The impact of exchange rate volatility on real total export and sub-categories of real total export of Malaysia
This study aims to investigate the impact of exchange rate volatility on real export in Malaysia. The moving standard deviation with order three (MSD(3)) is used for the measurement of exchange rate volatility. The conventional and partially asymmetric autoregressive distributed lag (ARDL) models a...
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| Format: | Article |
| Language: | English English |
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2016
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| Online Access: | https://eprints.ums.edu.my/id/eprint/20339/1/The%20impact%20of%20exchange%20rate%20volatility%20on%20real%20total%20export%20and%20sub.pdf https://eprints.ums.edu.my/id/eprint/20339/7/The%20Impact%20of%20Exchange%20Rate%20Volatility%20on%20Real%20Total.pdf |
| _version_ | 1796909975472177152 |
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| author | Wong, Hock Tze @ Farrah Wong Tze @ Farrah Wong |
| author_facet | Wong, Hock Tze @ Farrah Wong Tze @ Farrah Wong |
| author_sort | Wong, Hock Tze @ Farrah Wong Tze @ Farrah Wong |
| collection | UMS |
| description | This study aims to investigate the impact of exchange
rate volatility on real export in Malaysia. The moving standard deviation with order three (MSD(3)) is used for the measurement of exchange rate volatility. The conventional and partially asymmetric autoregressive distributed lag (ARDL) models are used in the estimations. This study finds exchange rate volatility to have significant impact on real total export and some sub-categories of real total export. Moreover, this study finds that the positive or negative
exchange rate volatility tends to have positive or negative impact on real export. Exchange rate volatility can be harmful to export of Malaysia. |
| first_indexed | 2024-03-06T02:57:34Z |
| format | Article |
| id | ums.eprints-20339 |
| institution | Universiti Malaysia Sabah |
| language | English English |
| last_indexed | 2024-03-06T02:57:34Z |
| publishDate | 2016 |
| record_format | dspace |
| spelling | ums.eprints-203392021-01-01T10:54:35Z https://eprints.ums.edu.my/id/eprint/20339/ The impact of exchange rate volatility on real total export and sub-categories of real total export of Malaysia Wong, Hock Tze @ Farrah Wong Tze @ Farrah Wong HC Economic history and conditions This study aims to investigate the impact of exchange rate volatility on real export in Malaysia. The moving standard deviation with order three (MSD(3)) is used for the measurement of exchange rate volatility. The conventional and partially asymmetric autoregressive distributed lag (ARDL) models are used in the estimations. This study finds exchange rate volatility to have significant impact on real total export and some sub-categories of real total export. Moreover, this study finds that the positive or negative exchange rate volatility tends to have positive or negative impact on real export. Exchange rate volatility can be harmful to export of Malaysia. 2016 Article PeerReviewed text en https://eprints.ums.edu.my/id/eprint/20339/1/The%20impact%20of%20exchange%20rate%20volatility%20on%20real%20total%20export%20and%20sub.pdf text en https://eprints.ums.edu.my/id/eprint/20339/7/The%20Impact%20of%20Exchange%20Rate%20Volatility%20on%20Real%20Total.pdf Wong, Hock Tze @ Farrah Wong Tze @ Farrah Wong (2016) The impact of exchange rate volatility on real total export and sub-categories of real total export of Malaysia. World Academy of Science, Engineering and Technology International Journal of Economics and Management Engineering, 10 (9). |
| spellingShingle | HC Economic history and conditions Wong, Hock Tze @ Farrah Wong Tze @ Farrah Wong The impact of exchange rate volatility on real total export and sub-categories of real total export of Malaysia |
| title | The impact of exchange rate volatility on real total export and sub-categories of real total export of Malaysia |
| title_full | The impact of exchange rate volatility on real total export and sub-categories of real total export of Malaysia |
| title_fullStr | The impact of exchange rate volatility on real total export and sub-categories of real total export of Malaysia |
| title_full_unstemmed | The impact of exchange rate volatility on real total export and sub-categories of real total export of Malaysia |
| title_short | The impact of exchange rate volatility on real total export and sub-categories of real total export of Malaysia |
| title_sort | impact of exchange rate volatility on real total export and sub categories of real total export of malaysia |
| topic | HC Economic history and conditions |
| url | https://eprints.ums.edu.my/id/eprint/20339/1/The%20impact%20of%20exchange%20rate%20volatility%20on%20real%20total%20export%20and%20sub.pdf https://eprints.ums.edu.my/id/eprint/20339/7/The%20Impact%20of%20Exchange%20Rate%20Volatility%20on%20Real%20Total.pdf |
| work_keys_str_mv | AT wonghocktzefarrahwongtzefarrahwong theimpactofexchangeratevolatilityonrealtotalexportandsubcategoriesofrealtotalexportofmalaysia AT wonghocktzefarrahwongtzefarrahwong impactofexchangeratevolatilityonrealtotalexportandsubcategoriesofrealtotalexportofmalaysia |