The impact of exchange rate volatility on real total export and sub-categories of real total export of Malaysia

Wong, Hock Tze @ Farrah Wong Tze @ Farrah Wong (2016) The impact of exchange rate volatility on real total export and sub-categories of real total export of Malaysia. World Academy of Science, Engineering and Technology International Journal of Economics and Management Engineering, 10 (9).

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Abstract

This study aims to investigate the impact of exchange rate volatility on real export in Malaysia. The moving standard deviation with order three (MSD(3)) is used for the measurement of exchange rate volatility. The conventional and partially asymmetric autoregressive distributed lag (ARDL) models are used in the estimations. This study finds exchange rate volatility to have significant impact on real total export and some sub-categories of real total export. Moreover, this study finds that the positive or negative exchange rate volatility tends to have positive or negative impact on real export. Exchange rate volatility can be harmful to export of Malaysia.

Item Type: Article
Uncontrolled Keywords: Exchange rate volatility , autoregressive distributed lag , export , Malaysia
Subjects: H Social Sciences > HC Economic History and Conditions
Divisions: FACULTY > Faculty of Business, Economics and Accounting
Depositing User: Noraini
Date Deposited: 22 Jun 2018 06:57
Last Modified: 22 Jun 2018 06:57
URI: http://eprints.ums.edu.my/id/eprint/20339

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