Exchange Rate Volatility and Exports: Estimation of Firms Risk Preferences

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dc.contributor.author Soumyatanu, Mukherjee
dc.date.accessioned 2017-06-12T05:02:54Z
dc.date.available 2017-06-12T05:02:54Z
dc.date.issued 2017-03
dc.identifier.issn 2510-1196
dc.identifier.uri http://hdl.handle.net/2259/941
dc.description.abstract In this companion paper to Broll and Mukherjee (2017), we empirically analyse how exchange rate volatilities a ect rms optimal production and exporting decisions. The rms elasticity of risk aversion determines the direction of the impact of exchange rate risk on exports. Based on a exible utility function that incorporates all possible risk preferences, a unique structurally estimable equation is used to estimate the risk aversion elasticities for a panel of Indian service sector (non- nancial) rms over 2004-2015, using the quantile regression method. en_US
dc.language.iso en en_US
dc.publisher Center of Public and International Economics, Technische Universität Dresden en_US
dc.subject Exports en_US
dc.subject exchange rate volatility en_US
dc.subject risk aversion en_US
dc.title Exchange Rate Volatility and Exports: Estimation of Firms Risk Preferences en_US
dc.type Working Paper en_US


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  • 2017 [7]
    Working Papers Published in the year 2017

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