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Exchange rate volatility and international trade: A general-equilibrium analysis
16 references·14 citing·40 second hop
Exchange rate volatility and international trade: A general-equilibrium analysis (2003)Exchange rate volatility and internationa…Income and Price Effects in Foreign Trade (2017)Income and Price Effects in F…Theory of rational option pricing (2005)Theory of rational option pri…Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation (1997)Transactions Costs and Nonlin…Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited (1997)Nonlinear Aspects of Goods-Ma…How Wide is the Border? (1995)How Wide is the Border?The Economics of Monetary Integration. (1994)The Economics of Monetary Int…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Consumption and real exchange rates in dynamic economies with non-traded goods (1993)Consumption and real exchange…International Real Business Cycles (1992)International Real Business C…Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World (1992)Dynamic Equilibrium and the R…Hyteresis in Import Prices: The Beachhead Effect (1988)Hyteresis in Import Prices: T…Exchange Rate Variability and the Slowdown in Growth of International Trade (1988)Exchange Rate Variability and…Interest rates and currency prices in a two-country world (1982)Interest rates and currency p…THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)THE VALUE OF AN OPTION TO EXC…The effect of exchange rate uncertainty on the prices and volume of international trade (1978)The effect of exchange rate u…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach (2023)Does exchange rate volatility…Asymmetric effect of exchange rate volatility on trade in sub-Saharan African countries (2020)Asymmetric effect of exchange…Can Exchange Rate Volatility Influence the Export Positively? Evidence from Turkey Under the Regime Shifts (2019)Can Exchange Rate Volatility …Reel Döviz Kurunun Dış Ticaret Üzerindeki Etkisi: Kırılgan Beşli Örneği (2018)Reel Döviz Kurunun Dış Ticare…The Effect of Exchange Rate Volatility on the Nexus of Technology Sophistication and Trade Fragmentation of ASEAN5 Exports to China (2016)The Effect of Exchange Rate V…Exchange rate volatility and UK imports from developing countries: The effect of the global financial crisis (2015)Exchange rate volatility and …UK imports, third country effect and the global financial crisis: Evidence from the asymmetric ARDL method (2014)UK imports, third country eff…Does exchange rate volatility discourage international trade? A meta-regression analysis (2011)Does exchange rate volatility…Exchange rate movements' effect on Sri Lanka‐China trade (2010)Exchange rate movements' effe…Exchange rate volatility and United Kingdom trade: evidence from Canada, Japan and New Zealand (2008)Exchange rate volatility and …What Determines Bilateral Trade Flows? (2006)What Determines Bilateral Tra…EFFECTIVE EXCHANGE RATE VOLATILITY AND MENA COUNTRIES EXPORTS TO THE EU (2006)EFFECTIVE EXCHANGE RATE VOLAT…A nonparametric measure of convergence towards purchasing power parity (2006)A nonparametric measure of co…What Determines Bilateral Trade Flows? (2005)What Determines Bilateral Tra…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Immiserizing Growth: A Geometrical Note (1958)Theory of Value (1959)Asset Prices in an Exchange Economy (1978)Trying to Explain Home Bias in Equities and Consumption (1999)The Economics of Exchange Rates (2003)Real-time price discovery in global stock, bond and foreign exchange markets (2007)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Pricing to Market when the Exchange Rate Changes (1986)Tastes and Technology in a Two-Country Model of the Business Cycle : Explaining International Co-Movements (1990)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)International Risk Sharing and the Transmission of Productivity Shocks (2008)International Liquidity and Exchange Rate Dynamics * (2015)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Testing for a Unit Root in Time Series Regression (1988)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price (2001)Testing for two-regime threshold cointegration in vector error-correction models (2002)An Intertemporal Capital Asset Pricing Model (1973)Theory of Rational Option Pricing (1973)Investment and the Valuation of Firms When There is an Option to Shut Down (1985)Changes of numéraire, changes of probability measure and option pricing (1995)Arbitrage Theory in Continuous Time (2004)Time to Build and Aggregate Fluctuations (1982)Theory ahead of business-cycle measurement (1986)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)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)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Advanced International Trade : Theory and Evidence Ed. 2 (2004)Human Capital and Regional Development * (2012)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1994Investment Under Uncertainty.9,497 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1992International Real Business Cycles1,842 cited
  • 1978THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER1,740 cited
  • 1982Interest rates and currency prices in a two-country world1,256 cited
  • 1995How Wide is the Border?1,059 cited
  • 1993Consumption and real exchange rates in dynamic economies with non-traded goods750 cited
  • 1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation750 cited
  • 2017Income and Price Effects in Foreign Trade695 cited
  • 1978The effect of exchange rate uncertainty on the prices and volume of international trade689 cited
  • 1988Exchange Rate Variability and the Slowdown in Growth of International Trade653 cited
  • 1992Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World642 cited
  • 1997Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited560 cited
  • 1988Hyteresis in Import Prices: The Beachhead Effect539 cited

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  • 1994The Economics of Monetary Integration.487 cited
  • Cited by

    • 2006What Determines Bilateral Trade Flows?54 cited
    • 2015Exchange rate volatility and UK imports from developing countries: The effect of the global financial crisis53 cited
    • 2020Asymmetric effect of exchange rate volatility on trade in sub-Saharan African countries46 cited
    • 2008Exchange rate volatility and United Kingdom trade: evidence from Canada, Japan and New Zealand30 cited
    • 2011Does exchange rate volatility discourage international trade? A meta-regression analysis30 cited
    • 2023Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach29 cited
    • 2005What Determines Bilateral Trade Flows?29 cited
    • 2006A nonparametric measure of convergence towards purchasing power parity27 cited
    • 2014UK imports, third country effect and the global financial crisis: Evidence from the asymmetric ARDL method20 cited
    • 2006EFFECTIVE EXCHANGE RATE VOLATILITY AND MENA COUNTRIES EXPORTS TO THE EU19 cited
    • 2010Exchange rate movements' effect on Sri Lanka‐China trade17 cited
    • 2018Reel Döviz Kurunun Dış Ticaret Üzerindeki Etkisi: Kırılgan Beşli Örneği16 cited
    • 2019Can Exchange Rate Volatility Influence the Export Positively? Evidence from Turkey Under the Regime Shifts15 cited
    • 2016The Effect of Exchange Rate Volatility on the Nexus of Technology Sophistication and Trade Fragmentation of ASEAN5 Exports to China15 cited