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
TypeArticle
TitleExchange rate volatility and exports evidence from the ASEAN-China free trade area.
AuthorsChit, 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.

KeywordsACFTA; trade; exchange rate volatility
PublisherRoutledge
JournalJournal of Chinese Economics and Business Studies
ISSN1476-5284
Publication dates
PrintAug 2008
Publication process dates
Deposited19 Feb 2010
Output statusPublished
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Digital Object Identifier (DOI)https://doi.org/10.1080/14765280802283543
LanguageEnglish
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