About: Effects of Exchange Rate Volatility on Poland´s Trade Flows

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rdfs:seeAlso	https://mme2013.vspj.cz/about-conference/conference-proceedings
Description	The aim of the paper is to investigate the impact of exchange rate volatility on bilateral trade flows between Poland and its major trading partners. It is expected that increased exchange rate volatility increases the risk of exporters and reduces foreign trade. For this purpose we employ extended trade gravity model approach. In the basic form of the gravity equation, trade volume between a pair of countries is modeled as an increasing function of their sizes (GDP) and decreasing function of the distance between the two countries. Additional factors included in extended model are population, dummies for common border, membership in EU and EMU and proxy for exchange rate volatility. The measure of exchange rate volatility is estimated by standard deviation. This paper explores relatioship between trade and exchange rate uncertainty using quarterly data over the period 1997:1 - 2012:2. In order to obtain objective results, we use panel data regression with 19 trading partners. Based on gravity model that controls for other factors likely to determine bilateral trade, the results suggest that nominal exchange rate volatility of Polish zloty has a significant negative effect on bilateral trade over the sample period. The aim of the paper is to investigate the impact of exchange rate volatility on bilateral trade flows between Poland and its major trading partners. It is expected that increased exchange rate volatility increases the risk of exporters and reduces foreign trade. For this purpose we employ extended trade gravity model approach. In the basic form of the gravity equation, trade volume between a pair of countries is modeled as an increasing function of their sizes (GDP) and decreasing function of the distance between the two countries. Additional factors included in extended model are population, dummies for common border, membership in EU and EMU and proxy for exchange rate volatility. The measure of exchange rate volatility is estimated by standard deviation. This paper explores relatioship between trade and exchange rate uncertainty using quarterly data over the period 1997:1 - 2012:2. In order to obtain objective results, we use panel data regression with 19 trading partners. Based on gravity model that controls for other factors likely to determine bilateral trade, the results suggest that nominal exchange rate volatility of Polish zloty has a significant negative effect on bilateral trade over the sample period. (en)
Title	Effects of Exchange Rate Volatility on Poland´s Trade Flows Effects of Exchange Rate Volatility on Poland´s Trade Flows (en)
skos:prefLabel	Effects of Exchange Rate Volatility on Poland´s Trade Flows Effects of Exchange Rate Volatility on Poland´s Trade Flows (en)
skos:notation	RIV/47813059:19520/13:#0002255!RIV14-MSM-19520___
http://linked.open...avai/riv/aktivita	S
http://linked.open...avai/riv/aktivity	S
http://linked.open...vai/riv/dodaniDat	2014
http://linked.open...aciTvurceVysledku	Šimáková, Jana
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Slezská univerzita v Opavě / Obchodně podnikatelská fakulta v Karviné
http://linked.open...dnocenehoVysledku	71936
http://linked.open...ai/riv/idVysledku	RIV/47813059:19520/13:#0002255
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	bilateral trade; exchange rate; gravity model; panel data; volatility (en)
http://linked.open.../riv/klicoveSlovo	bilateral trade gravity model panel data volatility exchange rate
http://linked.open...ontrolniKodProRIV	[A07E0D565A3F]
http://linked.open...v/mistoKonaniAkce	Jihlava
http://linked.open...i/riv/mistoVydani	Jihlava
http://linked.open...i/riv/nazevZdroje	Proceedings of the 31st International Conference Mathematical Methods in Economics 2013
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...UplatneniVysledku	2013
http://linked.open...iv/tvurceVysledku	ŠIMÁKOVÁ, Jana
http://linked.open...vavai/riv/typAkce	WRD - Světová
http://linked.open.../riv/zahajeniAkce	2013-09-11 (xsd:date)
number of pages	6 (xsd:int)
http://purl.org/ne...btex#hasPublisher	College of Polytechnics Jihlava
https://schema.org/isbn	978-80-87035-76-4
http://localhost/t...ganizacniJednotka	19520

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