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Please use this identifier to cite or link to this item: https://doi.org/10.1016/j.econlet.2006.01.031
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dc.titleElasticity of risk aversion and international trade
dc.contributor.authorBroll, U.
dc.contributor.authorWahl, J.E.
dc.contributor.authorWong, W.-K.
dc.date.accessioned2011-05-03T08:08:18Z
dc.date.available2011-05-03T08:08:18Z
dc.date.issued2006
dc.identifier.citationBroll, U., Wahl, J.E., Wong, W.-K. (2006). Elasticity of risk aversion and international trade. Economics Letters 92 (1) : 126-130. ScholarBank@NUS Repository. https://doi.org/10.1016/j.econlet.2006.01.031
dc.identifier.issn01651765
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/22301
dc.description.abstractThis paper analyzes export production in the presence of exchange rate uncertainty under mean-variance preferences. We present the elasticity of risk aversion, since this elasticity concept permits a distinct investigation of risk and expectation effects on exports. Counterintutitive results are possible, e.g. although the home currency is revaluating (devaluating), exports by the firm increase (decrease). This fact may contribute to the explanation of disturbing empirical results. © 2006 Elsevier B.V. All rights reserved.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1016/j.econlet.2006.01.031
dc.sourceScopus
dc.subjectDevaluation
dc.subjectElasticity of risk aversion
dc.subjectExchange rate risk
dc.subjectMean-variance model
dc.subjectTrade
dc.typeArticle
dc.contributor.departmentECONOMICS
dc.description.doi10.1016/j.econlet.2006.01.031
dc.description.sourcetitleEconomics Letters
dc.description.volume92
dc.description.issue1
dc.description.page126-130
dc.description.codenECLED
dc.identifier.isiut000238629500022
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