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Trade reform, uncertainty, and export promotion: Mexico 1982-88
16 references·2 citing·33 second hop
Trade reform, uncertainty, and export promotion: Mexico 1982-88 (1995)Trade reform, uncertainty, and export pro…Income and Price Effects in Foreign Trade (2017)Income and Price Effects in F…Spurious Regression in Econometrics (2010)Spurious Regression in Econom…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Modeling and pricing long memory in stock market volatility (1996)Modeling and pricing long mem…Prediction in dynamic models with time-dependent conditional variances (1992)Prediction in dynamic models …Bivariate garch estimation of the optimal commodity futures Hedge (1991)Bivariate garch estimation of…Real Exchange Rate Volatility and U.S. Bilateral Trade: A Var Approach (1989)Real Exchange Rate Volatility…U.S. bilateral trade flows and exchange risk during the floating period (1988)U.S. bilateral trade flows an…A Capital Asset Pricing Model with Time-Varying Covariances (1988)A Capital Asset Pricing Model…Bilateral Trade Flows, the Linder Hypothesis, and Exchange Risk (1987)Bilateral Trade Flows, the Li…Measuring and Analyzing the Effects of Short-Term Volatility in Real Exchange Rates (1986)Measuring and Analyzing the E…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…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…The effect of exchange rate uncertainty on the prices and volume of international trade (1978)The effect of exchange rate u…On the theory of the competitive firm under price uncertainty (1971)On the theory of the competit…Comparative advantage and trade intensity: are traditional endowments destiny? (2007)Comparative advantage and tra…Mexican investment after the Tequila crisis: basic economics, “confidence” effects or market imperfections? (2003)Mexican investment after the …Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Testing for unit roots in heterogeneous panels (2003)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)A simple panel unit root test in the presence of cross‐section dependence (2007)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)Time Series Analysis: Forecasting and Control (1977)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)A test for constant correlations in a multivariate GARCH model (2000)Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH (2015)Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin (2019)The Pricing of Options and Corporate Liabilities (1973)5 Stochastic volatility (1996)Forecasting Volatility in Financial Markets: A Review (2003)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Stochastic specification of production functions and economic implications (1978)Cash Crop Production, Food Price Volatility, and Rural Market Integration in the Third World (1992)Rising Food Prices, Food Price Volatility, and Social Unrest (2014)Time-varying risk aversion and unexpected inflation (2003)Fertility and women's employment reconsidered: A macro-level time-series analysis for developed countries, 1960–2000 (2004)Party Influence in Congress (2007)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)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Real Exchange Rate Risk, Expectations, and the Level of Direct Investment (1985)Exchange rates and traded goods prices (1988)Exchange-Rate Volatility and Foreign Trade: Evidence From Thirteen LDC's (2000)
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References

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  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1988A Capital Asset Pricing Model with Time-Varying Covariances3,145 cited
  • 1971On the theory of the competitive firm under price uncertainty1,450 cited
  • 1996Modeling and pricing long memory in stock market volatility1,208 cited
  • 1991Bivariate garch estimation of the optimal commodity futures Hedge729 cited
  • 2010Spurious Regression in Econometrics705 cited
  • 2017Income and Price Effects in Foreign Trade695 cited
  • 1978The effect of exchange rate uncertainty on the prices and volume of international trade689 cited
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  • 1986Measuring and Analyzing the Effects of Short-Term Volatility in Real Exchange Rates442 cited
  • 1983The effects of real exchange rate risk on international trade413 cited
  • 1992Prediction in dynamic models with time-dependent conditional variances280 cited
  • 1989Real Exchange Rate Volatility and U.S. Bilateral Trade: A Var Approach

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

    • 2007Comparative advantage and trade intensity: are traditional endowments destiny?25 cited
    • 2003Mexican investment after the Tequila crisis: basic economics, “confidence” effects or market imperfections?15 cited