The 33 references in paper Christopher F. Baum, Mustafa Caglayan, Neslihan Ozkan (2000) “Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports” / RePEc:boc:bocoec:488

1
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2
Anderson, T.G., Bollerslev, T., Diebold, F.X. and P. Labys (2001), Modeling and forecasting realized volatility, Technical report 8160, National Bureau of Economic Research, Cambridge, MA.
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3
Bacchetta,P.andE.vanWincoop(2000),Doesexchange-ratestabilityincreasetrade and welfare? American Economic Review, 90, 1093-1109.
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4
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5
Bini-Smaghi, L. (1991), Exchange rate variability and trade: Why is it so difficult to -nd any empirical relationship? Applied Economics, 23, 927-936.
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6
Bloem, Adriaan M., Dippelsman, Robert J., and Nils O. Maehle (2001), Quarterly National AccountsManual: Concepts, DataSources, andCompilation, Washington: International Monetary Fund.
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7
Clark, P.B. (1973), Uncertainty, exchange risk, and the level of international trade, Western Economic Journal, 11, 302-313.
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8
Côté, A. (1994), Exchange rate volatility and trade: A survey, Working Paper 94-5, Bank of Canada.
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9
Cushman,D. O.(1983),Theeffectsofrealexchangerateriskoninternationaltrade, Journal of International Economics, 15, 45-63.
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10
Cushman, D. O. (1986), Has exchange rate risk depressed international trade? The impact ofthird-countryexchange risk, Journalof InternationalMoney andFinance, 5, 361-379.
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11
Cushman, D. O. (1988), U.S. bilateral trade -ows and exchange risk during the -oating period, Journal of International Economics, 24, 317-330.
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12
dell-Aricia, Giovanni (1999), Exchange rate -uctuations and trade -ows: Evidence from the European Union, IMF Staff Papers, 46, 315-334.
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13
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14
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15
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16
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17
Gagnon, J. E. (1993), Exchange rate variabilityand the level of international trade, Journal of International Economics, 34, 269-287. 27
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18
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19
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20
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21
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22
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23
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24
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25
Klaassen, F. (1999), Why is it so difficult to -nd an effect of exchange rate risk on trade? Unpublished working paper, CentER.
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26
Koray,F.andW.D.Lastrapes(1989),RealexchangeratevolatilityandU.S.bilateral trade: A VAR approach,Review of Economics and Statistics, 71, 708-712.
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27
Kroner, K. and W. D. Lastrapes (1993), The impact of exchange rate volatility on international trade: Reduced form estimates using the GARCH-in-mean model, Journal of International Money and Finance, 12, 298-318.
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28
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29
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30
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31
Thursby,J.G.andM.C.Thursby(1987),Bilateraltrade-ows,theLinderhypothesis and exchange rate risk, Review of Economics and Statistics, 488-495.
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32
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33
Willett, T.D. (1986), Exchange rate volatility, international trade, and resource allocation: A perspective on recent research, Journal of International Money and Finance, Supplement,5, S101-S112. 28 12345 0510 1
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