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...

Full description

Bibliographic Details
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/ http://irep.iium.edu.my/4031/ 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

id	iium-4031
recordtype	eprints
spelling	iium-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 PeerReviewed 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
repository_type	Digital Repository
institution_category	Local University
institution	International Islamic University Malaysia
building	IIUM Repository
collection	Online Access
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/ http://irep.iium.edu.my/4031/ 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
first_indexed	2023-09-18T20:12:05Z
last_indexed	2023-09-18T20:12:05Z
_version_	1777407544758632448

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

Similar Items