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On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty

✍ Scribed by Christopher F. Baum; Mustafa Caglayan


Book ID
116658960
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
193 KB
Volume
29
Category
Article
ISSN
0261-5606

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## Abstract In this paper, we investigate empirically the impact of exchange rate volatility on real international trade flows utilizing a 13‐country data set of monthly bilateral real exports for 1980–1998. We compute one‐month‐ahead exchange rate volatility from the intra‐monthly variations in th