UK-German Commodity Trade and Exchange-Rate Volatility: An Asymmetric Analysis

dc.authoridKaramelikli, Huseyin/0000-0001-7622-0972
dc.contributor.authorBahmani-Oskooee, Mohsen
dc.contributor.authorKaramelikli, Huseyin
dc.date.accessioned2024-09-29T16:02:43Z
dc.date.available2024-09-29T16:02:43Z
dc.date.issued2022
dc.departmentKarabük Üniversitesien_US
dc.description.abstractWe assess the response of trade flows between Britain and Germany to exchange rate volatility. When we estimated a linear model, we found short-run effects of volatility in 36 British exporting industries that lasted into the long run only in 23 industries. The comparable number for German exporting industries were 42 and 17, respectively. However, when we estimated a nonlinear model, we found short-run asymmetric effects of volatility in 54 British exporting industries that lasted into the long run in 38 industries. The comparable number for German exporting industries were 64 and 42, respectively. Almost all affected industries were small.en_US
dc.identifier.doi10.1080/08853908.2021.1947923
dc.identifier.endpage305en_US
dc.identifier.issn0885-3908
dc.identifier.issn1521-0545
dc.identifier.issue4en_US
dc.identifier.scopus2-s2.0-85110606210en_US
dc.identifier.scopusqualityQ3en_US
dc.identifier.startpage288en_US
dc.identifier.urihttps://doi.org/10.1080/08853908.2021.1947923
dc.identifier.urihttps://hdl.handle.net/20.500.14619/5682
dc.identifier.volume36en_US
dc.identifier.wosWOS:001128527200004en_US
dc.identifier.wosqualityN/Aen_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherTaylor & Francis Ltden_US
dc.relation.ispartofInternational Trade Journalen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subject95 industriesen_US
dc.subjectasymmetryen_US
dc.subjecteuro-pound volatilityen_US
dc.subjectUK- German tradeen_US
dc.titleUK-German Commodity Trade and Exchange-Rate Volatility: An Asymmetric Analysisen_US
dc.typeArticleen_US

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