Artikel
Exchange rate uncertainty and import prices in the euro area
This paper analyzes the effects of exchange rate uncertainty on the pricing behavior of import firms in the euro area. Uncertainty is measured via the volatility of the structural shocks to the exchange rate in a nonlinear vector-autoregressive model framework and is an important determinant of import prices. An increase in exchange rate uncertainty is associated with a fall in prices on average, which suggests that the exchange rate risk is borne by the importers. Controlling for the origin of imports (within or outside the euro area) is important for assessing the impact of exchange rate movements on prices.
- Sprache
-
Englisch
- Erschienen in
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Journal: Review of International Economics ; ISSN: 1467-9396 ; Volume: 27 ; Year: 2019 ; Issue: 5 ; Pages: 1537-1572 ; Hoboken, NJ: Wiley
- Klassifikation
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Wirtschaft
- Ereignis
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Geistige Schöpfung
- (wer)
-
Blagov, Boris
- Ereignis
-
Veröffentlichung
- (wer)
-
Wiley
- (wo)
-
Hoboken, NJ
- (wann)
-
2019
- DOI
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doi:10.1111/roie.12434
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Blagov, Boris
- Wiley
Entstanden
- 2019
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