Impact of exchange rate volatility on commodity trade between U.S. and China: is there a third country effect

2010 ◽  
Vol 36 (3) ◽  
pp. 555-586 ◽  
Author(s):  
Mohsen Bahmani-Oskooee ◽  
Jia Xu
Keyword(s):  
Exchange Rate ◽  
Exchange Rate Volatility ◽  
Commodity Trade ◽  
Country Effect

Examining the Asymmetric Effects of Third-Country Exchange Rate Volatility on Pakistan–China Commodity Trade

2021 ◽  
pp. 2150008
Author(s):  
Ahmed Usman ◽  
Nicholas Apergis ◽  
Sofia Anwar
Keyword(s):  
Exchange Rate ◽  
Nonlinear Models ◽  
Exchange Rate Volatility ◽  
Annual Data ◽  
Commodity Trade ◽  
Asymmetric Effects ◽  
The Third ◽  
Asymmetric Impact ◽  
The Empirical Analysis ◽  
Country Effect

Keeping in view the idea of the third-country effect by Cushman, the analysis attempts to capture the asymmetric impact of third-country exchange rate volatility on Pakistan–China commodity trade. The empirical analysis is based on the annual data for 14 industries that export from Pakistan to China and 34 industries that import to Pakistan from China. The findings of the study confirm that nonlinear models generate more significant results both in the short and long runs. Moreover, the empirical findings suggest that the asymmetric assumption alone is not enough, and instead, we should use it along with the third economy effect.

Exchange-rate volatility and commodity trade between the E.U. and Egypt: evidence from 59 industries

Empirica ◽  
2014 ◽  
Vol 42 (1) ◽  
pp. 109-129 ◽  
Author(s):  
Mohsen Bahmani-Oskooee ◽  
Scott W. Hegerty ◽  
Amr Hosny
Keyword(s):  
Exchange Rate ◽  
Exchange Rate Volatility ◽  
Commodity Trade

Exchange-rate volatility and commodity trade between the USA and Indonesia

2014 ◽  
Vol 49 (1) ◽  
pp. 78-102
Author(s):  
Mohsen Bahmani-Oskooee ◽  
Hanafiah Harvey ◽  
Scott W. Hegerty
Keyword(s):  
Exchange Rate ◽  
Exchange Rate Volatility ◽  
Commodity Trade ◽  
The Usa

Exchange rate volatility and Japan–U.S. commodity trade: An asymmetry analysis

World Economy ◽  
2019 ◽  
Vol 42 (11) ◽  
pp. 3287-3318
Author(s):  
Mohsen Bahmani‐Oskooee ◽  
Huseyin Karamelikli
Keyword(s):  
Exchange Rate ◽  
Exchange Rate Volatility ◽  
Commodity Trade ◽  
Asymmetry Analysis

Exchange rate volatility and US commodity trade with the rest of the world

2010 ◽  
Vol 24 (5) ◽  
pp. 511-532 ◽  
Author(s):  
Mohsen Bahmani‐Oskooee ◽  
Zohre Ardalani ◽  
Marzieh Bolhasani
Keyword(s):  
Exchange Rate ◽  
Exchange Rate Volatility ◽  
Commodity Trade ◽  
The World
Sign in / Sign up

Export Citation Format

Share Document