Home Itens selecionados Provedores de dados OAI Créditos Sobre Ajuda

			Busca avançada
	Provedor de dados 31 (1) Autor Bajpai, Siddharth (1) Mohanty, Samarendu (1) Palavra-chave International Relations/Trade (1) Research Methods/ Statistical Methods (1) Tipo do documento Conference Paper or Presentation (1) Ano 2008 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 Primeira ... 1 ... Última Impacts of Exchange Rate Volatility on the U.S. Cotton Exports 31 Bajpai, Siddharth; Mohanty, Samarendu. A structural time series approach utilizing the state space model is used to analyze the impact of exchange rate volatility on the bilateral U.S. cotton exports to major export destinations. An EGARCH (Exponential Generalized Autoregressive Conditional Heteroskedasticity) model with normal and non-normal errors is used to estimate the volatility of exchange rate. Monthly data from 1995 to 2006 is utilized for the analysis. The results indicate a negative relationship between exchange rate volatility and U.S. cotton exports for most countries. The stochastic process governing the U.S. cotton exports to different countries is found to be permanent as well as transitory. The results support the view that the impact of exchange rate volatility can be better... Tipo: Conference Paper or Presentation Palavras-chave: International Relations/Trade; Research Methods/ Statistical Methods. Ano: 2008 URL: http://purl.umn.edu/6849 Registros recuperados: 1 Primeira ... 1 ... Última

Empresa Brasileira de Pesquisa Agropecuária - Embrapa Todos os direitos reservados, conforme Lei n° 9.610 Política de Privacidade Área restrita		Embrapa Parque Estação Biológica - PqEB s/n° Brasília, DF - Brasil - CEP 70770-901 Fone: (61) 3448-4433 - Fax: (61) 3448-4890 / 3448-4891 SAC: https://www.embrapa.br/fale-conosco