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).
|
Text
The impact of exchange rate volatility on real total export and sub.pdf Download (91kB) | Preview |
|
|
Text
The Impact of Exchange Rate Volatility on Real Total.pdf Download (238kB) | Preview |
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 |
|---|---|
| Keyword: | Exchange rate volatility , autoregressive distributed lag , export , Malaysia |
| Subjects: | H Social Sciences > HC Economic history and conditions |
| Department: | FACULTY > Faculty of Business, Economics and Accounting |
| Depositing User: | NORAINI LABUK - |
| Date Deposited: | 22 Jun 2018 14:57 |
| Last Modified: | 01 Jan 2021 18:54 |
| URI: | https://eprints.ums.edu.my/id/eprint/20339 |
Actions (login required)
 |
View Item |