Exchange rate volatility and manufacturing commodity exports in ASEAN-5: A symmetric and asymmetric approach

Exchange rate volatility and manufacturing commodity exports in ASEAN-5: A symmetric and asymmetric approach

This study aims to investigate the influence of the volatility of exchange rates on manufacturing commodity exports in the ASEAN-5 (Indonesia, Singapore, Thailand, Malaysia, and the Philippines). The study used the ARCH/GARCH, ARDL, and Nonlinear ARDL to determine the symmetrical and asymmetrical in...

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Bibliographic Details
Main Authors: Rossanto Dwi Handoyo, Sesotya Putri Alfani, Kabiru Hannafi Ibrahim, Tamat Sarmidi, Tri Haryanto
Format: Article
Language:English
Published: Elsevier 2023-02-01
Series:Heliyon
Subjects:
ARCH
ARDL
GARCH
Exports
Manufacturing commodities
Nonlinear-ARDL
Online Access:http://www.sciencedirect.com/science/article/pii/S2405844023002748

Internet

http://www.sciencedirect.com/science/article/pii/S2405844023002748

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