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Exchange Rate Volatility and Commodity Trade between U.K. and China: An Asymmetric Analysis
16 references·2 citing·32 second hop
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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
  • 2017Do exchange rate changes improve the trade balance: An asymmetric nonlinear cointegration approach293 cited
  • 1989Exchange rate uncertainty and foreign trade282 cited
  • 1991The effects of exchange rate volatility on exports279 cited
  • 2015Nonlinear ARDL Approach and the J-Curve Phenomenon265 cited
  • 2007

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The J‐curve dynamics of Turkish bilateral trade: a cointegration approach
220 cited
  • 1993The impact of exchange rate volatility on international trade: Reduced form estimates using the GARCH-in-mean model214 cited
  • Cited by

    • 2024Revisiting ECOWAS-Eurozone exports in the light of asymmetry15 cited
    • 2024Asymmetric effects of exchange rate volatility on Turkish-German commodity trade14 cited