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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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