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The effects of exchange rate volatility on exports: Some new estimates

Assery, A. and Peel, David (1991) The effects of exchange rate volatility on exports: Some new estimates. Economics Letters, 37 (2). pp. 173-177. ISSN 0165-1765

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Abstract

Investigations of the impact of exchange rate volatility on exports have not allowed for the integrated non-stationary of the variables employed in estimation. The results reported in this note are suggestive that, in the context of an error correction framework, real exchange rate volatility has a significant impact on exports.

Item Type: Article
Journal or Publication Title: Economics Letters
Subjects: H Social Sciences > HB Economic Theory
Departments: Lancaster University Management School > Economics
ID Code: 55950
Deposited By: ep_importer_pure
Deposited On: 19 Jul 2012 16:40
Refereed?: Yes
Published?: Published
Last Modified: 09 Apr 2014 23:50
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/55950

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