Exchange Rate Volatility and International Trade

ISBN-13: 9783659435881 / Angielski / Miękka / 2013 / 328 str.

Alam Shaista;Ahmed Qazi Masood

Opis

The book examined empirically the effect of exchange rate risk on international trade at various level of disaggregation. The book consists of ten chapters. Chapter 1 presented introduction about the issue of exchange rate risk & trade, brief survey of relevant literature, specific objectives & organization of the study. Chapter 2 estimated the exchange rate risk & checks robustness of the estimated series. Chapter 3 offered the univariate properties of the variables involved & specified the functional form of the model. Chapter 4-7 estimated the effect of exchange rate risk along with other factors on aggregate & bilateral export/import demand for Pakistan with her major trading partners respectively in the long & short run. Chapter 8 conducted same analysis for Pakistans bilateral sectoral-exports. Chapter 9 summarized the dynamic interactions of exports/imports demands at various levels, with exchange rate risk & other macroeconomic variables concerned. Chapter 10 presented the summary of results, policy implications, limitations of the study & avenue for further research. This study is useful for academic students as well as policy makers for external sector development.

O autorze

Dr. Shaista Alam is Assistant Professor at AERC, University of Karachi, Pakistan. Studied M. Sc Statistics, M. Phil & Ph. D Economics at Karachi University. 14 years teaching/research experience, more than 30 publications in international journals. International trade, Energy, Environment, Human development & applied Econometrics are main subjects.