The paper examines the impact of exchange rate volatility on the exports of five Asian countries. The countries are Turkey, South Korea, Malaysia, Indonesia and Pakistan. The impact of a volatility term on exports is examined by using an Engle-Granger residual-based cointegrating technique. The results indicate that the exchange rate volatility reduced real exports for these countries. This might mean that producers in these countries are risk-averse. The producers will prefer to sell in domestic markets rather than foreign markets if the exchange rate volatility increases. Copyright 2002 by Taylor and Francis Group
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Volume (Year): 9 (2002) Issue (Month): 13 (October) Pages: 859-63 Download reference. The following formats are available: HTML
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