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Back Matter

Back Matter »

Source: A New Look at Exchange Rate Volatility and Trade Flows

Series: Occasional Papers

Author(s): Peter Clark , Shang-Jin Wei , Natalia Tamirisa , Azim Sadikov , and Li Zeng

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 September 2004

ISBN: 9781589063587

Keywords: Capital flows, Exchange rates, Trade, exchange rate, exchange rate volatility, real exchange rate, bilateral trade

The effect of exchange rate volatility on trade flows was examined by a 1984 IMF study on G-7 countries. Over the past two decades, many developments in the world economy, such as the currency crises in the 1990s a...

Front Matter

Front Matter »

Source: A New Look at Exchange Rate Volatility and Trade Flows

Series: Occasional Papers

Author(s): Peter Clark , Shang-Jin Wei , Natalia Tamirisa , Azim Sadikov , and Li Zeng

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 September 2004

ISBN: 9781589063587

Keywords: Capital flows, Exchange rates, Trade, exchange rate, exchange rate volatility, real exchange rate, bilateral trade

The effect of exchange rate volatility on trade flows was examined by a 1984 IMF study on G-7 countries. Over the past two decades, many developments in the world economy, such as the currency crises in the 1990s a...

Appendix: Determining Whether Countries with Stable Exchange Rates and a Common Currency Trade More

Appendix: Determining Whether Countries with Stable Exchange Rates and a Common Currency Trade More »

Source: A New Look at Exchange Rate Volatility and Trade Flows

Series: Occasional Papers

Author(s): Peter Clark , Shang-Jin Wei , Natalia Tamirisa , Azim Sadikov , and Li Zeng

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 September 2004

ISBN: 9781589063587

Keywords: Capital flows, Exchange rates, Trade, exchange rate, exchange rate volatility, real exchange rate, bilateral trade

While there is some evidence of a negative effect of exchange rate volatility on trade, it is not robust to variations in specification. This is true both for aggreg...

I Overview

I Overview »

Source: A New Look at Exchange Rate Volatility and Trade Flows

Series: Occasional Papers

Author(s): Peter Clark , Shang-Jin Wei , Natalia Tamirisa , Azim Sadikov , and Li Zeng

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 September 2004

ISBN: 9781589063587

Keywords: Capital flows, Exchange rates, Trade, exchange rate, exchange rate volatility, real exchange rate, bilateral trade

In 1984 the IMF produced a study for the General Agreement on Tariffs and Trade (GATT) on the impact of exchange rate volatility on world trade. That study was motivated by an increase in protec...

I The System of Floating Exchange Rates: Review and Assessment

I The System of Floating Exchange Rates: Review and Assessment »

Source: Strengthening the International Monetary System : Exchange Rates, Surveillance, and Objective Indicators

Series: Occasional Papers

Author(s): Andrew Crockett , and Morris Goldstein

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 February 1987

ISBN: 9780939934768

Keywords: exchange rate, exchange rates, exchange rate policies, balance of payments, exchange rate system

At its meeting in Seoul on October 6-7, 1985, the Interim Committee of the Board of Governors of the International Monetary Fund requested the Fund’s Executive Board “. . . to study...

II A Brief Review of the Theoretical and Empirical Literature

II A Brief Review of the Theoretical and Empirical Literature »

Source: A New Look at Exchange Rate Volatility and Trade Flows

Series: Occasional Papers

Author(s): Peter Clark , Shang-Jin Wei , Natalia Tamirisa , Azim Sadikov , and Li Zeng

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 September 2004

ISBN: 9781589063587

Keywords: Capital flows, Exchange rates, Trade, exchange rate, exchange rate volatility, real exchange rate, bilateral trade

Since the appearance of the 1984 IMF study on the effects of exchange rate volatility on trade, two survey papers covering the literature on this topic have appeared, Côté (1994) and McKenzie (1...

II Surveillance Over Exchange Rate Policies

II Surveillance Over Exchange Rate Policies »

Source: Strengthening the International Monetary System : Exchange Rates, Surveillance, and Objective Indicators

Series: Occasional Papers

Author(s): Andrew Crockett , and Morris Goldstein

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 February 1987

ISBN: 9780939934768

Keywords: exchange rate, exchange rates, exchange rate policies, balance of payments, exchange rate system

The Articles of Agreement of the International Monetary Fund, as amended in 1978, provide that member countries can adopt exchange arrangements of their choice, other than a peg to...

III Indicators of Policies and Economic Performance

III Indicators of Policies and Economic Performance »

Source: Strengthening the International Monetary System : Exchange Rates, Surveillance, and Objective Indicators

Series: Occasional Papers

Author(s): Andrew Crockett , and Morris Goldstein

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 February 1987

ISBN: 9780939934768

Keywords: exchange rate, exchange rates, exchange rate policies, balance of payments, exchange rate system

The year 1986 saw a growing interest in the potential uses of objective indicators for monitoring international economic interactions and facilitating the coordination of economic p...

III Recent History and Geography of Exchange Rate Volatility

III Recent History and Geography of Exchange Rate Volatility »

Source: A New Look at Exchange Rate Volatility and Trade Flows

Series: Occasional Papers

Author(s): Peter Clark , Shang-Jin Wei , Natalia Tamirisa , Azim Sadikov , and Li Zeng

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 September 2004

ISBN: 9781589063587

Keywords: Capital flows, Exchange rates, Trade, exchange rate, exchange rate volatility, real exchange rate, bilateral trade

Measuring Exchange Rate Volatility In the voluminous literature on exchange rate volatility and trade, there is no consensus on the appropriate method for measuring such volatility....

Uncovered Interest Parity

Uncovered Interest Parity »

Volume/Issue: 1991/51

Series: IMF Working Papers

Author(s): Peter Isard

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 1991

DOI: http://dx.doi.org/10.5089/9781451847017.001

ISBN: 9781451847017

Keywords: exchange rates, exchange rate, spot exchange rate, forward exchange, exchange risk

This note provides an overview of the uncovered interest parity assumption. It traces the history of the interest parity concept, summarizes evidence on the empirical validity of uncovered interest parity, and disc...