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On the asymmetric effects of exchange‐rate volatility on trade flows: Evidence from US–UK Commodity Trade
16 references·5 citing·32 second hop
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this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework3,694 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
  • 1993Does Exchange Rate Volatility Depress Trade Flows? Evidence from Error- Correction Models474 cited
  • 1987Bilateral Trade Flows, the Linder Hypothesis, and Exchange Risk453 cited
  • 1986Measuring and Analyzing the Effects of Short-Term Volatility in Real Exchange Rates442 cited
  • 2007Exchange rate volatility and trade flows: a review article372 cited
  • 1986Determinants of international trade flows366 cited
  • 2006On the trade impact of nominal exchange rate volatility314 cited
  • 2007Exchange Rate Pass-Through to Trade Prices: The Role of Non-Linearities and Asymmetries307 cited
  • 2017Do exchange rate changes improve the trade balance: An asymmetric nonlinear cointegration approach293 cited
  • 1989Exchange rate uncertainty and foreign trade282 cited

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1991
The effects of exchange rate volatility on exports
279 cited
  • 2015Nonlinear ARDL Approach and the J-Curve Phenomenon265 cited
  • Cited by

    • 2020Asymmetric correlation and hedging effectiveness of gold & cryptocurrencies: From pre-industrial to the 4th industrial revolution✰92 cited
    • 2022The Volatility of Rupiah Exchange Rate Impact on Main Commodity Exports to the OIC Member States20 cited
    • 2024Asymmetric effects of exchange rate volatility on Turkish-German commodity trade14 cited
    • 2022Is there J‐curve effect in the US Service Trade? Evidence from asymmetric analysis12 cited
    • 2022An asymmetric impact analysis of the exchange rate volatility on commodity trade between the U.S. and China10 cited