Ekanayake, E. M.; Ledgerwood, John R.; Sabrina … - In: The International Journal of Business and Finance Research 4 (2010) 1, pp. 23-35
This paper investigates effects of exchange rate volatility on U.S. exports, using disaggregated sectoral data on U.S. exports to its major trading partners. In this paper, we use a generalized ARCH-type model (GARCH) to generate a measure of exchange rate volatility which is then tested in a...
