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Original Articles

Exchange rate volatility and export performance: a cointegrated VAR approach

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Pages 851-864 | Published online: 27 Aug 2009

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Obumneke Bob Muoneke, Kingsley Ikechukwu Okere & Favour Chidinma Onuoha. (2023) Extreme exchange rate dynamics and export trade in the selected oil-exporting countries in Africa. Multiple asymmetric threshold non-linear ARDL approach. The Journal of International Trade & Economic Development 32:6, pages 854-877.
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Obsa Urgessa. (2024) Effects of real effective exchange rate volatility on export earnings in Ethiopia: Symmetric and asymmetric effect analysis. Heliyon 10:1, pages e23529.
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Aylin KOCA & Deniz SEVİNÇ. (2023) Döviz Kuru Volatilitesinin Hizmet Ticareti Üzerindeki Etkisi: EAGLE ÜlkeleriThe Impact of Exchange Rate Volatility on International Services Trade: EAGLE Countries. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 41:4, pages 630-649.
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Pål Boug, Thomas von Brasch, Ådne Cappelen, Roger Hammersland, Håvard Hungnes, Dag Kolsrud, Julia Skretting, Birger Strøm & Trond C. Vigtel. (2023) Fiscal policy, macroeconomic performance and industry structure in a small open economy. Journal of Macroeconomics 76, pages 103524.
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Mohini GuptaSakshi Varshney. (2022) Non-linear Effect of Real Exchange Rate Variability with Macroeconomic Variable on Non-Petroleum Commodities of India– US Trade. Foreign Trade Review 58:2, pages 289-328.
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Zaheer Anwer, Ashraf Khan, M. Kabir Hassan & Mamunur Rashid. (2022) Does the regional proximity lead to exchange rate spillover?. Journal of International Financial Markets, Institutions and Money 81, pages 101676.
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Rüstem YANAR & Esra MARANGOZ. (2022) Reel döviz kuru değişimlerinin firma ve sektör ihracat performasına etkisiThe effect of real exchange rates change on firm and sector export performance. Ömer Halisdemir Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 15:4, pages 898-912.
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Désiré Avom, Flora Yselle Malah Kuété & Ferdinand Owoundi. (2021) Le régime de change contribue-t-il à la diversification des exportations en Afrique ?. Revue d'économie du développement Vol. 28:2, pages 31-67.
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T. von Brasch, Å. Cappelen, H. Hungnes & T. Skjerpen. (2021) Modeling R&D spillovers to productivity: The effects of tax credits. Economic Modelling 101, pages 105545.
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James Temitope Dada. (2020) Asymmetric effect of exchange rate volatility on trade in sub-Saharan African countries. Journal of Economic and Administrative Sciences 37:2, pages 149-162.
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Shabir Mohsin Hashmi, Bisharat Hussain Chang & Muhammad Shahbaz. (2020) Asymmetric effect of exchange rate volatility on India's cross‐border trade: Evidence from global financial crisis and multiple threshold nonlinear autoregressive distributed lag model. Australian Economic Papers 60:1, pages 64-97.
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Bing Lu, Yaqi Wang & Xiaofen Tan. (2020) Exchange Rate Volatility, Heterogeneous Firms and Market Concentration. China & World Economy 28:4, pages 51-75.
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Ådne Cappelen & Torbjørn Eika. (2019) Immigration and the Dutch disease A counterfactual analysis of the Norwegian resource boom 2004-2013. Open Economies Review 31:3, pages 669-690.
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Xueyong Liu & Cheng Jiang. (2020) Multi-scale features of volatility spillover networks: A case study of China's energy stock market. Chaos: An Interdisciplinary Journal of Nonlinear Science 30:3.
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Andreas Benedictow & Roger Hammersland. (2020) A financial accelerator in the business sector of a macroeconometric model of a small open economy. Economic Systems 44:1, pages 100731.
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Chandan Sharma. (2019) Exchange rate volatility and exports from India: a commodity-level panel data analysis. Journal of Financial Economic Policy 12:1, pages 23-44.
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Chandan Sharma & Debdatta Pal. (2018) Exchange rate volatility and India's cross-border trade: A pooled mean group and nonlinear cointegration approach. Economic Modelling 74, pages 230-246.
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Florian Johannsen & Inmaculada Martínez-Zarzoso. 2017. Globalization. Globalization 285 307 .
KimByoungJoon. (2015) Mutual Spillover Effects among Trade, Stock Price, and Foreign Exchange Rates in Korea. Productivity Review 29:2, pages 3-24.
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Yijing Zhang, Anne Toppinen & Jussi Uusivuori. (2014) Internationalization of the forest products industry: A synthesis of literature and implications for future research. Forest Policy and Economics 38, pages 8-16.
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EuiDongKim. (2013) The Impacts on Performances of Manufacturing Industry by Change of Exchange Rate during 2000-2012 in Korea. The Journal of International Trade & Commerce 9:6, pages 469-494.
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Pål Boug, Ådne Cappelen & Torbjørn Eika. (2013) Exchange Rate Pass-through in a Small Open Economy: the Importance of the Distribution Sector. Open Economies Review 24:5, pages 853-879.
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MARC AUBOIN & MICHELE RUTA. (2013) The relationship between exchange rates and international trade: a literature review. World Trade Review 12:3, pages 577-605.
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Yaron Zelekha & Ohad Bar-Efrat. (2011) The link between exchange rate uncertainty and Israeli exports to the US: 2SLS and cointegration approaches. Research in Economics 65:2, pages 100-109.
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Marc Auboin & Michele Ruta. (2011) The Relationship between Exchange Rates and International Trade: A Review of Economic Literature. SSRN Electronic Journal.
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