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Trade openess and exchange rate volatility
Jönköping University, Jönköping International Business School.
2007 (English)Independent thesis Advanced level (degree of Magister), 10 points / 15 hpStudent thesis
Abstract [en]

The present thesis tries to argue the importance of non monetary factors in explaining real exchange rate volatility. The main interest is on the effect of trade openness on real effec-tive exchange rate (REER) volatility. Based on theoretical studies I test the existence of a negative relationship between total trade share of an economy and the volatility of REER. Empirical evidence on a panel of 11 CEE and Baltic Countries for the 1995-2006 period confirms the relationship. The conclusion is that for these specific countries a large part of variation of the real exchange rate can be explained by openness of the respective economy to trade.

Place, publisher, year, edition, pages
2007. , p. 22
Keywords [en]
Real effective exchange rate, volatility, trade openness, Obstfeld-Rogoff model
National Category
Economics
Identifiers
URN: urn:nbn:se:hj:diva-983OAI: oai:DiVA.org:hj-983DiVA, id: diva2:4742
Uppsok
samhälle/juridik
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Examiners
Available from: 2007-10-02 Created: 2007-10-02

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18afeb4882620f3a5b2d32c856dd76bc3914345cc861e60450cf1933132105081968b32f
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CiteExportLink to record
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Citation style
  • apa
  • ieee
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Language
  • de-DE
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  • nn-NO
  • nn-NB
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  • Other locale
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Output format
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  • asciidoc
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