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Foreign trade and exchange-rate risk in the G-7 countries: Cointegration and error-correction models

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  • Arize, A. C.
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  • Arize, A. C., 1997. "Foreign trade and exchange-rate risk in the G-7 countries: Cointegration and error-correction models," Review of Financial Economics, Elsevier, vol. 6(1), pages 95-112.
    • Handle: RePEc:eee:revfin:v:6:y:1997:i:1:p:95-112
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    Cited by:

    1. David Kihangire, 2005. "The Effects Of Exchange Rate Variability On Exports: Evidence From Uganda (1988 – 2001)," International Trade 0505013, University Library of Munich, Germany.
    2. Naseeem, N.A.M & Tan, Hui & Mohd, Siti, 2010. "Exchange Rate Regime, Exchange Rate Variability and Flows of Malaysia’s Foreign Trade," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 44, pages 35-49.
    3. Nidal Rashid Sabri & Marga Peeters & Diama K. Abulaban, 2012. "The impact of exchange rate volatility on trade integration among North and South Mediterranean countries," International Journal of Business and Globalisation, Inderscience Enterprises Ltd, vol. 9(2), pages 107-121.
    4. Flam, H. & Jansson, P., 2000. "EMU Effects on International Trade and Investment," Research Paper 180, World Institute for Development Economics Research.
    5. WenShwo Fang & Stephen Miller, 2007. "Exchange rate depreciation and exports: the case of Singapore revisited," Applied Economics, Taylor & Francis Journals, vol. 39(3), pages 273-277.
    6. Fang, WenShwo & Lai, YiHao & Miller, Stephen M., 2009. "Does exchange rate risk affect exports asymmetrically? Asian evidence," Journal of International Money and Finance, Elsevier, vol. 28(2), pages 215-239, March.
    7. Amna Nazeer & Wu Jun & Khuram Shafi & Liu Yan Yan & Javed Altaf Satti, 2015. "United State’s Dollar & Economic Escalation: A Co Integration Case," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 5(1), pages 336-344, January.
    8. masron, Tajul arrifin & Mohd naseem niaz, Ahmad, 2008. "Export, Economic Integration and Exchange Rate Volatility in Turkey and Malaysia," MPRA Paper 41519, University Library of Munich, Germany.
    9. Fang, WenShwo & Lai, YiHao & Thompson, Henry, 2007. "Exchange rates, exchange risk, and Asian export revenue," International Review of Economics & Finance, Elsevier, vol. 16(2), pages 237-254.
    10. Özge Barış-Tüzemen & Samet Tüzemen, 2021. "Revisiting The Role Of Exchange Rate Volatility In Turkey’S Exports: Evidence From The Structural Var Approach," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 66(231), pages 127-150, October –.
    11. WenShwo Fang & YiHao Lai & Stephen M. Miller, 2005. "Export Promotion through Exchange Rate Policy: Exchange Rate Depreciation or Stabilization?," Working papers 2005-07, University of Connecticut, Department of Economics.
    12. Aamir Jamal & G. M. Bhat, 2023. "Disentangling the Nexus Between Exchange Rate Volatility, Exports, and FDI: Empirical Evidence from the Indian Economy," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 15(3), pages 449-472, September.
    13. Peeters, Marga & Sabri, Nidal Rachid, 2012. "International financial integration of Mediterranean economies : A bird’s-eye view," MPRA Paper 38081, University Library of Munich, Germany.
    14. Mohsen Bahmani‐Oskooee & Toan Luu Duc Huynh & Muhammad Ali Nasir, 2021. "On the asymmetric effects of exchange‐rate volatility on trade flows: Evidence from US–UK Commodity Trade," Scottish Journal of Political Economy, Scottish Economic Society, vol. 68(1), pages 51-102, February.
    15. Mohsen Bahmani-Oskooee & Huseyin Karamelikli, 2022. "Exchange Rate Volatility and Commodity Trade between U.K. and China: An Asymmetric Analysis," Chinese Economy, Taylor & Francis Journals, vol. 55(1), pages 41-65, January.

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