This paper examines the effect of exchange rate volatility on international trade volumes for
Mexico, Indonesia, Nigeria, and Turkey. We use volatility predicted from GARCH models for …

This study uses a GARCH (Generalized Autoregressive Conditional Heteroskedasticity)
model to test if real exchange rate volatility has an adverse effect on the value of US imports …

The effect of exchange rate volatility on trade is a controversial issue in international
economics. Despite a widespread view that an increase in exchange rates volatility reduces …

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 …

This paper reviews the literature dealing with the effects of exchange rate volatility on trade.
The overall evidence is best characterized as mixed as the results are sensitive to the …

In this paper, we study a sample of twelve African countries to examine the impact of the real
exchange-rate volatility on their trade flows. In order to distinguish the distinct impact of the …

The effect of exchange rate volatility on trade flows was examined by a 1984 IMF study on G-
7 countries. Over the past two decades, many developments in the world economy, such as …

This paper analyses the effect of exchange rate volatility on Germany-US bilateral trade
flows for the period 1973: 4–1992: 9. ARCH models are used to generate a measure of …

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 …

ABSTRACT A glance through the literature on the effects of exchange rate uncertainty on the
trade flows reveals that African countries have received the least attention. We consider the …