سیویلیکا را در شبکه های اجتماعی دنبال نمایید.

Assessment of the Symmetric and Asymmetric Effects of Exchange Rate Volatility on the Flow of Iran-China Industrial Trade

Publish Year: 1399
Type: Journal paper
Language: English
View: 109

This Paper With 25 Page And PDF Format Ready To Download

Export:

Link to this Paper:

Document National Code:

JR_IER-24-4_007

Index date: 13 October 2023

Assessment of the Symmetric and Asymmetric Effects of Exchange Rate Volatility on the Flow of Iran-China Industrial Trade abstract

The exchange rate is always interacting with internal and external variables of economy. So the relationship between the exchange rate volatility and the trade flows is one of the considerable issues in international economics. The increase and decrease of the exchange rate volatility create different effects on trade flows. The main objective of this paper is to study the symmetric and asymmetric effects of exchange rate volatility on industrial trade flows in Iran. In this paper, the symmetric and asymmetric effects of exchange rate volatility on Iran’s export and import industries (i.e. 9 industries exporting to China and 12 industries importing from China) are estimated over the period 1992-2016. Linear ARDL is used to evaluate the symmetric effects, and nonlinear ARDL approach is used to study the asymmetric effects. Results show that out of the 21 industries, almost half of the import and export industries have asymmetric effects of exchange rate volatility. Also, based on the results, the asymmetric effects vary by industry. Most of the investigated industries in this study use the exchange rate volatility as a factor for profitability and, despite volatility in exchange rates, increase their business. Therefore, this study is confirmed in most of the approved surveyed industries, where the risk theory is a portfolio.

Assessment of the Symmetric and Asymmetric Effects of Exchange Rate Volatility on the Flow of Iran-China Industrial Trade Keywords:

Assessment of the Symmetric and Asymmetric Effects of Exchange Rate Volatility on the Flow of Iran-China Industrial Trade authors

Shirin Arbabian

Faculty of Administrative Sciences and Economics, Shahid Ashrafi Esfahani University, Esfahan, Iran.

Mohammad Reza Ghasemy

Faculty of Economics, University of Esfahan, Esfahan, Iran.

Faezeh Seyedghaleeh

Faculty of Administrative Sciences and Economics, Shahid Ashrafi Esfahani University, Esfahan, Iran.

مراجع و منابع این Paper:

لیست زیر مراجع و منابع استفاده شده در این Paper را نمایش می دهد. این مراجع به صورت کاملا ماشینی و بر اساس هوش مصنوعی استخراج شده اند و لذا ممکن است دارای اشکالاتی باشند که به مرور زمان دقت استخراج این محتوا افزایش می یابد. مراجعی که مقالات مربوط به آنها در سیویلیکا نمایه شده و پیدا شده اند، به خود Paper لینک شده اند :
Alam, S., & Ahmad, Q. M. (۲۰۱۱). Exchange Rate Volatility ...
(۲۰۱۰). Exchange Rate Volatility and Pakistan’s Import Demand: An Application ...
Arize, A., Malindertos, J., & Kasibhatla, K. M. (۲۰۰۳). Does ...
Asseery, A., & Peel, D. A. (۱۹۹۱). The Effects of ...
Auboin, A., & Ruta, M. (۲۰۱۳). The Relationship between Exchange ...
Bahmani-Oskooee, M., & Kanitpong, T. (۲۰۱۷). Do Exchange Rate Changes ...
Bahmani-Oskooee, M., & Aftab, M. (۲۰۱۷). On the Asymmetric Effects ...
Bahmani-Oskooee, M., & Fariditavana, H. (۲۰۱۶). Nonlinear ARDL Approach and ...
Bahmani-Oskooee, M., & Harvey, H. (۲۰۱۱). Exchange Rate Volatility and ...
Bahmani-Oskooee, M., & Hegerty, S. W. (۲۰۰۹). The Effects of ...
(۲۰۰۷). Exchange Rate Volatility and Trade Flows: A Review Article. Journal ...
Bahmani-Oskooee, M. (۱۹۹۶). Exchange Rate Uncertainty and Trade Flows of ...
Bahmani-Oskooee, M., & Payesteh, S. (۱۹۹۳). Does Exchange Rate Volatility ...
Bahmani-Oskooee, M., & Ltaifa, N. (۱۹۹۲). Effects of Exchange Rate ...
Baum, C. F., & Çağlayan, M. (۲۰۱۰). On the Sensitivity ...
Benli, M. (۲۰۱۸). Asymmetric Effect of Exchange Rates on Exports: ...
Broll, U., & Eckwert, B. (۱۹۹۹). Exchange Rate Volatility and ...
De Grauwe, P. (۱۹۸۸). Exchange Rate Variability and the Slowdown ...
Doganlar, M. (۲۰۰۲). Estimating the Impact of Exchange Rate Volatility ...
Franke, G. (۱۹۹۱). Exchange Rate Volatility and International Trading Strategy. ...
Haile, M. G., & Pugh, G. (۲۰۱۳). Does Exchange Rate ...
Hall, S., Hondroyiannis, G., Swamy, P. A.V. B., Tavlas, G., ...
Hassan, M. (۲۰۱۳). Volatility of Exchange Rate Effecting Trade Growth ...
Javed, Z. H., & Farooq, M. (۲۰۰۹). Economic Growth and ...
Khan, A. J., Azim, P., & Sayed, S. H. (۲۰۱۴). ...
Kumar, R., & Dhawan, R. (۱۹۹۱). Exchange Rate Volatility and ...
KWASI_Obeng, C. (۲۰۱۸). Is the Effect of Exchange Rate Volatility ...
Lastrapes, W. D., & Koray, F. (۱۹۹۰), Exchange Rate Volatility ...
Mustafa, K., & Nishat, M. D. (۲۰۰۵). Volatility of Exchange ...
Pesaran, M. H., Shin, Y., & Smith, R. J. (۲۰۰۱). ...
Quin, Y., Varangis, P. (۱۹۹۴). Does Exchange Rate Volatility Hinder ...
Saqib, N., & Sana, I. (۲۰۱۲). Exchange Rate Volatility and ...
Sauer, C., & Bohara, K. A. (۲۰۰۱). Exchange Rate Volatility ...
Sercu, P. (۱۹۹۲). Exchange Risk, Exposure, and the Option to ...
Sercu, P., & Uppal, R. (۲۰۰۳). Exchange Rate Volatility and ...
Sercu, P., & Vanhulle, C. (۱۹۹۲). Exchange Rate Volatility, Exposure ...
Shaikh, S. A., & Hongbing, O. (۲۰۱۵). Exchange Rate Volatility ...
Shin, Y., Yu, B., & Greenwood-Nimmo, M. (۲۰۱۴). Modeling Asymmetric ...
Simakova, J. (۲۰۱۸). Asymmetric Effects of Exchange Rate Changes on ...
Thursby, J. G., & Thursby, M. C. (۱۹۸۷). Bilateral Trade ...
Willett, T. D. (۱۹۸۶). Exchange-Rate Volatility, International Trade, and Resource ...
نمایش کامل مراجع