Publications

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

A. Assery
D Peel

Publication date 1991
Original language English

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.

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