DocumentCode
2515268
Title
The Effects of Exchange Rate Volatility on Exports: Evidence from China
Author
Yuan, Xin ; Jianxiang, Wan
Author_Institution
Antai Coll. of Econ. & Manage., Shanghai Jiao Tong Univ., Shanghai, China
fYear
2011
fDate
5-6 Nov. 2011
Firstpage
43
Lastpage
45
Abstract
This paper empirically investigates the impact of the exchange rate volatility on the real export flows of China by using quarterly data from 1995Q1 to 2010Q1. Co-integration and error-correction models are employed to obtain the estimates of the long run equilibrium and the short-run dynamics, respectively. Our results concerning the effects of exchange rate volatility on real exports suggest that the long-run relationship between China´s real exports and its bilateral real exchange rate volatility is negative and statistically significant, but the short-run impact of the exchange rate volatility is insignificantly positive.
Keywords
exchange rates; finance; China; co-integration models; error-correction models; exchange rate volatility; real export flows; Biological system modeling; Equations; Exchange rates; International trade; Mathematical model; Vectors; VECM; co-integration; exchange rate volatility; trade flows;
fLanguage
English
Publisher
ieee
Conference_Titel
Management of e-Commerce and e-Government (ICMeCG), 2011 Fifth International Conference on
Conference_Location
Hubei
Print_ISBN
978-1-4577-1659-1
Type
conf
DOI
10.1109/ICMeCG.2011.11
Filename
6092629
Link To Document