頁籤選單縮合
| 題 名 | Short-Run and Long-Run Effects of Exchange Rate Volatility on the Volume of Exports: A Case Study for Pakistan |
|---|---|
| 作 者 | Aurangzeb, A.; Stengos, Thanasis; Mohammad, Asif U.; | 書刊名 | International Journal of Business and Economics |
| 卷 期 | 4:3 民94.12 |
| 頁 次 | 頁209-222 |
| 分類號 | 563.2 |
| 關鍵詞 | ARCH; Exchange rate volatility; Exports; Error-correction model; |
| 語 文 | 英文(English) |
| 英文摘要 | This paper investigates empirically the impact of exchange rate volatility on Pakistan’s exports to its major trading partners under the floating exchange rate regime for the period 1985 to 2001. Estimates of the co-integrating relations are obtained using Johansen’s technique, and estimates of the short-run dynamics are obtained utilizing an error-correction model. The major findings indicate that increases in exchange rate volatility approximated by the conditional variance of exchange rates exert a significant negative effect upon the volume of exports in the short-run. |
本系統中英文摘要資訊取自各篇刊載內容。