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

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  • Myint Moe Chit

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.

Suggested Citation

  • Myint Moe Chit, 2008. "Exchange rate volatility and exports: evidence from the ASEAN-China Free Trade Area," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 6(3), pages 261-277.
  • Handle: RePEc:taf:jocebs:v:6:y:2008:i:3:p:261-277
    DOI: 10.1080/14765280802283543
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    References listed on IDEAS

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    1. Jeffrey A. Frankel, 1997. "Regional Trading Blocs in the World Economic System," Peterson Institute Press: All Books, Peterson Institute for International Economics, number 72.
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    Cited by:

    1. Flavio Vilela Vieira & Cleomar Gomes Da Silva, 2018. "Brics Export Performance: An Ardl Bounds Testing Empirical Investigation," Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting] 101, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    2. Abdorreza Soleymani & Soo Y. Chua & Abdul Fatah Che Hamat, 2017. "Exchange rate volatility and ASEAN-4’s trade flows: is there a third country effect?," International Economics and Economic Policy, Springer, vol. 14(1), pages 91-117, January.
    3. Muteba Mwamba, John & Dube, Sandile, 2014. "The impact of exchange rate volatility on international trade between South Africa, China and USA: The case of the manufacturing sector," MPRA Paper 64389, University Library of Munich, Germany.
    4. Hsiao Chink Tang, 2014. "Exchange Rate Volatility and Intra-Asia Trade: Evidence by Type of Goods," The World Economy, Wiley Blackwell, vol. 37(2), pages 335-352, February.
    5. SATO Kiyotaka & SHIMIZU Junko & Nagendra SHRESTHA & Shajuan ZHANG, 2013. "Industry-specific Exchange Rate Volatility and Intermediate Goods Trade in Asia," Discussion papers 13031, Research Institute of Economy, Trade and Industry (RIETI).
    6. Jonathan M. Chipili, 2013. "Exchange Rate Volatility and Trade Flows in Zambia," African Development Review, African Development Bank, vol. 25(1), pages 55-66, March.
    7. Myint Moe Chit & Marian Rizov & Dirk Willenbockel, 2010. "Exchange Rate Volatility and Exports: New Empirical Evidence from the Emerging East Asian Economies," The World Economy, Wiley Blackwell, vol. 33(2), pages 239-263, February.
    8. Mekbib Gebretsadik Haile & Geoff Pugh, 2013. "Does exchange rate volatility discourage international trade? A meta-regression analysis," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 22(3), pages 321-350, April.
    9. repec:pdc:jrnbeh:v:14:y:2018:i:3:p:542-560 is not listed on IDEAS
    10. Abel Mwanyungwe, 2017. "Exchange Rate Volatility and Malawi¡¯s Tobacco Exports to The United Kingdom and The United States," Applied Economics and Finance, Redfame publishing, vol. 4(1), pages 149-168, January.
    11. Cueyt SEVIM & Taylan Taner DOGAN, 2016. "Turkiye Ekonomisinde Ihracat ve Doviz Kuru Oynakligi Iliskisi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 16(2), pages 303-318.

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    Keywords

    ACFTA; trade; exchange rate volatility;

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