Exchange Rate Volatility and Bilateral Trade Flows: An Analysis of U.S. Demand for Certain Steel Products from Canada and Mexico
This empirical study uses stochastic coefficients econometric modeling to forecast real exchange rate volatility and examine how expected and unexpected volatility affect bilateral trade flows of certain steel products between Canada, Mexico and the United States using monthly data for the seven-yea...
Main Author: | Pickard, Joseph Conlin |
---|---|
Other Authors: | Economics |
Format: | Others |
Published: |
Virginia Tech
2014
|
Subjects: | |
Online Access: | http://hdl.handle.net/10919/33702 http://scholar.lib.vt.edu/theses/available/etd-06232003-095319/ |
Similar Items
-
Does the Relative Price of Non-Traded Goods Contribute to the Short-Term Volatility in the U.S./Canada Real Exchange Rate? A Stochastic Coefficient Estimation Approach
by: Thorne, Terrill D.
Published: (2014) -
Estimating Stochastic Volatility under the Assumption of Stochastic Volatility of Volatility
by: Moawia Alghalith, et al.
Published: (2020-04-01) -
DOES EXCHANGE-RATE VOLATILITY AFFECT INTERNATIONAL TRADE FLOWS?
by: Matthew McPherson
Published: (2007-03-01) -
Have Exchange Traded Funds Influenced Commodity Market Volatility?
by: Shaen Corbet, et al.
Published: (2014-06-01) -
The Effects of Exchange Rate and Commodity Price Volatilities on Trade Volumes of Major Agricultural Commodities
by: Haque, A K Iftekharul
Published: (2012)