The effects of exchange rate volatility on ASEAN-China bilateral exports

Yusoff, Mohammed and Sabit, Ahmed Hossain (2014) The effects of exchange rate volatility on ASEAN-China bilateral exports. In: 3rd International Conference on Economics Business and Marketing Management (CEBMM) 2014, 15-16 Feb 2014, Hong Kong. (Unpublished)

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Abstract

The paper examines the impact of exchange rate volatility, real GDP of China, and real exchange rates on the bilateral exports of ASEAN member countries to China using the generalized method of moments. The results show that all the coefficients of these variables have the expected signs and are statistically significant. Specifically, if exchange rate volatility goes up by 1 percent, the exports fall by about 0.21 percent; if real exchange rate depreciates by 1 percent, exports will increase by 1.12 percent, and when China’s real GDP increases by 1 percent, the ASEAN exports to China increase by 1.86 percent. The findings suggest that the ASEAN member nations should maintain the stability of their bilateral exchange rates with Chinese Yuan as a means to boost their exports to China.

Item Type:	Conference or Workshop Item (Full Paper)
Additional Information:	4178/35781
Subjects:	H Social Sciences > HF Commerce > HF3000 By region or country
Kulliyyahs/Centres/Divisions/Institutes (Can select more than one option. Press CONTROL button):	Kulliyyah of Economics and Management Sciences > Department of Economics
Depositing User:	Professor Mohammed Yusoff
Date Deposited:	11 Mar 2014 11:10
Last Modified:	11 Mar 2014 11:10
URI:	http://irep.iium.edu.my/id/eprint/35781

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