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	Provedor de dados AgEcon (1) Autor Maradiaga, David Isaias (1) Pujula, Aude Liliana (1) Zapata, Hector O. (1) Palavra-chave Agricultural Exports (1) BRICS (1) Currency Exchange Rate (1) International Relations/Trade (1) Risk (1) Trade (1) U.S. Dollar (1) Volatility (1) Mais... Tipo do documento Presentation (1) Ano 2012 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 Primeira ... 1 ... Última Exchange Rate Volatility in BRICS Countries AgEcon Maradiaga, David Isaias; Zapata, Hector O.; Pujula, Aude Liliana. This paper measures the impact of bilateral exchange rates, the world agricultural GDP and third-country exchange rate volatilities (Yen/USD and Euro/USD) on the BRICS agricultural exports using a vector autoregressive (VAR) model. Two measures of volatility are used: the standard deviation and the coefficient of variation of the rates of change of the real exchange rates. We found that most variables are integrated of order two except the third-country exchange rate volatilities which are stationary and thus considered as exogenous in the VAR models. The causality between I(2) variables was tested using the modified Wald test introduced by Toda and Yamamoto (1995). We found that both volatilities (Yen/USD and Euro/USD) Granger cause Brazilian agricultural... Tipo: Presentation Palavras-chave: BRICS; Currency Exchange Rate; Volatility; Trade; Agricultural Exports; U.S. Dollar; Risk; International Relations/Trade. Ano: 2012 URL: http://purl.umn.edu/119726 Registros recuperados: 1 Primeira ... 1 ... Última

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