Exchange rate uncertainty and export performance: what meta-analysis reveals?

Jamal Bouoiyour () and Refk Selmi

MPRA Paper from University Library of Munich, Germany

Abstract: Are exchange rate uncertainty affect export performance? This paper assesses this question using meta-analysis on a sample of 56 studies from 1984 to 2013 for the purpose of cumulating the findings across studies in order to reconcile the conflicting results of prior researches. The total sample meta-analysis lends stronger support of the association of risk aversion and hedging instruments with the controversial relation between exchange volatility and exports widely expected either theoretically or empirically. Then, subgroup meta- analysis is used to provide further evidence on the results already obtained by decomposing our sample into four subgroups depending to the nature of countries and the models explored to determine volatility. The evidence from subgroups is not supportive of this association. Furthermore and contrary to expectations, neither differential price volatility, nor asymmetry, nor nonlinearities are significantly linked to conflicting results.

Keywords: Exchange rate uncertainty; exports; meta-analysis. (search for similar items in EconPapers)
JEL-codes: F0 F1 (search for similar items in EconPapers)
Date: 2013-08, Revised 2013-08
New Economics Papers: this item is included in nep-int
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Citations: View citations in EconPapers (2)

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