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

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...

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Main Authors: Mohd. Sidek, Noor Zahirah, Yusoff, Mohammed, Duasa, Jarita, Mat Ghani, Gairuzazmi
Format: Article
Language:English
English
Published: UPENA, UiTM. 2010
Subjects:
HF3000 By region or country
HG3810 Foreign exchange
Online Access:http://irep.iium.edu.my/4031/1/VoA_-_Noor_Zahirah-paper_VOA.pdf
http://irep.iium.edu.my/4031/4/Does_exchange_rate_risks_matter_for_exports-_a_case_of_Malaysia.pdf
http://irep.iium.edu.my/4031/
http://kedah.uitm.edu.my/voice-of-academia
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spelling my.iium.irep.40312011-11-21T19:08:06Z http://irep.iium.edu.my/4031/ Does exchange rate risks matter for exports? a case of Malaysia Mohd. Sidek, Noor Zahirah Yusoff, Mohammed Duasa, Jarita Mat Ghani, Gairuzazmi HF3000 By region or country HG3810 Foreign exchange 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. UPENA, UiTM. 2010 Article REM application/pdf en http://irep.iium.edu.my/4031/1/VoA_-_Noor_Zahirah-paper_VOA.pdf application/pdf en http://irep.iium.edu.my/4031/4/Does_exchange_rate_risks_matter_for_exports-_a_case_of_Malaysia.pdf 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 http://kedah.uitm.edu.my/voice-of-academia
institution Universiti Islam Antarabangsa Malaysia
building IIUM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider International Islamic University Malaysia
content_source IIUM Repository (IREP)
url_provider http://irep.iium.edu.my/
language English
English
topic HF3000 By region or country
HG3810 Foreign exchange
spellingShingle HF3000 By region or country
HG3810 Foreign exchange
Mohd. Sidek, Noor Zahirah
Yusoff, Mohammed
Duasa, Jarita
Mat Ghani, Gairuzazmi
Does exchange rate risks matter for exports? a case of Malaysia
description 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.
format Article
author Mohd. Sidek, Noor Zahirah
Yusoff, Mohammed
Duasa, Jarita
Mat Ghani, Gairuzazmi
author_facet Mohd. Sidek, Noor Zahirah
Yusoff, Mohammed
Duasa, Jarita
Mat Ghani, Gairuzazmi
author_sort Mohd. Sidek, Noor Zahirah
title Does exchange rate risks matter for exports? a case of Malaysia
title_short Does exchange rate risks matter for exports? a case of Malaysia
title_full Does exchange rate risks matter for exports? a case of Malaysia
title_fullStr Does exchange rate risks matter for exports? a case of Malaysia
title_full_unstemmed Does exchange rate risks matter for exports? a case of Malaysia
title_sort does exchange rate risks matter for exports? a case of malaysia
publisher UPENA, UiTM.
publishDate 2010
url http://irep.iium.edu.my/4031/1/VoA_-_Noor_Zahirah-paper_VOA.pdf
http://irep.iium.edu.my/4031/4/Does_exchange_rate_risks_matter_for_exports-_a_case_of_Malaysia.pdf
http://irep.iium.edu.my/4031/
http://kedah.uitm.edu.my/voice-of-academia
_version_ 1643605258159521792
score 13.149126

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