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

Myint Moe Chit

Journal of Chinese Economic and Business Studies, 2008, vol. 6, issue 3, 261-277

Abstract: 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.

Keywords: ACFTA; trade; exchange rate volatility (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (17)

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DOI: 10.1080/14765280802283543

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