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Time‐varying impact of global, region‐, and country‐specific uncertainties on the volatility of international trade. (2021). GUPTA, RANGAN ; Gul, Selcuk.
In: Contemporary Economic Policy.
RePEc:bla:coecpo:v:39:y:2021:i:4:p:691-700.

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  1. Idiosyncratic risk and international trade: New evidence. (2025). Sezgin, Volkan ; Doruk, Mer Tusal ; Barak, Ahmet Yasir ; Erturul, Hasan Murat.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325004362.

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References

References cited by this document

  1. Barkoulas, J., Baum, C.F. & Caglayan, M. (2002) Exchange rate effects on the volume and variability of trade flows. Journal of International Money and Finance, 21(4), 481–496.

  2. Baum, C.F. & Caglayan, M. (2010) On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty. Journal of International Money and Finance, 29(1), 79–93.

  3. Bennett, F., Lederman, D., Pienknagura, S. & Rojas, D. (2019) The volatility of world trade in the 21st century: whose fault is it anyway? The World Economy, 42(9), 2508–2545.

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  6. Grenville, A. (2007) Regional and global responses to the Asian crisis. Asian Economic Policy Review, 2, 54–70.

  7. Gupta, R., Lau, C.K.M. & Wohar, M.E. (2019) The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model. Empirica, 46, 353–368.

  8. Gupta, R., Ma, J., Risse, M. & Wohar, M.E. (2018) Common business cycles and volatilities in US states and MSAs: the role of economic uncertainty. Journal of Macroeconomics, 57, 317–337.

  9. Gupta, R., Olasehinde‐Williams, G.O. & Wohar, M.E. (2020) The impact of US uncertainty shocks on a panel of advanced and emerging market economies: the role of exchange rate, trade and financial channels. The Journal of International Trade & Economic Development, 29, 711–721. https://doi.org/10.1080/09638199.2020.1720785.

  10. Mumtaz, H. & Musso, A. (2019) The evolving impact of global, region‐specific and country‐specific uncertainty. Journal of Business & Economic Statistics, 1–16. https://doi.org/10.1080/07350015.2019.1668798.
    Paper not yet in RePEc: Add citation now
  11. Novy, D. & Taylor, A.M. (2020) Trade and uncertainty. Review of Economics and Statistics, 102, 749–765.

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  8. Time‐varying impact of global, region‐, and country‐specific uncertainties on the volatility of international trade. (2021). GUPTA, RANGAN ; Gul, Selcuk.
    In: Contemporary Economic Policy.
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