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Disentangling the exchange rate risk, sectoral export flows and financial development nexus

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  • Anmar Pretorius
  • Heinrich Nel

Abstract

This paper examines the differential responses of various emerging market export sectors to exchange rate risk. This paper finds origin in initial theoretical posits of Ethier (1973) and Clark (1973) which both contend that exchange rate risk has a negative impact on the export flows of international trade participants who are assumed to be inherently […]

Suggested Citation

  • Anmar Pretorius & Heinrich Nel, 2018. "Disentangling the exchange rate risk, sectoral export flows and financial development nexus," Working Papers 733, Economic Research Southern Africa.
    • Handle: RePEc:rza:wpaper:733
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    References listed on IDEAS

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    More about this item

    Keywords

    econometric modelling; emerging markets; Other Macroeconomic Variables; Panel data;
    All these keywords.

    JEL classification:

    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
    • F14 - International Economics - - Trade - - - Empirical Studies of Trade
    • F31 - International Economics - - International Finance - - - Foreign Exchange

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