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Article
Exchange Rate Variability and the Flow of International Trade
Economics Letters
  • Tony Caporale, University of Dayton
  • Khosrow Doroodian, Ohio University - Main Campus
Document Type
Article
Publication Date
9-1-1994
Abstract

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.

Inclusive pages
49-54
ISBN/ISSN
0165-1765
Publisher
Elsevier
Peer Reviewed
Yes
Citation Information
Tony Caporale and Khosrow Doroodian. "Exchange Rate Variability and the Flow of International Trade" Economics Letters Vol. 46 Iss. 1 (1994)
Available at: http://works.bepress.com/tony_caporale/8/