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Exchange Rate Volatility and Exports from East Asian Countries to Japan and the U.S.
https://iuj.repo.nii.ac.jp/records/361
https://iuj.repo.nii.ac.jp/records/36110878058-ea0d-4a65-abad-be4075d2587f
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
EMS_2003_01 (237.3 kB)
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| Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
|---|---|---|---|---|---|---|
| 公開日 | 2003-06-01 | |||||
| タイトル | ||||||
| タイトル | Exchange Rate Volatility and Exports from East Asian Countries to Japan and the U.S. | |||||
| タイトル | ||||||
| タイトル | Exchange Rate Volatility and Exports from East Asian Countries to Japan and the U.S. | |||||
| 言語 | en | |||||
| 言語 | ||||||
| 言語 | eng | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | Exchange rate volatility | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | Export | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | East Asia | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | Cointegration | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | Error correction model | |||||
| キーワード | ||||||
| 言語 | en | |||||
| 主題Scheme | Other | |||||
| 主題 | Exchange rate volatility | |||||
| キーワード | ||||||
| 言語 | en | |||||
| 主題Scheme | Other | |||||
| 主題 | Export | |||||
| キーワード | ||||||
| 言語 | en | |||||
| 主題Scheme | Other | |||||
| 主題 | East Asia | |||||
| キーワード | ||||||
| 言語 | en | |||||
| 主題Scheme | Other | |||||
| 主題 | Cointegration | |||||
| キーワード | ||||||
| 言語 | en | |||||
| 主題Scheme | Other | |||||
| 主題 | Error correction model | |||||
| 資源タイプ | ||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
| 資源タイプ | departmental bulletin paper | |||||
| 著者 |
Baak, SaangJoon
× Baak, SaangJoon× Mahmood, Arif Al-× Vixathep, Souksavanh× Baak, SaangJoon× Mahmood, Arif Al-× Vixathep, Souksavanh |
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| 抄録 | ||||||
| 内容記述タイプ | Abstract | |||||
| 内容記述 | The purpose of this paper is to investigate the impact of exchange rate volatility on exports in four East Asian countries (Hong Kong, South Korea, Singapore, and Thailand). Specifically, this paper aims to determine whether the bilateral real exchange rate volatility between an East Asian country and its trading partner negatively affects the exports of the East Asian country. Considering the dominant roles of the U.S. and Japan as trading partners of those East Asian countries, this paper focuses on the monthly export volumes of East Asian countries to the U.S. and Japan for the period from 1990 to 2001. Except for the case of Hong Kong's exports to Japan, cointegration tests and estimations of error correction models indicate exchange rate volatility has negative impacts on exports either in the short run or in the long-run, or both. On the other hand, manufacturing production indices of importing countries and depreciation of real bilateral exchange rates turn out, in general, to have positive effects on the exports of the East Asian countries examined. | |||||
| 書誌情報 |
en : Economics & Management Series 発行日 2003-06-01 |
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