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Exchange Rate Risk And Export Revenue In Taiwan

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  • Wen Shwo Fang
  • Henry Thompson

Abstract

The effect of exchange rate risk on export revenue in Taiwan between 1979 and 2001 is investigated in a bivariate GARCH-M model that simultaneously estimates time-varying risk. Depreciation is found to stimulate export revenue in domestic currency, but the quantitative impact is small and any associated increase in exchange risk has a negative impact. Implications for economic policy are discussed. Copyright 2004 Blackwell Publishing Ltd

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Bibliographic Info

Article provided by Wiley Blackwell in its journal Pacific Economic Review.

Volume (Year): 9 (2004)
Issue (Month): 2 (06)
Pages: 117-129

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Handle: RePEc:bla:pacecr:v:9:y:2004:i:2:p:117-129

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=1361-374X

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Cited by:
  1. WenShwo Fang & Stephen Miller, 2007. "Exchange rate depreciation and exports: the case of Singapore revisited," Applied Economics, Taylor & Francis Journals, vol. 39(3), pages 273-277.
  2. WenShwo Fang & YiHao Lai & Stephen M. Miller, 2005. "Export Promotion through Exchange Rate Policy: Exchange Rate Depreciation or Stabilization?," Working papers 2005-07, University of Connecticut, Department of Economics.
  3. WenShwo Fang & YiHao Lai & Stephen M. Miller, 2005. "Does Exchange Rate Risk Affect Exports Asymmetrically? Asian Evidence," Working papers 2005-09, University of Connecticut, Department of Economics.
  4. Fang, WenShwo & Lai, YiHao & Thompson, Henry, 2007. "Exchange rates, exchange risk, and Asian export revenue," International Review of Economics & Finance, Elsevier, vol. 16(2), pages 237-254.

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