Does exchange rate volatility matter for the balancing item of balance of payments accounts in Japan? : An empirical note

• Main Author: Tang, T.C.
• Format: Article
• Language: English
• Published: Cedam Casa Editrice Dott Antonio Milani 2005
• Subjects: H Social Sciences (General); Foreign exchange. International finance.
• Online Access: http://eprints.um.edu.my/17127/1/Tang_%282005%29_RiSEC_52_4_Exchange_rate_%26_BI.pdf; http://eprints.um.edu.my/17127/; http://www.springer.com/economics/policy/journal/12232

This study provides preliminary empirical support on the impact of exchange rate volatility on Japan’s balancing item using subset VAR (Vector Autoregression) approach although small. The finding of this study adds an empirical dimension on the trade literature, particularly for Japan, and opens a d...