Showing 1 - 10 of 300,819
rate of growth of exports in the eurozone since the start of the crisis. To that end, the authors estimate export functions … even greater in the cases of the European Union and the eurozone, where the rates of export growth have even reached …, augmented to include several measures of exchange rate volatility, for the four largest economies of the eurozone, i.e., France …
Persistent link: https://www.econbiz.de/10012120065
over-the-counter option data and analyses its impact on exports. First, risk-neutral option-implied probability density … uncertainty spillovers from the Eurozone. The resulting time series serves as a forwardlooking measure of exchange rate … to the exchange rate, the uncertainty and the directional expectations exhibit different dynamic impacts on exports …
Persistent link: https://www.econbiz.de/10011946988
In this paper we approach the impact of the exchange-rate volatility on the Romanian exports to the Euro Area. We … exchange rate volatility on the exports …
Persistent link: https://www.econbiz.de/10013110950
This paper approaches the relation between the exchange rate volatility and the Romanian exports to the Euro Area. We … model. We find a negative and weak influence of the exchange rate volatility on the exports, which could be connected with … employ monthly values of the real exports and the standard deviation of the real exchange rate in a Vector Autoregressive …
Persistent link: https://www.econbiz.de/10013096938
investment and a relationship between trade and exchange rate volatility that depend on the sign of bilateral trade balances …
Persistent link: https://www.econbiz.de/10011372974
This paper attempts to determine whether or not the introduction of the euro affected the volatility of bilateral … breaks in volatility across investigated variables, there is high heterogeneity regarding the located dates. Moreover, the … realignments in the Exchange Rate Mechanism seem to play a significant role in the reduction of volatility in some European …
Persistent link: https://www.econbiz.de/10013141096
This paper aims to quantify the impact of nominal exchange rate volatility on nominal trade flows with a particular …
Persistent link: https://www.econbiz.de/10010235255
rate of growth of exports in the eurozone since the start of the crisis. To that end, the authors estimate export functions … even greater in the cases of the European Union and the eurozone, where the rates of export growth have even reached …, augmented to include several measures of exchange rate volatility, for the four largest economies of the eurozone, i.e., France …
Persistent link: https://www.econbiz.de/10012120810
rate of growth of exports in the eurozone since the start of the crisis. To that end, they estimate export functions … even greater in the cases of the European Union and the eurozone, where the rates of export growth have even reached …, augmented to include several measures of exchange rate volatility, for the four largest economies of the eurozone, i.e., France …
Persistent link: https://www.econbiz.de/10012160887
This paper analyses the incidence and severity of sudden stops in euro area countries before and after the introduction of the ECB's asset purchase programmes. We define sudden stops as abrupt declines in private net financial inflows, i.e. total flows adjusted for EU and IMF loans and changes...
Persistent link: https://www.econbiz.de/10012643263