Effects of Exchange Rate Volatility on Poland´s Trade Flows

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F13%3A%230002255" target="_blank" >RIV/47813059:19520/13:#0002255 - isvavai.cz</a>
Result on the web
<a href="https://mme2013.vspj.cz/about-conference/conference-proceedings" target="_blank" >https://mme2013.vspj.cz/about-conference/conference-proceedings</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Effects of Exchange Rate Volatility on Poland´s Trade Flows
Original language description
The aim of the paper is to investigate the impact of exchange rate volatility on bilateral trade flows between Poland and its major trading partners. It is expected that increased exchange rate volatility increases the risk of exporters and reduces foreign trade. For this purpose we employ extended trade gravity model approach. In the basic form of the gravity equation, trade volume between a pair of countries is modeled as an increasing function of their sizes (GDP) and decreasing function of the distance between the two countries. Additional factors included in extended model are population, dummies for common border, membership in EU and EMU and proxy for exchange rate volatility. The measure of exchange rate volatility is estimated by standard deviation. This paper explores relatioship between trade and exchange rate uncertainty using quarterly data over the period 1997:1 - 2012:2. In order to obtain objective results, we use panel data regression with 19 trading partners. Based on
Czech name
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Czech description
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Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 31st International Conference Mathematical Methods in Economics 2013
ISBN
978-80-87035-76-4
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
909-914
Publisher name
College of Polytechnics Jihlava
Place of publication
Jihlava
Event location
Jihlava
Event date
Sep 11, 2013
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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