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Exchange rate volatility and exports: evidence from the ASEAN-China Free Trade Area

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  • Myint Moe Chit
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    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.

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    File URL: http://www.tandfonline.com/doi/abs/10.1080/14765280802283543
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    Bibliographic Info

    Article provided by Taylor & Francis Journals in its journal Journal of Chinese Economic and Business Studies.

    Volume (Year): 6 (2008)
    Issue (Month): 3 ()
    Pages: 261-277

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    Handle: RePEc:taf:jocebs:v:6:y:2008:i:3:p:261-277

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    Web page: http://www.tandfonline.com/RCEA20

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    Related research

    Keywords: ACFTA; trade; exchange rate volatility;

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