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Exchange Rate Volatility and Trade: The Case of Trade among China and ASEAN Countries

Prajakschitt, Patima LU (2015) NEKN01 20151
Department of Economics
Abstract
This study investigates the effect of China’s exchange rate volatility on imports among China and ASEAN6 countries during 2001 and 2013, using three different measures of exchange rate volatility: volatility of exchange rate against U.S. Dollar, relative exchange rate volatility, and volatility of bilateral exchange rate. The test is performed by using fixed effects method and gravity model. The result indicates that the relationship between exchange rate volatility and trade seems to be insignificant among these countries; and China’s effect of volatility on trade is also insignificant.
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author
Prajakschitt, Patima LU
supervisor
organization
course
NEKN01 20151
year
type
H1 - Master's Degree (One Year)
subject
keywords
exchange rate volatility, trade flows, ASEAN, China
language
English
id
7793864
date added to LUP
2015-09-15 12:37:29
date last changed
2015-09-15 12:37:29
@misc{7793864,
  abstract     = {This study investigates the effect of China’s exchange rate volatility on imports among China and ASEAN6 countries during 2001 and 2013, using three different measures of exchange rate volatility: volatility of exchange rate against U.S. Dollar, relative exchange rate volatility, and volatility of bilateral exchange rate. The test is performed by using fixed effects method and gravity model. The result indicates that the relationship between exchange rate volatility and trade seems to be insignificant among these countries; and China’s effect of volatility on trade is also insignificant.},
  author       = {Prajakschitt, Patima},
  keyword      = {exchange rate volatility,trade flows,ASEAN,China},
  language     = {eng},
  note         = {Student Paper},
  title        = {Exchange Rate Volatility and Trade: The Case of Trade among China and ASEAN Countries},
  year         = {2015},
}