2016
DOI: 10.1016/j.econmod.2016.05.006
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Exchange rate volatility and international trade: International evidence from the MINT countries

Abstract: This paper examines the effect of exchange rate volatility on international trade activities for Mexico, Indonesia, Nigeria, and Turkey. We use volatility predicted from GARCH models for both nominal and real effective exchange rate data. To detect the long term relationship we use the autoregressive distributed lag (ARDL) bound testing approach; while for the short term effects, Granger causality models are employed. The results show that, in long term, there is no linkage between exchange rate volatility and… Show more

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Cited by 148 publications
(117 citation statements)
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“…Against this submission, Kargi () verified that in the long run, exchange rate is related to export, import and net foreign trade in Turkey, which is also confirmed by Asteriou et al . () in Mexico, Indonesia and Turkey (MINT countries).…”
Section: Literature Reviewmentioning
confidence: 99%
“…Against this submission, Kargi () verified that in the long run, exchange rate is related to export, import and net foreign trade in Turkey, which is also confirmed by Asteriou et al . () in Mexico, Indonesia and Turkey (MINT countries).…”
Section: Literature Reviewmentioning
confidence: 99%
“…Implikasi volatilitas nilai tukar dalam mempengaruhi permintaan eksport ditunjukkan dalam periode yang berbeda baik dalam jangka panjang maupun dalam jangka pendek. Hal ini sesuai dengan temuan empiris yang dilakukan oleh Asteriou, et al, (2016)…”
Section: Pendahuluanunclassified
“…While positive significant effects were found for Turkey and Hungary, the results revealed negative significant effects for South Korea, Pakistan, Poland and South Africa. Asteriou et al [13] examined the effects of exchange rate volatility on volume of trade for Mexico, Indonesia, Turkey and Nigeria. Using Autoregressive Distributive Lag (ADRL) bound testing approach, no significant relationship was found between exchange rate volatility and volume of trade (import and export) in the long-run.…”
Section: Literature Reviewmentioning
confidence: 99%