, products. -- international trade, gravity models, panel data, European Union …

This paper analyzes the effects of exchange rate volatility on exports and imports of a range of goods between Russia …; and (viii) machinery and transport equipment. Exchange rate volatility is measured using the standard deviation of the … first difference in the logarithmic daily nominal exchange rate. The paper concludes that exchange rate volatility had a …

applies recently developed panel data methods that explicitly take into account unobserved heterogeneity, specifically the …

applies recently developed panel data methods that explicitly take into account unobserved heterogeneity, specifically the …

This paper aims to quantify the impact of nominal exchange rate volatility on nominal trade flows with a particular …

A gravity model is used to assess the separate effects of exchange rate volatility and currency unions on international … trade. The panel data, bilateral observations for five years during 1970-90 covering 186 countries, includes 300 … trade, and a small negative effect of exchange rate volatility, even after controlling for a host of features, including the …

This paper analyzes the effects of exchange rate volatility on bilateral trade flows. Through use of a gravity model … and panel data from western Europe, exchange rate uncertainty is found to have a negative effect on international trade … attention is reserved for problems of simultaneous causality. The negative correlation between trade and bilateral volatility …