Exchange rate volatility and exports evidence from the ASEAN-China free trade area.
Article
Chit, M. 2008. Exchange rate volatility and exports evidence from the ASEAN-China free trade area. Journal of Chinese Economics and Business Studies. 6 (3), pp. 261-277. https://doi.org/10.1080/14765280802283543
Type | Article |
---|---|
Title | Exchange rate volatility and exports evidence from the ASEAN-China free trade area. |
Authors | Chit, M. |
Abstract | This paper examines the impact of exchange rate volatility on the bilateral exports within the ASEAN-China Free Trade Area (ACFTA) by using a generalized gravity model. A panel data set of 20 bilateral observations for the period from 1982:Q1 to 2005:Q1 is estimated using fixed-effect and random effect methods. Panel unit-roots and panel cointegration tests confirm the long-run relationship among the variables. The empirical results suggest that bilateral real exchange rate volatility has a statistically significant negative impact on the bilateral exports of the major ACFTA countries. But the magnitude of the impact appears to be fairly small. |
Keywords | ACFTA; trade; exchange rate volatility |
Publisher | Routledge |
Journal | Journal of Chinese Economics and Business Studies |
ISSN | 1476-5284 |
Publication dates | |
Aug 2008 | |
Publication process dates | |
Deposited | 19 Feb 2010 |
Output status | Published |
Copyright Statement | Full terms and conditions of use: http://www.informaworld.com/terms-and-conditions-of-access.pdf |
Digital Object Identifier (DOI) | https://doi.org/10.1080/14765280802283543 |
Language | English |
https://repository.mdx.ac.uk/item/823yx
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