| ID | 082896 |
| Title Proper | Exchange rate volatility and exports |
| Other Title Information | evidence from the ASEAN-China Free Trade Area |
| Language | ENG |
| Author | Chit, Myint Moe |
| Publication | 2008. |
| Summary / Abstract (Note) | 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 |
| `In' analytical Note | Journal of Chinese Economics and Business Studies Vol. 6, No.3; Aug 2008: p261-277 |
| Journal Source | Journal of Chinese Economics and Business Studies Vol. 6, No.3; Aug 2008: p261-277 |
| Key Words | ACFTA ; Trade ; Exchange Rate Volatility ; ASEAN |