학술저널
An Empirical Analysis of the Dynamic Relationship between Exchange Rate Uncertainty and Exports in East Asian Countries
- 한국무역학회
- Journal of Korea Trade (JKT)
- Vol.18 No.3
-
2014.0853 - 68 (16 pages)
- 6
The exchange rate uncertainty of developing countries in East Asia increased after the currency crisis in 1997 and has greatly impacted the economy and international trade of these East Asian countries. Based on a CC-GARCH model, we demonstrate that exchange rate uncertainty has had negative impacts on exports with increased negative impacts coinciding with the financial crisis in 2007. The findings of increased negative impacts of exchange rate uncertainty provide support for policy arrangements to reduce exchange rate uncertainty in the East Asian economies especially after the recent liquidity crisis.
Ⅰ. Introduction
Ⅱ. Literature Review
Ⅲ. Dynamic Correlation Analysis of Exchange Rate and Exports
Ⅴ. Concluding Remarks
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