Wong, Hock Tsen (2017) Exchange rate volatility and bilateral exports of Malaysia to Singapore, China, Japan, the United States and Korea. Empirical Economics, 53 (2). pp. 459-492. ISSN 0377-7332
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Abstract
This study examines the impact of exchange rate volatility on bilateral exports of Malaysia to Singapore, China, Japan, the USA and Korea. Exchange rate volatility is estimated by an autoregressive conditional heteroscedasticity model. The Johansen cointegration method and the dynamic ordinary least squares estimator are used in the estimations. There is some evidence of exchange rate volatility to have significant impact on real total exports in the long run, but more evidence of exchange rate volatility is found to have significant impact on sub-categories of real total exports in the short run. The impact of exchange rate volatility differs across bilateral exports. The impact of exchange rate volatility on exports can be negative or positive. Generally, exchange rate volatility is not harmful to bilateral exports of Malaysia.
| Item Type: | Article |
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| Keyword: | Exchange rate volatility, Exports, Malaysia, Singapore, China, Japan, The USA, Korea |
| Subjects: | H Social Sciences > HG Finance |
| Department: | FACULTY > Faculty of Business, Economics and Accounting |
| Depositing User: | MUNIRA BINTI MARASAN - |
| Date Deposited: | 29 Mar 2018 10:10 |
| Last Modified: | 29 Mar 2018 10:10 |
| URI: | https://eprints.ums.edu.my/id/eprint/19659 |
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