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Exchange rate effects on the volume and variability of tade flows

Barkoulas, John T.; Baum, Christopher F.; Caglayan, Mustafa - In: Journal of international money and finance 21 (2002) 4, pp. 481-496

Persistent link: https://www.econbiz.de/10001676622

Persistent dependence in foreign exchange rates? : A reexamination

Barkoulas, John T.; Baum, Christopher F.; Caglayan, Mustafa - In: Global financial markets : issues and strategies, (pp. 153-164). 2004

Persistent link: https://www.econbiz.de/10002569538

Exchange Rate Uncertainty and Firm Profitability

Baum, Christopher F.; Caglayan, Mustafa O.; Barkoulas, … - 2001

This paper investigates the effects of permanent and transitory components of the exchange rate on firms' profitability under imperfect information. Utilizing a signal extraction framework, we show that the variances of these components of the exchange rate process will have indeterminate...

Persistent link: https://www.econbiz.de/10014130619

Nonlinear effects of exchange rate volatility on the volume of bilateral exports

Baum, Christopher F.; Caglayan, Mustafa; Ozkan, Neslihan - In: Journal of applied econometrics 19 (2004) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10001924617

Credit rating agency announcements and the eurozone sovereign debt crisis

Baum, Christopher F.; Karpava, Margarita; Schäfer, Dorothea - 2013

This paper studies the impact of credit rating agency (CRA) announcements on the value of the Euro and the yields of French, Italian, German and Spanish long-term sovereign bonds during the culmination of the Eurozone debt crisis in 2011-2012. The employed GARCH models show that CRA downgrade...

Persistent link: https://www.econbiz.de/10010206145