Exchange rate volatility and Japan-US commodity trade: An asymmetry analysis

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dc.authoridKaramelikli, Huseyin/0000-0001-7622-0972
dc.authoridBahmani-Oskooee, M/0000-0002-8242-7715
dc.contributor.authorBahmani-Oskooee, Mohsen
dc.contributor.authorKaramelikli, Huseyin
dc.date.accessioned2024-09-29T16:04:42Z
dc.date.available2024-09-29T16:04:42Z
dc.date.issued2019
dc.departmentKarabük Üniversitesien_US
dc.description.abstractExchange rate volatility is said to affect trade flows in either direction. When increased volatility is separated from decreased volatility, asymmetric analysis reveals even more support for the fact that both increased volatility and decreased volatility affect trade flows in either direction. We add to this new literature by considering 57 industries that trade between Japan and the US. In addition to providing evidence of asymmetric response of their trade flows to a measure of exchange rate volatility, our approach identifies industries that could benefit from increased exchange rate volatility and those that could be hurt. Similarly, we identify industries that could benefit from decreased volatility and those that could be hurt. The overall conclusion is the adverse effects of dollar-yen volatility on the trade between the two countries.en_US
dc.identifier.doi10.1111/twec.12856
dc.identifier.endpage3318en_US
dc.identifier.issn0378-5920
dc.identifier.issn1467-9701
dc.identifier.issue11en_US
dc.identifier.scopus2-s2.0-85074028127en_US
dc.identifier.scopusqualityQ1en_US
dc.identifier.startpage3287en_US
dc.identifier.urihttps://doi.org/10.1111/twec.12856
dc.identifier.urihttps://hdl.handle.net/20.500.14619/6274
dc.identifier.volume42en_US
dc.identifier.wosWOS:000489133000001en_US
dc.identifier.wosqualityQ3en_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherWileyen_US
dc.relation.ispartofWorld Economyen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectasymmetryen_US
dc.subjectcommodity tradeen_US
dc.subjectexchange rate volatilityen_US
dc.subjectJapanen_US
dc.subjectnonlinear ARDLen_US
dc.subjectUSen_US
dc.titleExchange rate volatility and Japan-US commodity trade: An asymmetry analysisen_US
dc.typeArticleen_US

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