Does exchange rate risks matter for exports? a case of Malaysia
This paper attempts to estimate the impact of exchange rate risks on exports using Pesaran et al. (2001) bounds testing procedure to establish cointegration. The long run coefficients are estimated via the autoregressive distributed lag (ARDL) model. Results suggest that exchange rate risks depress...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English English |
| Published: |
UPENA, UiTM.
2010
|
| Subjects: | |
| Online Access: | http://irep.iium.edu.my/4031/ http://irep.iium.edu.my/4031/1/VoA_-_Noor_Zahirah-paper_VOA.pdf http://irep.iium.edu.my/4031/4/Does_exchange_rate_risks_matter_for_exports-_a_case_of_Malaysia.pdf |
| _version_ | 1848776258269216768 |
|---|---|
| author | Mohd. Sidek, Noor Zahirah Yusoff, Mohammed Duasa, Jarita Mat Ghani, Gairuzazmi |
| author_facet | Mohd. Sidek, Noor Zahirah Yusoff, Mohammed Duasa, Jarita Mat Ghani, Gairuzazmi |
| author_sort | Mohd. Sidek, Noor Zahirah |
| building | IIUM Repository |
| collection | Online Access |
| description | This paper attempts to estimate the impact of exchange rate risks on exports using Pesaran et al. (2001) bounds testing procedure to establish cointegration. The long run coefficients are estimated via the autoregressive distributed lag (ARDL) model. Results suggest that exchange rate risks depress exports in the long run with the impact of exchange rate misalignment being stronger than exchange rate volatility. |
| first_indexed | 2025-11-14T14:27:14Z |
| format | Article |
| id | iium-4031 |
| institution | International Islamic University Malaysia |
| institution_category | Local University |
| language | English English |
| last_indexed | 2025-11-14T14:27:14Z |
| publishDate | 2010 |
| publisher | UPENA, UiTM. |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | iium-40312011-11-21T19:08:06Z http://irep.iium.edu.my/4031/ Does exchange rate risks matter for exports? a case of Malaysia Mohd. Sidek, Noor Zahirah Yusoff, Mohammed Duasa, Jarita Mat Ghani, Gairuzazmi HF3000 By region or country HG3810 Foreign exchange This paper attempts to estimate the impact of exchange rate risks on exports using Pesaran et al. (2001) bounds testing procedure to establish cointegration. The long run coefficients are estimated via the autoregressive distributed lag (ARDL) model. Results suggest that exchange rate risks depress exports in the long run with the impact of exchange rate misalignment being stronger than exchange rate volatility. UPENA, UiTM. 2010 Article PeerReviewed application/pdf en http://irep.iium.edu.my/4031/1/VoA_-_Noor_Zahirah-paper_VOA.pdf application/pdf en http://irep.iium.edu.my/4031/4/Does_exchange_rate_risks_matter_for_exports-_a_case_of_Malaysia.pdf Mohd. Sidek, Noor Zahirah and Yusoff, Mohammed and Duasa, Jarita and Mat Ghani, Gairuzazmi (2010) Does exchange rate risks matter for exports? a case of Malaysia. Voice of Academia, 5 (1). pp. 1-15. ISSN 1985-5079 http://kedah.uitm.edu.my/voice-of-academia |
| spellingShingle | HF3000 By region or country HG3810 Foreign exchange Mohd. Sidek, Noor Zahirah Yusoff, Mohammed Duasa, Jarita Mat Ghani, Gairuzazmi Does exchange rate risks matter for exports? a case of Malaysia |
| title | Does exchange rate risks matter for exports? a case of Malaysia |
| title_full | Does exchange rate risks matter for exports? a case of Malaysia |
| title_fullStr | Does exchange rate risks matter for exports? a case of Malaysia |
| title_full_unstemmed | Does exchange rate risks matter for exports? a case of Malaysia |
| title_short | Does exchange rate risks matter for exports? a case of Malaysia |
| title_sort | does exchange rate risks matter for exports? a case of malaysia |
| topic | HF3000 By region or country HG3810 Foreign exchange |
| url | http://irep.iium.edu.my/4031/ http://irep.iium.edu.my/4031/ http://irep.iium.edu.my/4031/1/VoA_-_Noor_Zahirah-paper_VOA.pdf http://irep.iium.edu.my/4031/4/Does_exchange_rate_risks_matter_for_exports-_a_case_of_Malaysia.pdf |