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Real Exchange Rate Volatility And Its Effect On Trade Flows: New Evidence From South Africa
16 references·6 citing·42 second hop
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Evidence from Error- Correction Models (1993)Does Exchange Rate Volatility…Unanticipated exchange rate variability and the growth of international trade (1992)Unanticipated exchange rate v…Impulse response analysis of cointegrated systems (1992)Impulse response analysis of …The effects of exchange rate volatility on exports (1991)The effects of exchange rate …Journal of international money and finance (1991)Journal of international mone…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Exchange Rate Variability and the Slowdown in Growth of International Trade (1988)Exchange Rate Variability and…Asymmetric effect of exchange rate volatility on trade in sub-Saharan African countries (2020)Asymmetric effect of exchange…Türkiye Ekonomisinde Döviz Kuru Oynaklığının Dış Ticaret Üzerindeki Etkisinin Analizi (2019)Türkiye Ekonomisinde Döviz Ku…The effect of real exchange rate volatility on income distribution in South Africa (2019)The effect of real exchange r…The impact of exchange rate volatility on emerging market exports (2015)The impact of exchange rate v…DIŞ TİCARETİN DÖVİZ KURU DEĞİŞİMLERİNE DUYARLILIĞI: TÜRKİYE ÜZERİNE BİR İNCELEME (2015)DIŞ TİCARETİN DÖVİZ KURU DEĞİ…The relationship between the exchange rate and the trade balance in South Africa (2014)The relationship between the …The Pricing of Options and Corporate Liabilities (1973)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Econometric Analysis of Cross Section and Panel Data (2001)Oil prices and the stock prices of alternative energy companies (2007)Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)The Impact of Corporate Social Responsibility Disclosure on Financial Performance: Evidence from the GCC Islamic Banking Sector (2016)Statistical analysis of cointegration vectors (1988)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Modelling the persistence of conditional variances (1986)Exchange rates and traded goods prices (1988)The impact of exchange rate volatility on German-US trade flows (1997)Estimating the impact of exchange rate volatility on exports: evidence from Asian countries (2002)Real Exchange Rate Volatility and Economic Openness: Theory and Evidence (2002)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)On the mechanics of economic development (1988)Finance and the Sources of Growth at Various Stages of Economic Development (2003)The Theory of Economic Development (2003)Financial liberalization, financial sector development and growth: Evidence from Malaysia (2007)Financial development and economic growth: New evidence from panel data (2010)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Empirical exchange rate models of the seventies (1983)Continuous Auctions and Insider Trading (1985)Currency Fluctuations in the Post-Bretton Woods Era (1990)Time‐Varying World Market Integration (1995)Emerging Market Spreads: Then versus Now (2002)Noise Trading and Exchange Rate Regimes (2002)Generalised Impulse Response Analysis in Linear Multivariate Models (1997)An Empirical Analysis of Analysts' Target Prices: Short‐term Informativeness and Long‐term Dynamics (2003)The structure of interdependence in international stock markets (2003)Yen Bloc or Dollar Bloc? 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References

  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 2008Introductory Econometrics for Finance3,662 cited
  • 1999A quantitative reassessment of the finance–growth nexus: evidence from a multivariate VAR764 cited
  • 1988Exchange Rate Variability and the Slowdown in Growth of International Trade653 cited
  • 1993Does Exchange Rate Volatility Depress Trade Flows? Evidence from Error- Correction Models474 cited
  • 1992Impulse response analysis of cointegrated systems433 cited
  • 1991Journal of international money and finance303 cited
  • 1991The effects of exchange rate volatility on exports279 cited
  • 1994Exchange rate variability and the flow of international trade161 cited
  • 1998The Effects of Exchange Rate Volatility on U.S. Imports: An Empirical Investigation155 cited
  • 1995The Effects of Exchange-Rate Volatility on U. S. Exports: An Empirical Investigation127 cited
  • 2014African Finance Journal125 cited
  • 1992Unanticipated exchange rate variability and the growth of international trade

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54 cited
  • 2003Real Exchange Rate Volatility and Foreign Trade: Evidence From South Africa's Exports to the United States46 cited
  • Cited by

    • 2020Asymmetric effect of exchange rate volatility on trade in sub-Saharan African countries46 cited
    • 2015The impact of exchange rate volatility on emerging market exports20 cited
    • 2015DIŞ TİCARETİN DÖVİZ KURU DEĞİŞİMLERİNE DUYARLILIĞI: TÜRKİYE ÜZERİNE BİR İNCELEME19 cited
    • 2019Türkiye Ekonomisinde Döviz Kuru Oynaklığının Dış Ticaret Üzerindeki Etkisinin Analizi18 cited
    • 2014The relationship between the exchange rate and the trade balance in South Africa17 cited
    • 2019The effect of real exchange rate volatility on income distribution in South Africa16 cited