Exchange rate volatility and India's cross-border trade: A pooled mean group and nonlinear cointegration approach
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DOI: 10.1016/j.econmod.2018.05.016
Abstract: This paper offers first-hand commodity-level evidence regarding the effects of exchange rate volatility on India's cross-border trade with the U.S., Germany, Japan, and China. We used autoregressive conditional heteroscedasticity based models to estimate the volatility… read more here.
Keywords: volatility india; rate volatility; exchange; exchange rate ... See more keywords