Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/70212
Authors: 
Verheyen, Florian
Year of Publication: 
2011
Series/Report no.: 
Discussion Papers, Center for European Governance and Economic Development Research 121
Abstract: 
The financial crisis and the debt crisis in Europe lead to pronounced swings of the $/€-exchange rate. The influence of this exchange rate uncertainty on exports is neither theoretically nor empirically unambiguous. Therefore, this investigation tries to find out what effect exchange rate volatility has got on exports from eleven euro zone countries to the US. Our results suggest that if exchange rate volatility exerts a significant influence on exports, it is typically negative. Furthermore, exports of SITC categories 6 and 7 seem to be affected negatively most often.
Subjects: 
bilateral exports
euro zone countries
exchange rate variability
ARDL bounds testing approach
JEL: 
C22
F14
F49
Document Type: 
Working Paper

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