Trade Flows? Evidence from Error- Correction Models (1993)Does Exchange Rate Volatility…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Real exchange rates, devaluation, and adjustment: exchange rate policy in developing countries (1990)Real exchange rates, devaluat…Stochastic Optimal Control (1989)Stochastic Optimal ControlU.S. bilateral trade flows and exchange risk during the floating period (1988)U.S. bilateral trade flows an…The econometric analysis of models with risk terms (1988)The econometric analysis of m…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Modeling The persistence Of Conditional Variances: A Comment (1986)Modeling The persistence Of C…The effects of real exchange rate risk on international trade (1983)The effects of real exchange …Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…UNCERTAINTY, EXCHANGE RISK, AND THE LEVEL OF INTERNATIONAL TRADE (1973)UNCERTAINTY, EXCHANGE RISK, A…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small and in the Large (1976)The effect of exchange rate uncertainty on the prices and volume of international trade (1978)Exchange rate volatility and international trading strategy (1991)Does Exchange-Rate Stability Increase Trade and Welfare? (2000)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Nonparametric exchange rate prediction? (1990)Augmented GARCH (p,q) process and its diffusion limit (1997)International asset allocation under regime switching, skew, and kurtosis preferences (2008)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)The Impact of Exchange Rate Uncertainty on the Level of Investment (1999)The Role of the Exchange Rate in Economic Growth: A Euro-Zone Perspective (2010)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)New frontiers for arch models (2002)Forecasting stock markets using wavelet transforms and recurrent neural networks: An integrated system based on artificial bee colony algorithm (2010)Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR (2012)Optimum consumption and portfolio rules in a continuous-time model (1971)Public Investment, the Rate of Return, and Optimal Fiscal Policy. (1971)A theory of rolling horizon decision making (1991)The strategic bombing of German cities during World War II and its impact on city growth (2004)Arbitrage and duality in nondominated discrete-time models (2015)The role of exchange rates in a popular model of international trade (1991)An area-wide model for the euro area (2004)Exchange rate volatility and trade flows: a review article (2007)Econometric Analysis of Cross Section and Panel Data (2001)Currency Crises and Collapses (1995)Understanding Patterns of Economic Growth: Searching for Hills among Plateaus, Mountains, and Plains (2000)Can leading indicators assess country vulnerability? Evidence from the 2008–09 global financial crisis (2011)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 2001GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics1,224 cited
  • 2017Income and Price Effects in Foreign Trade695 cited
  • 1990Real exchange rates, devaluation, and adjustment: exchange rate policy in developing countries581 cited
  • 1993Does Exchange Rate Volatility Depress Trade Flows? Evidence from Error- Correction Models474 cited
  • 1986Modeling The persistence Of Conditional Variances: A Comment437 cited
  • 1983The effects of real exchange rate risk on international trade413 cited
  • 1989Stochastic Optimal Control386 cited
  • 1999Exchange rate misalignment : concepts and measurement for developing countries344 cited
  • 1988The econometric analysis of models with risk terms343 cited
  • 2016International Trade and the Forward Exchange Market336 cited
  • 1973UNCERTAINTY, EXCHANGE RISK, AND THE LEVEL OF INTERNATIONAL TRADE313 cited
  • 2004A New Look at Exchange Rate Volatility and Trade Flows

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281 cited
  • 1988U.S. bilateral trade flows and exchange risk during the floating period200 cited
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