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Exchange rate volatility and India's cross-border trade: A pooled mean group and nonlinear cointegration approach
16 references·8 citing·34 second hop
Exchange rate volatility and India's cross-border trade: A pooled mean group and nonlinear cointegration approach (2018)Exchange rate volatility and India's cros…Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Modelling Asymmetric Cointegr…Testing for Granger Non-causality in Heterogeneous Panels (2012)Testing for Granger Non-causa…Testing for Granger non-causality in heterogeneous panels (2012)Testing for Granger non-causa…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Pooled Mean Group Estimation …Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Estimating long-run relationships from dynamic heterogeneous panels (1995)Estimating long-run relations…Threshold heteroskedastic models (1994)Threshold heteroskedastic mod…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Measuring and Testing the Impact of News on Volatility (1993)Measuring and Testing the Imp…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…The effect of exchange rate uncertainty on the prices and volume of international trade (1978)The effect of exchange rate u…Exchange rate volatility and manufacturing commodity exports in ASEAN-5: A symmetric and asymmetric approach (2023)Exchange rate volatility and …Effects of real effective exchange rate volatility on export earnings in Ethiopia: Symmetric and asymmetric effect analysis (2023)Effects of real effective exc…Natural resources and environmental quality: Exploring the regional variations among Chinese provinces with a novel approach (2022)Natural resources and environ…Exchange rate volatility and export in Turkey: Does the nexus vary across the type of commodity? 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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 1999Pooled Mean Group Estimation of Dynamic Heterogeneous Panels6,673 cited
  • 2012Testing for Granger non-causality in heterogeneous panels5,911 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework3,694 cited
  • 1993Measuring and Testing the Impact of News on Volatility3,692 cited
  • 1994Threshold heteroskedastic models2,294 cited
  • 2012Testing for Granger Non-causality in Heterogeneous Panels

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956 cited
  • 1978The effect of exchange rate uncertainty on the prices and volume of international trade689 cited
  • Cited by

    • 2022Natural resources and environmental quality: Exploring the regional variations among Chinese provinces with a novel approach86 cited
    • 2020Asymmetric effect of extreme changes in the exchange rate volatility on the US imports51 cited
    • 2022Effects of Real Exchange Rate Volatility on Trade: Empirical Analysis of the United States Exports to BRICS30 cited
    • 2023Exchange rate volatility and manufacturing commodity exports in ASEAN-5: A symmetric and asymmetric approach29 cited
    • 2022Exchange rate volatility and export in Turkey: Does the nexus vary across the type of commodity?28 cited
    • 2022Economic Growth, Exchange Rate and Remittance Nexus: Evidence from Africa21 cited
    • 2023Effects of real effective exchange rate volatility on export earnings in Ethiopia: Symmetric and asymmetric effect analysis20 cited
    • 2020ASYMMETRIC EFFECTS OF EXCHANGE RATE VOLATILITY ON BILATERAL TRADE BETWEEN TAIWAN AND INDONESIA16 cited