Exchange rate volatility and exports: evidence from the ASEAN-China Free Trade Area
AbstractThis 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.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal Journal of Chinese Economic and Business Studies.
Volume (Year): 6 (2008)
Issue (Month): 3 ()
Contact details of provider:
Web page: http://www.tandfonline.com/RCEA20
You can help add them by filling out this form.
reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Michael McNulty).
If references are entirely missing, you can add them using this form.