Exchange Rate Volatility and Trade Flows in Small Open Economies - Selmi, Refk
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This book attempts to effectively investigate the connection between exchange rate volatility and trade flows in small open economies among several econometric methods, while trying to highlight the complexity of this relationship. We also evaluate whether these results change substantially in terms of sign and magnitude when subtracting energy's share or when accounting for the current economic crisis. The obtained findings reveal that this field controversy may be a reflect of ups and downs energy price movements, switching regime and leverage effects.

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Produktbeschreibung
This book attempts to effectively investigate the connection between exchange rate volatility and trade flows in small open economies among several econometric methods, while trying to highlight the complexity of this relationship. We also evaluate whether these results change substantially in terms of sign and magnitude when subtracting energy's share or when accounting for the current economic crisis. The obtained findings reveal that this field controversy may be a reflect of ups and downs energy price movements, switching regime and leverage effects.
Autorenporträt
PhD in Finance and researcher in Economics and Quantitative Finance at ECCOFIGES (Tunis Business School, University of Manouba) and AEDD (Faculty of Economics and Management of Tunis, University of Tunis El Manar).