All Rights Reserved
AccessEcon LLC 2006, 2008.
Powered by MinhViet JSC
ralph lauren polo

 
Sidheswar Panda and Ranjan Kumar Mohanty
 
''Effects of Exchange Rate Volatility on Exports: Evidence from India''
( 2015, Vol. 35 No.1 )
 
 
This study empirically examines the effects of real exchange rate volatility on India's exports using time series data for the period from 1970-71 to 2011-12. This study uses a simple rolling standard deviation as a measure of exchange rate volatility and implements the Johansen cointegration technique to understand the long run relationship among the variables. This study finds that there exists one co-integrating the relationship among exports, real exchange rate volatility and World GDP. India's export volume is positively related to the World GDP. India's export volume is negatively affected by its own real exchange rate volatility. The empirical results indicate that a moderation in the exchange rate volatility can increase the export volume in case of India.
 
 
Keywords: Exchange rate volatility, Exports, India
JEL: F4 - Macroeconomic Aspects of International Trade and Finance: General
F3 - International Finance: General
 
Manuscript Received : Jul 07 2014 Manuscript Accepted : Mar 11 2015

  This abstract has been downloaded 542 times                The Full PDF of this paper has been downloaded 104266 times