Estimating the impact of exchange rate volatility on exports: evidence from Asian countries

Murat Doğanlar

Applied Economics Letters, 2002, vol. 9, issue 13, 859-863

Abstract: The paper examines the impact of exchange rate volatility on the exports of five Asian countries. The countries are Turkey, South Korea, Malaysia, Indonesia and Pakistan. The impact of a volatility term on exports is examined by using an Engle-Granger residual-based cointegrating technique. The results indicate that the exchange rate volatility reduced real exports for these countries. This might mean that producers in these countries are risk-averse. The producers will prefer to sell in domestic markets rather than foreign markets if the exchange rate volatility increases.

Date: 2002
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (9)

Downloads: (external link)
http://www.informaworld.com/openurl?genre=article& ... 40C6AD35DC6213A474B5 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:9:y:2002:i:13:p:859-863

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RAEL20

DOI: 10.1080/13504850210150906

Access Statistics for this article

Applied Economics Letters is currently edited by Anita Phillips

More articles in Applied Economics Letters from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().