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| dc.contributor.author | Bredin, Donal | |
| dc.contributor.author | Cotter, John | |
| dc.date.accessioned | 2009-11-18T17:36:50Z | |
| dc.date.available | 2009-11-18T17:36:50Z | |
| dc.date.copyright | 2007 Western Economic Association International | en |
| dc.date.issued | 2007-10 | |
| dc.identifier.citation | Economic Inquiry | en |
| dc.identifier.issn | 0095-2583 | |
| dc.identifier.uri | http://hdl.handle.net/10197/1624 | |
| dc.description.abstract | We analyze the impact of volatility per se on real exports for a small open economy concentrating on Irish trade with the United Kingdom and the United States. An important element is that we take account of the time lag between the trade decision and the actual trade or payments taking place by using a flexible lag approach. Rather than adopting a single measure of risk, we adopt a spectrum of risk measures and detail varied size characteristics and statistical properties. We find that the ambiguous results found to date may be due to not taking account of the timing effect, which varies substantially depending on which volatility measure is used. | en |
| dc.format.extent | 4304 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.language.iso | en | en |
| dc.publisher | Wiley | en |
| dc.subject.classification | C32 | en |
| dc.subject.classification | C51 | en |
| dc.subject.classification | F14 | en |
| dc.subject.classification | F31 | en |
| dc.subject.lcsh | Exports--Ireland | en |
| dc.subject.lcsh | Risk--Econometric models | en |
| dc.subject.lcsh | Distributed lags (Economics) | en |
| dc.title | Volatility and Irish exports | en |
| dc.type | Journal Article | en |
| dc.internal.authorurl | John Cotter (web page) | en |
| dc.internal.authorurl | http://www.ucd.ie/research/people/business/drjohncotter/ | en |
| dc.internal.authorid | UCD0043 | en |
| dc.internal.availability | Full text not available | en |
| dc.internal.webversions | The definitive version is available at www.wileyinterscience.com | en |
| dc.internal.webversions | http://dx.doi.org/10.1111/j.1465-7295.2007.00101.x | en |
| dc.status | Peer reviewed | en |
| dc.identifier.volume | 46 | en |
| dc.identifier.issue | 4 | en |
| dc.identifier.startpage | 540 | en |
| dc.identifier.endpage | 560 | en |
| dc.identifier.doi | 10.1111/j.1465-7295.2007.00101.x | |
| dc.neeo.contributor | Bredin|Donal|aut| | en |
| dc.neeo.contributor | Cotter|John|aut|UCD0043 | en |
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