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A Note on the Time-Varying Impact of Global, Region- and Country-Specific Uncertainties on the Volatility of International Trade. (2020). GUPTA, RANGAN ; Gul, Selcuk.
In: Working Papers.
RePEc:pre:wpaper:202025.

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  2. Baum, C.F. and 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., and 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. Gupta, R., Lau, C-K-M., and 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.

  7. Gupta, R., Ma, J., Risse, M., and 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.

  8. Gupta, R., Olasehinde-Williams, G., and 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.

  9. Mumtaz. H.. Musso. A. (2019). The evolving impact of global. region-specific and countryspecific uncertainty. Journal of Business & Economic Statistics. DOI: https://doi.org/10.1080/07350015.2019.1668798. Novy, D., and Taylor, A.M. (Forthcoming). Trade and Uncertainty. Review of Economics and Statistics.
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