Does exchange rate volatility hinder export growth?

@article{Qian1994DoesER,
  title={Does exchange rate volatility hinder export growth?},
  author={Yingyi Qian and Panos Varangis},
  journal={Empirical Economics},
  year={1994},
  volume={19},
  pages={371-396}
}
The paper examines the impact of exchange rate volatility on trade using an ARCH-in-mean model. The advantages of this statistical approach vis-a-vis earlier approaches is that it provides more efficient coefficient estimates and avoids the problem of spurious regressions.Exchange rate volatility was found to have a negative impact on Canadian and Japanese exports to the United States and on Australian exports to the world. For Sweden, the United Kingdom and the Netherlands, the relationship… Expand
Exchange rate volatility and export growth in Nigeria
This article examines the impact of exchange rate volatility on Nigeria's exports to its most important trading-partner–the United States over the quarterly period January 1980 to April 2001. UsingExpand
The Impact of Exchange Rate Volatility on Exports in Vietnam: A Bounds Testing Approach
This paper investigates the impact of exchange rate volatility on exports in Vietnam using quarterly data from the first quarter of 2000 to the fourth quarter of 2014. The paper applies theExpand
THE REAL EXCHANGE RATE VOLATILITY AND U.S. EXPORTS: AN EMPIRICAL INVESTIGATION
This paper investigates effects of exchange rate volatility on U.S. exports, using disaggregated sectoral data on U.S. exports to its major trading partners. In this paper, we use a generalizedExpand
The Impact of Exchange Rate Volatility on Commodity Trade between the United States and Spain
In this paper we analyze the effects of the real exchange rate volatility on disaggregated sectoral data on the trade flows between the United States and Spain. This study uses monthly trade flows onExpand
The impact of exchange rate volatility on Australian trade flows
Abstract This paper analyses the impact of exchange rate volatility on Australian trade flows. ARCH models are used to generate a measure of exchange rate volatility which is then tested in a modelExpand
The Exchange Rate Volatility and the Trade Balance: Case of Uzbekistan
In transition economies, exchange rate may fluctuate quite substantially relative to major currencies, and thus, have a strong impact on country’s foreign trade dynamics. This study estimates theExpand
Estimating the Effects of Exchange Rate Volatility on Export Volumes
This paper takes a new empirical look at the long-standing question of the effect of exchange rate volatility on international trade flows by studying the case of Taiwan's exports to the UnitedExpand
EXPORT GROWTH AND VOLATILITY OF EXCHANGE RATE: A PANEL DATA ANALYSIS
The impact of exchange rate volatility on exports has long been debated in economic literature: some supporting the negative relation whereas others supporting a positive relation. In this backdrop,Expand
Does exchange rate volatility harm exports? Evidence from Mauritius
Mauritius is a small island economy, dependent on trade and highly influenced by changes in world demand and currency fluctuations. This paper empirically investigates the impact of real effectiveExpand
The Impact of Dollar-Rand Volatility on U.S. Exports to South Africa
This study investigates the effects of exchange rate volatility on the top ten categories of exports by the United States to South Africa over a 20-year period from January 1990 to December 2009. TheExpand
...
1
2
3
4
5
...

References

SHOWING 1-10 OF 54 REFERENCES
The impact of exchange-rate volatility on export growth: Some theoretical considerations and empirical results
Abstract This paper (i) examines the theoretical relationship between exchange-rate volatility and export growth and (ii) tests for the empirical impact of such volatility on real export growth of 11Expand
Exchange Rate Volatility and International Prices
We examine how exchange rate volatility affects exporter's pricing decisions in the presence of optimal forward covering. By taking account of forward covering, we are able to derive an expressionExpand
The impact of exchange rate volatility on international trade: Reduced form estimates using the GARCH-in-mean model
Abstract In this paper, we use a multivariate GARCH-in-mean model of the reduced form of multilateral exports to examine the relationship between nominal exchange rate volatility and export flows andExpand
Real Exchange Rate Volatility and U.S. Bilateral Trade: A VAR Approach
This paper uses VAR models to investigate the impact of real exchange rate volatility on U.S. bilateral imports from the United Kingdom, France, Germany, Japan and Canada. The VAR systems includeExpand
The Effect of Real Exchange Rate Uncertainty on Exports: Empirical Evidence
Unless very specific assumptions are made, theory alone cannot determine the sign of the relation between real exchange rate uncertainty and exports. On the one hand, convexity of the profit functionExpand
International trade flows under flexible exchange rates
World trade has grown rapidly since the breakdown of the Bretton Woods system of fixed exchange rates in early 1973. Although much of the nominal trade growth resulted from inflation, it is apparentExpand
Measuring and Analyzing the Effects of Short-term Volatility in Real Exchange Rates
This paper examines short-term volatility in the real effective exchange rates of industrial countries and its impact on their imports. It yields three conclusions. First, volatility has notExpand
Measuring real exchange rate instability in developing countries : empirical evidence and implications
Exchange rate policy has received renewed attention because of its prominent role in adjustment programs. Several analysts have examined the impact of real exchange rate uncertainty on theExpand
The effect of exchange rate variability on trade: The case of the West African Monetary Union's imports
Abstract The West African Monetary Union, during the period of this study, 1976–1982, comprised six countries — Benin, Burkina Faso, Coˆte d'Ivoire, Niger, Senegal, and Togo. Since their commonExpand
Exchange rate volatility and Pakistan's exports to the developed world, 1974-85
Abstract The paper attempts to estimate the impact of exchange rate uncertainty on Pakistan's exports to the developed world for 1974–85, discovering strong evidence to suggest that exports wereExpand
...
1
2
3
4
5
...