Exchange Rate Exposure and Pass Through
Exchange Rate Pass-Through and Exposure in the Turkish Economy
... between exchange rates and corporate ...significant exchange rate exposure ...between exchange rates and profitability of a ...of exchange rates (Allayannis and Ofek, ...of ...
23
Exchange Rate Pass-Through, Exchange Rate Volatility, and Exchange Rate Disconnect
... This paper explores the hypothesis that high volatility of real and nominal exchange rates may be due to the fact that local currency pricing eliminates the pass-through from changes in [r] ...
43
Disinflation and exchange rate pass through
... interest rate, which in turn implies an increase in the demand for real ...about through a reduction in the consumer price ...nominal exchange rate, which jumps to its new long-run ...
23
Essays on Exchange Rate Pass Through
... The novel methodology consists of a sequential fixed effects estimator applied to a large, high-dimensional unbalanced panel dataset, covering the universe of firm and product level trade transactions for a country. ...
210
Exchange Rate Pass-Through in Pakistan
... the exchange rate pass- ...the exchange rates for its price ...of pass-through, the figures came out to be a bit ...the pass through reduced, most of the ERPT ...
16
Multinationals and Exchange Rate Pass-Through
... on exchange rate pass- through in an environment where an MNE engages in Cournot (quantity) competition with domestic and foreign ...on exchange rate pass-through ...
37
Exchange Rate Pass - Through in Algeria
... the exchange rate pass-through on producer and consumer price indexes in the Algerian economy through an empirical analysis using a VAR Model (Vector Autoregressive Model) upon ...
7
Market Structure and Exchange Rate Pass-Through *
... import-weighted exchange rate index would yield a TPC movement of ...import-weighted exchange rate index itself moves by 10% ∗ 15% = ...import-weighted exchange rate index ...
54
Export Rivalry and Exchange Rate Pass Through
... Export ikt (4) The degree of market rivalry varies significantly across industries. Table 3 reports export sectors that face the highest and lowest degree of market rivalry, respectively. Figures in Table 3 imply that ...
37
Quality, trade, and exchange rate pass through
... higher quality goods. Finally, we …nd that the response of export prices (volumes) to real exchange rate changes increases (decreases) with quality only when …rms export to high income destination ...
45
Exchange rate pass through to inflation in Mongolia
... The pass-through of exchange rate to domestic consumer price is an important link in the process of monetary policy ...are exchange rate depreciation/appreciation and changes in ...
11
Inflation targeting and exchange rate pass-through*
... and exchange rate for these countries allow us to observe that the correlation between inflation and ex- change rate seems to be stronger in the immediate period after the crises, and consequently ...
20
Quality, trade, and exchange rate pass through
... the exchange rate and the product ranks are expected to be negative for unit values, and positive for export ...that pass-through is a¤ected by quality when quality is inferred from trade unit ...
13
Currency Choice and Exchange Rate Pass-through
... of pass-through varies substantially across ...the pass-through is around 40 percent at all horizons; for Japan and ...France pass-through is always smaller than 20 ...the ...
50
Exchange rate pass-through in emerging markets
... between exchange rate movements and prices given the unusual dynamic patterns that are expected to arise under such an unstable economic ...of pass-through if prices, exchange rates and ...
33
Currency Choice and Exchange Rate Pass-through
... incomplete pass-through and stand on their own as facts that need to be matched by models of exchange rate pass- ...long-run pass-through — variable mark-ups arising from ...
50
Exchange Rate Pass-Through in the Euro Area
... recent exchange rate movements on inflation and trade have taken on renewed interest and ...of exchange rate pass-through in the euro ...
26
Exchange Rate Pass-Through in the Euro Area
... that pass-through is larger in countries with a larger import share and more persistent exchange rates and import ...that exchange rate pass-through to import prices in ...
37
Understanding changes in exchange rate pass-through
... Despite the many similarities with the open economy Phillips curves derived by other authors, the one presented here has two important features that are unique. First, it accounts for the influence of central bank ...
40
Exchange Rate Pass-Through And Monetary Policy
... foreign exchange rate--will also have a smaller effect on expected inflation and hence on trend ...nominal exchange rate have exerted small effects on consumer prices in many recent historical ...
21