Exports, exchange rate movements and the credit markets imperfections: new evidence from threshold regression analysis

Based on an innovative threshold estimation technique, this study investigates whether the effect of exchange rate depreciation on exports is distinct with different channels of credit markets imperfections. The empirical results demonstrate the existence of a threshold effect in the relationship be...

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Bibliographic Details
Main Authors: Niaz Ahmad, Mohd Naseem, Wan Ngah, Wan Azman Saini, Masron, Tajul Ariffin
Format: Article
Language:English
Published: Faculty of Economics and Management, Universiti Putra Malaysia 2015
Online Access:http://psasir.upm.edu.my/id/eprint/35317/1/Paper%202%20Export%20ER%20Movement%20and%20CM%20Imperfection.pdf