The long-run and short-run effects of exchange-rate volatility on exports: The case of Australia and New Zealand

A. Arize and J. Malindretos

Journal of Economics and Finance, 1998, vol. 22, issue 2, 43-56

Abstract: In this paper we obtain and interpret estimates of the short- and long-run influence of exchange-rate volatility (or risk) on the volume of trade of two Pacific-Basin Countries, Australia and New Zealand, in the generalized floating exchange-rate period. For each country, a unique, theoretically consistent long-run function is estimated, as well as a short-run dynamic demand function that is formally superior to a number of previous estimates. Copyright Springer 1998

Date: 1998
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DOI: 10.1007/BF02771475

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