The 27 references in paper Christopher F. Baum, Mustafa Caglayan (2006) “On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty” / RePEc:boc:bocoec:641

1
Arize, C., Osang, T. and Slottje, D. J. (2000), ‘Exchange Rate Volatility and Foreign Trade: Evidence from thirteen LDCs’,Journal of Business Economics and Statistics18, 10–17.
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2
Bacchetta, P. and van Wincoop, E. (2000), ‘Does exchange-rate stability increase trade and welfare?’,American Economic Review90, 1093–1109.
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3
Barkoulas, J., Baum, C. F. and Caglayan, M. (2002), ‘Exchange rate effects on the volume and variability of trade flows’,Journal of International Money and Finance21, 481–496.
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4
Baron, D. P. (1976), ‘Fluctuating exchange rates and pricing of exports’,Economic Inquiry14, 425–438.
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5
Baum, C. F., Caglayan, M. and Ozkan, N. (2004), ‘Nonlinear effects of exchange rate volatility on the volume of bilateral exports’,Journal of Applied Econometrics 19, 1–23.
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6
Baum, C. F. and Wiggins, V. (2001), ‘Tests for long memory in atime series’,Stata
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7
Technical Bulletin10(57).
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8
Bloem, A. M., Dippelsman, R. J. and Maehle, N. O. (2001),Quarterly National Accounts Manual: Concepts, Data Sources, and Compilation, International Monetary Fund, Washington.
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9
Clark, P. B. (1973), ‘Uncertainty, exchange risk, and the level of international trade’, Western Economic
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10
Clark, P. B., Tamirisa, N. T., Wei, S.-J., Sadikov, A. M. and Zeng, L. (2004), A new look at exchange rate volatility and trade flows, IMF Occasional Papers 235, International Monetary Fund. Full version available at http://www.imf.org/external/np/res/exrate/2004/eng/051904.pdf. Dell’Ariccia, G. (19
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11
Engel, C. and Wang, J. (2007), International trade in durable goods: understanding volatility, cyclicality, and elastics, Globalization and Monetary Policy Institute Working Paper 03, Federal Reserve Bank of Dallas. available at http:// ideas.repec.org/p/fip/feddgw/03.html.
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12
Franke, G. (1991), ‘Exchange rate volatility and international trading strategy’,Journal of International Money and Finance10, 292–307.
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13
Frankel, J. A. and Wei, S.-J. (1993), Emerging currency blocs, NBER Working Papers 4335, National Bureau of Economic Research, Inc. 20
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14
Gagnon, J. E. (1993), ‘Exchange rate variability and the level of international trade’, Journal of International Economics34, 269–287.
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15
Grier, K. B. and Smallwood, A. D. (2007), ‘Uncertainty and export performance: Evidence from 18 countries’,Journal of Money, Credit and Banking39(4), 965– 979.
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16
Karolyi, G. (1995), ‘A multivariate GARCH model of international transmissions of stock returns and volatility: The case of the United States and Canada’,Journal of Business and Economics Statistics13, 11–25.
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17
Obstfeld, M. and Rogoff, K. (2003), Risk and exchange rates,inE. Helpman and E. Sadka, eds, ‘Contemporary Economic Policy: Essays in Honor of Assaf Razin’, Cambridge University Press, pp. 401–451.
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18
Pagan, A. R. (1984), ‘Econometric issues in the analysis of regressions with generated regressors’,International Economic Review25, 221–47.
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19
Pagan, A. R. (1986), ‘Two stage and related estimators and their applications’, Review of Economic Studies53, 517–38.
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20
Phillips, P. C. (2007), ‘Unit root log periodogram regression’,Journal of Econometrics127(1), 104–124.
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21
Rose, A. K. (2000), ‘One money, one market: The effect of common currencies on trade’,Economic Policy15, 9–45.
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22
Sauer, C. and Bohara, A. (2001), ‘Exchange Rate Volatility and Exports: Regional Differences between Developing and Industrialized countries’,Review of International Economics9, 133–152.
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23
Sercu, P. and Vanhulle, C. (1992), ‘Exchange rate volatility, international trade, and the value of exporting firm’,Journal of Banking and Finance16, 152–182.
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24
Tenreyro, S. (2003), On the trade impact of nominal exchangerate volatility, Working Papers 03-2, Federal Reserve Bank of Boston.
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25
Viaene, J. M. and de Vries, C. G. (1992), ‘International trade and exchange rate volatility’,European Economic Review36, 1311–1321.
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26
Wei, S.-J. (1999), ‘Currency hedging and goods trade’,European Economic Review 43(7), 1371–1394.
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27
Zimmermann, C. (1999), ‘International business cycles andexchange rates’,Review of International Economics7(4), 682–98. 21
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