The eff ects of exchange rate uncertainty on export and import volume in Albania
We investigate the effects of exchange rate uncertainty on export (import) in the context of a vector auto regression model. We measure the uncertainty of exchange rate using the GARCH model, more precisely the conditional standard deviation of the forecast error of exchange rate. We use monthly dat...
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| Format: | Article |
| Language: | English |
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International Institute for Private Commercial and Competition Law
2018-01-01
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| Series: | European Journal of Economics, Law and Social Sciences |
| Online Access: | http://iipccl.org/wp-content/uploads/2018/01/226-232.pdf |