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Does exchange rate risks matter for exports? a case of Malaysia

Mohd. Sidek, Noor Zahirah and Yusoff, Mohammed and Duasa, Jarita and Mat Ghani, Gairuzazmi (2010) Does exchange rate risks matter for exports? a case of Malaysia. Voice of Academia, 5 (1). pp. 1-15. ISSN 1985-5079

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Abstract

This paper attempts to estimate the impact of exchange rate risks on exports using Pesaran et al. (2001) bounds testing procedure to establish cointegration. The long run coefficients are estimated via the autoregressive distributed lag (ARDL) model. Results suggest that exchange rate risks depress exports in the long run with the impact of exchange rate misalignment being stronger than exchange rate volatility.

Item Type: Article (Journal)
Additional Information: 4178/4031
Uncontrolled Keywords: exchange rate risk, exchange rate misalignment, exchange rate volatility, export, Malaysia
Subjects: H Social Sciences > HF Commerce > HF3000 By region or country
H Social Sciences > HG Finance > HG3810 Foreign exchange
Kulliyyahs/Centres/Divisions/Institutes: Kulliyyah of Economics and Management Sciences > Department of Economics
Depositing User: Prof. Dr. Jarita Duasa
Date Deposited: 30 Sep 2011 10:01
Last Modified: 22 Nov 2011 03:08
URI: http://irep.iium.edu.my/id/eprint/4031

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