Journal Article


John Cotter
Donal Bredin



c32 time series analysis volatility exports foreign exchange f31 real nominal effects exchange rate volatility

Real & nominal foreign exchange volatility effects on exports – the importance of timing (2009)

Abstract This paper compares real and nominal foreign exchangevolatility effects on exports. Using a flexible lag version of theGoldstein-Khan two-country imperfect substitutes model forbilateral trade, we identify the overall effect into both a timingas well as a size impact. We find that the size impact offorecasted foreign exchange volatility does not vary accordingto the measure used in terms of magnitude and direction.However, there are very different timing effects, when wecompare real and nominal foreign exchange rate volatility.
Collections Ireland -> University College Dublin -> Business Research Collection
Ireland -> University College Dublin -> School of Business
Ireland -> University College Dublin -> College of Business

Full list of authors on original publication

John Cotter, Donal Bredin

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John Cotter
University College Dublin
Total Publications: 93