Does exchange rate volatility matter for the balancing item of balance of payments accounts in Japan? : An empirical note
This study provides preliminary empirical support on the impact of exchange rate volatility on Japan’s balancing item using subset VAR (Vector Autoregression) approach although small. The finding of this study adds an empirical dimension on the trade literature, particularly for Japan, and opens a d...
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| Format: | Article |
| Language: | English |
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Cedam Casa Editrice Dott Antonio Milani
2005
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| Online Access: | http://eprints.um.edu.my/17127/1/Tang_%282005%29_RiSEC_52_4_Exchange_rate_%26_BI.pdf |
| _version_ | 1796947132650881024 |
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| author | Tang, T.C. |
| author_facet | Tang, T.C. |
| author_sort | Tang, T.C. |
| collection | UM |
| description | This study provides preliminary empirical support on the impact of exchange rate volatility on Japan’s balancing item using subset VAR (Vector Autoregression) approach although small. The finding of this study adds an empirical dimension on the trade literature, particularly for Japan, and opens a door for further debate. |
| first_indexed | 2024-03-06T05:42:17Z |
| format | Article |
| id | um.eprints-17127 |
| institution | Universiti Malaya |
| language | English |
| last_indexed | 2024-03-06T05:42:17Z |
| publishDate | 2005 |
| publisher | Cedam Casa Editrice Dott Antonio Milani |
| record_format | dspace |
| spelling | um.eprints-171272017-05-22T04:17:48Z http://eprints.um.edu.my/17127/ Does exchange rate volatility matter for the balancing item of balance of payments accounts in Japan? : An empirical note Tang, T.C. H Social Sciences (General) Foreign exchange. International finance. This study provides preliminary empirical support on the impact of exchange rate volatility on Japan’s balancing item using subset VAR (Vector Autoregression) approach although small. The finding of this study adds an empirical dimension on the trade literature, particularly for Japan, and opens a door for further debate. Cedam Casa Editrice Dott Antonio Milani 2005 Article PeerReviewed application/pdf en http://eprints.um.edu.my/17127/1/Tang_%282005%29_RiSEC_52_4_Exchange_rate_%26_BI.pdf Tang, T.C. (2005) Does exchange rate volatility matter for the balancing item of balance of payments accounts in Japan? : An empirical note. Rivista Internazionale di Scienze Economiche e Commerciali - RiSEC (International Review of Economics and Business), 52 (4). pp. 581-590. ISSN 0035-6751, http://www.springer.com/economics/policy/journal/12232 |
| spellingShingle | H Social Sciences (General) Foreign exchange. International finance. Tang, T.C. Does exchange rate volatility matter for the balancing item of balance of payments accounts in Japan? : An empirical note |
| title | Does exchange rate volatility matter for the balancing item of balance of payments accounts in Japan? : An empirical note |
| title_full | Does exchange rate volatility matter for the balancing item of balance of payments accounts in Japan? : An empirical note |
| title_fullStr | Does exchange rate volatility matter for the balancing item of balance of payments accounts in Japan? : An empirical note |
| title_full_unstemmed | Does exchange rate volatility matter for the balancing item of balance of payments accounts in Japan? : An empirical note |
| title_short | Does exchange rate volatility matter for the balancing item of balance of payments accounts in Japan? : An empirical note |
| title_sort | does exchange rate volatility matter for the balancing item of balance of payments accounts in japan an empirical note |
| topic | H Social Sciences (General) Foreign exchange. International finance. |
| url | http://eprints.um.edu.my/17127/1/Tang_%282005%29_RiSEC_52_4_Exchange_rate_%26_BI.pdf |
| work_keys_str_mv | AT tangtc doesexchangeratevolatilitymatterforthebalancingitemofbalanceofpaymentsaccountsinjapananempiricalnote |