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Real effects of exchange rate volatility

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  • Neumann, Manfred

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  • Neumann, Manfred, 1995. "Real effects of exchange rate volatility," Journal of International Money and Finance, Elsevier, vol. 14(3), pages 417-426, June.
    • Handle: RePEc:eee:jimfin:v:14:y:1995:i:3:p:417-426
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    1. repec:bla:scandj:v:78:y:1976:i:2:p:200-224 is not listed on IDEAS
    2. Sinn, Hans-Werner, 1989. "Expected utility and the Siegel paradox," Munich Reprints in Economics 19849, University of Munich, Department of Economics.
    3. Kugler, Peter & Lenz, Carlos, 1993. "Multivariate Cointegration Analysis and the Long-Run Validity of PPP," The Review of Economics and Statistics, MIT Press, vol. 75(1), pages 180-184, February.
    4. Peree, Eric & Steinherr, Alfred, 1989. "Exchange rate uncertainty and foreign trade," European Economic Review, Elsevier, vol. 33(6), pages 1241-1264, July.
    5. repec:bla:scandj:v:91:y:1989:i:2:p:401-32 is not listed on IDEAS
    6. Devereux, Michael B. & Shi, Shouyong, 1991. "Capital accumulation and the current account in a two-country model," Journal of International Economics, Elsevier, vol. 30(1-2), pages 1-25, February.
    7. Canarellsal, Giorgio & Pollard, Stephen K. & Lai, Kon S., 1990. "Cointegration between exchange rates and relative prices: another view," European Economic Review, Elsevier, vol. 34(7), pages 1303-1322, November.
    8. Hooper, Peter & Kohlhagen, Steven W., 1978. "The effect of exchange rate uncertainty on the prices and volume of international trade," Journal of International Economics, Elsevier, vol. 8(4), pages 483-511, November.
    9. Rudiger Dornbusch, 1980. "Exchange Rate Economics: Where Do We Stand?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 11(1, Tenth ), pages 143-206.
    10. Merton, Robert C, 1969. "Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case," The Review of Economics and Statistics, MIT Press, vol. 51(3), pages 247-257, August.
    11. Fraga, Arminio, 1986. "Price uncertainty and the exchange-rate risk premium," Journal of International Economics, Elsevier, vol. 20(1-2), pages 179-185, February.
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    Cited by:

    1. Ahn, Eun S. & Lee, Jin Man, 2012. "The Performance Of Nonlinearity Tests On Asymmetric Nonlinear Time Series," The Journal of Economic Asymmetries, Elsevier, vol. 9(2), pages 11-44.
    2. Mehmet Nihat Solakoglu & Ebru Guven Solakoglu & Tunc Demirağ, 2008. "Exchange rate volatility and exports: a firm-level analysis," Applied Economics, Taylor & Francis Journals, vol. 40(7), pages 921-929.
    3. Shelley, Gary & Wallace, Frederick, 2007. "Co-movements in international dollar price levels," MPRA Paper 4133, University Library of Munich, Germany.

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