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Export Promotion through Exchange Rate Changes: Exchange Rate Depreciation or Stabilization?
16 references·0 citing·34 second hop
Export Promotion through Exchange Rate Changes: Exchange Rate Depreciation or Stabilization? (2006)Export Promotion through Exchange Rate Ch…International Trade and the Forward Exchange Market (2016)International Trade and the F…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…Analysis of Financial Time Series (2002)Analysis of Financial Time Se…A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations (2002)A Multivariate Generalized Au…Further evidence on breaking trend functions in macroeconomic variables (1997)Further evidence on breaking …The impact of exchange rate volatility on international trade: Reduced form estimates using the GARCH-in-mean model (1993)The impact of exchange rate v…Does Exchange Rate Volatility Depress Trade Flows? Evidence from Error- Correction Models (1993)Does Exchange Rate Volatility…ARCH modeling in finance (1992)ARCH modeling in financeThe role of exchange rates in a popular model of international trade (1991)The role of exchange rates in…The effects of exchange rate volatility on exports (1991)The effects of exchange rate …Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Modelling the Coherence in Sh…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Exchange Rate Variability and the Slowdown in Growth of International Trade (1988)Exchange Rate Variability and…Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987)Estimating Time Varying Risk …Chapter 20 Income and price effects in foreign trade (1985)Chapter 20 Income and price e…An investigation of risk and return in forward foreign exchange (1984)An investigation of risk and …The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure (1979)Stock Returns and the Term Structure (1985)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Threshold heteroskedastic models (1994)The variation of certain speculative prices (1997)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)The Impact of Exchange Rate Uncertainty on the Level of Investment (1999)Exchange rate volatility and trade flows: a review article (2007)The Role of the Exchange Rate in Economic Growth: A Euro-Zone Perspective (2010)A Capital Asset Pricing Model with Time-Varying Covariances (1988)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Nonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)Testing for a Unit Root in Time Series Regression (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Yen Bloc or Dollar Bloc? Exchange Rate Policies of the East Asian Economies (1994)Exchange-Rate Volatility and Foreign Trade: Evidence From Thirteen LDC's (2000)Modeling and Forecasting Realized Volatility (2001)The Copula-GARCH model of conditional dependencies: An international stock market application (2006)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Multivariate Stochastic Volatility: A Review (2006)Metal volatility in presence of oil and interest rate shocks (2007)Modelling Nonlinear Economic Time Series (2010)
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References

  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 2002Dynamic Conditional Correlation7,126 cited
  • 1992ARCH modeling in finance4,288 cited
  • 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
  • 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model2,469 cited
  • 1997Further evidence on breaking trend functions in macroeconomic variables2,035 cited
  • 2002A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations1,198 cited
  • 2002Analysis of Financial Time Series902 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
  • 1985Chapter 20 Income and price effects in foreign trade421 cited
  • 2016International Trade and the Forward Exchange Market336 cited
  • 1984An investigation of risk and return in forward foreign exchange322 cited
  • 1991The role of exchange rates in a popular model of international trade291 cited
  • 1991The effects of exchange rate volatility on exports

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279 cited
  • 1993The impact of exchange rate volatility on international trade: Reduced form estimates using the GARCH-in-mean model214 cited
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