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

被引：17
作者：
Chit, Myint Moe [1 ]
机构：
[1] Middlesex Univ, Business Sch, Econ Grp, London, England
来源：
JOURNAL OF CHINESE ECONOMIC AND BUSINESS STUDIES | 2008年 / 6卷 / 03期
关键词：
ACFTA; trade; exchange rate volatility;
D O I：
10.1080/14765280802283543
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
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.
引用
收藏
页码：261 / 277
页数：17
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