EXCHANGE-RATE VARIABILITY AND THE FLOW OF INTERNATIONAL-TRADE

被引：42

作者：

CAPORALE, T

DOROODIAN, K

机构：

[1] Department of Economics, Ohio University, Athens, OH 45701, Haning Hall

来源：

ECONOMICS LETTERS | 1994年 / 46卷 / 01期

关键词：

D O I：

10.1016/0165-1765(94)90076-0

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This study uses a GARCH (Generalized Autoregressive Conditional Heteroskedasticity) model to test if real exchange rate volatility has an adverse effect on the value of U.S. imports from Canada. We find that exchange rate uncertainty has a negative and statistically significant affect on trade flows.

引用

收藏

页码：49 / 54

页数：6

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