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Pregled bibliografske jedinice broj: 276938

Real Exchange Rate Volatility Effect on Croatian Export Variations


Cota, Boris; Erjavec, Nataša
Real Exchange Rate Volatility Effect on Croatian Export Variations // Ekonomska istraživanja, 18 (2005), 2; 70-82 (međunarodna recenzija, članak, znanstveni)


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Naslov
Real Exchange Rate Volatility Effect on Croatian Export Variations

Autori
Cota, Boris ; Erjavec, Nataša

Izvornik
Ekonomska istraživanja (1331-677X) 18 (2005), 2; 70-82

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
financial markets ; exchange rate ; fiscal policy ; monetary policy ; historic volatility ; exchange risk ; vector error-correction

Sažetak
The impact of exchange rate fluctuatins on merchandise volume has been a major issue for policymarkers and professional economists since the breakdown of the Bretton Woods system. Nowadays economists agree that exchange rates of major currencies have a high degree of volatility and uncertainty. However, they do not agree on the economic consequences of exchange rate volatility. The overall empirical evidence is ambiguous, depicting negative, positive, or an inconclusive relationship between exchange rate volatility and volume of trade. The results are sensitive to the choices of the sample period, model specification, volatility measures and countries. We analysed the long-run and the short-run relationships between merchandise export volume and its determinants namely ; foreign income, real exchange rate and volatility of real exchange rate using techniques of cointegration and error correction. It showed that the exchange rate volatility has no effect on the volume of trade in the long run.

Izvorni jezik
Engleski

Znanstvena područja
Ekonomija



POVEZANOST RADA


Projekti:
0067031

Ustanove:
Ekonomski fakultet, Zagreb

Profili:

Avatar Url Nataša Erjavec (autor)

Avatar Url Boris Cota (autor)


Citiraj ovu publikaciju

Cota, Boris; Erjavec, Nataša
Real Exchange Rate Volatility Effect on Croatian Export Variations // Ekonomska istraživanja, 18 (2005), 2; 70-82 (međunarodna recenzija, članak, znanstveni)
Cota, B. & Erjavec, N. (2005) Real Exchange Rate Volatility Effect on Croatian Export Variations. Ekonomska istraživanja, 18 (2), 70-82.
@article{article, year = {2005}, pages = {70-82}, keywords = {financial markets, exchange rate, fiscal policy, monetary policy, historic volatility, exchange risk, vector error-correction}, journal = {Ekonomska istra\v{z}ivanja}, volume = {18}, number = {2}, issn = {1331-677X}, title = {Real Exchange Rate Volatility Effect on Croatian Export Variations}, keyword = {financial markets, exchange rate, fiscal policy, monetary policy, historic volatility, exchange risk, vector error-correction} }
@article{article, year = {2005}, pages = {70-82}, keywords = {financial markets, exchange rate, fiscal policy, monetary policy, historic volatility, exchange risk, vector error-correction}, journal = {Ekonomska istra\v{z}ivanja}, volume = {18}, number = {2}, issn = {1331-677X}, title = {Real Exchange Rate Volatility Effect on Croatian Export Variations}, keyword = {financial markets, exchange rate, fiscal policy, monetary policy, historic volatility, exchange risk, vector error-correction} }

Časopis indeksira:


  • Scopus


Uključenost u ostale bibliografske baze podataka:


  • EconLit
  • SCOPUS





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