635
Views
38
CrossRef citations to date
0
Altmetric
Original Articles

Exchange rate volatility and exports from East Asian countries to Japan and the USA

, &
Pages 947-959 | Published online: 05 Apr 2011

References

  • Akhtar , MA and Hilton , AS . 1984 . Effects of exchange rate uncertainty on German and U.S. trade . Federal Reserve Bank of New York Quarterly Review , 9 : 7 – 16 .
  • Aristotelous , K . 2002 . The impact of the post-1972 floating exchange rate regime on US exports . Applied Economics , 34 : 1627 – 32 .
  • Arize , AC , Osang , T and Slottje , DJ . 1999 . Exchange-rate volatility in Latin America and its impact on foreign trade, manuscript , Texas A&M University .
  • Arize , AC , Osang , T and Slottje , DJ . 2000 . Exchange-rate volatility and foreign trade: evidence from thirteen LDC . Journal of Business & Economic Statistics , 18 : 10 – 7 .
  • Baak , SJ . 2001 . Japanese yen and East-Asian currencies: before and after the Asian financial crisis , International University of Japan . International Development Series 7
  • Bacchetta , P and van Wincoop , E . 2000 . Does exchange-rate stability increase trade . The American Economic Review , 90 : 1093 – 109 .
  • Bahmani-Oskooee , M . 2002 . Does black market exchange rate volatility deter the trade flows? Iranian experience . Applied Economics , 34 : 2249 – 55 .
  • Bahmani-Oskooee , M and Payesteh , S . 1993 . Does exchange rate volatility deter trade volume of LDCs? . Journal of Economic Development , 18 : 189 – 205 .
  • Bahmani-Oskooee , M and Goswami , GG . 2004 . Exchange rate sensitivity of Japan is bilateral trade flowers . Japan and the World Economy , 16 : 1 – 15 .
  • Baum , CF , Mustafa , C and Neslihan , O . 2001 .  Exchange rate effects on the volume of trade flows: an empirical analysis employing high-frequency data, manuscript , Boston College .
  • Chowdhury , AR . 1993 . Does exchange rate volatility depress trade flows? Evidence from error-correction Models . The Review of Economics and Statistics , 75 : 700 – 6 .
  • Côté , A . 1994 . Exchange rate volatility and trade: a survey , Bank of Canada . Working Paper 94-5
  • De Grauwe , P . 1988 . Exchange rate variability and slowdown in growth of international trade . IMF Staff Papers , 35 : 63 – 84 .
  • Dell’Ariccia , G . 1999 . Exchange rate fluctuations and trade flows: evidence from the European Union . IMF Staff Papers , 46 : 315 – 34 .
  • Dickey , DA and Fuller , WA . 1979 . Distribution of the estimators for autoregressive time series with a unit root . Journal of the American Statistical Association , 74 : 427 – 31 .
  • Dickey , DA and Fuller , WA . 1981 . Likelihood ratio statistics for autoregressive time series with a unit root . Journal of the American Statistical Association , 74 : 1057 – 72 .
  • Doganlar , M . 2002 . Estimating the impact of exchanger rate volatility on exports: evidence from Asian countries . Applied Economics Letters , 9 : 859 – 63 .
  • Doyle , E . 2001 . Exchange rate volatility and Irish-UK trade, 1979–1992 . Applied Economics , 33 : 249 – 65 .
  • Frankel , JA and Wei , SJ . 1994 . “ Yen bloc or dollar bloc? Exchange rate policies of the East Asian economies ” . In Macroeconomic linkage: savings, exchange rates, and capital flows, NBER-East Asia seminar on economics , Edited by: Ito , T and Krueger , AO . Vol. 3 , Cambridge : National Bureau of Economic Research .
  • Hassan , MK and Tufte , DR . 1998 . Exchange rate volatility and aggregate export growth in Bangladesh . Applied Economics , 30 : 189 – 201 .
  • Hooper , P and Kohlhagen , S . 1978 . The effect of exchange rate uncertainty on the prices and volume of international trade . Journal of International Economics , 8 : 483 – 511 .
  • Ito , T , Ogawa , E and Sasaki , YN . 1998 . How did the dollar peg fail in Asia? . Journal of Japanese and International Economies , 12 : 256 – 304 .
  • Johansen , S . 1988 . Statistical analysis of cointegration vectors . Journal of Economic Dynamics and Control , 12 : 231 – 54 .
  • Johansen , S . 1991 . Estimation and hypothesis testing of cointegration vectors in Gaussian Vector Autoregressive Models . Econometrica , 59 : 1551 – 80 .
  • Kawai , M and Takagi , S . 2001 . Proposed strategy for a regional exchange rate arrangement in post-crisis East Asia , World Bank . unpublished manuscript
  • Kim , K and Lee , W . 1996 . The impact of Korea . Asian Economic Journal , 10 : 45 – 60 .
  • Kwan , CH . 1995 . Economics of the yen zone: a perspective on currency union in Asia . Nihon Keizai shimbunsha (written in Japanese) ,
  • McKinnon , RI . 2000 . The East Asian dollar standard, life and death? . Economic Notes , 29 : 31 – 82 .
  • Nakamura , Y and Matsuzaki , I . 1997 . Economic interdependence: Japan, Asia, and the World . Journal of Asian Economics , 8 : 199 – 244 .
  • Nieh , C-C . 2002 . The effect of the Asian financial crisis on the relationships among open macroeconomic factors for Asian countries . Applied Economics , 34 : 491 – 502 .
  • Ohno , K . 1999 . Exchange rate management in developing Asia: reassessment of the pre-crisis soft dollar zone , Tokyo : Asian Development Bank Institute . ADBI working paper 1.
  • Peree , E and Steinherr , A . 1989 . Exchange rate uncertainty and foreign trade . European Economic Review , 33 : 1241 – 64 .
  • Rajan , RS . 2002 . Exchange rate policy options for post-crisis Southeast Asia: is there a case for currency baskets? . World Economy , 25 : 137 – 63 .
  • Secru , P and Uppal , R . 2000 . Exchange Rate Volatility, Trade, Capital Flows under Alternative Exchange Rate Regimes , Cambridge, , Chapter 6 : Cambridge University Press .
  • Takagi , S . 1996 . The Yen and its Asian neighbors, 1980–95: cooperation or competition , Cambridge : National Bureau of Economic Research . NBER working paper 5720

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.