An Empirical Analysis of the Dynamic Relationship between Exchange Rate Uncertainty and Exports in East Asian Countries

Eui-Hyun Ha; Young-Han Kim

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An Empirical Analysis of the Dynamic Relationship between Exchange Rate Uncertainty and Exports in East Asian Countries

机译：东亚国家汇率不确定性与出口动态关系的实证分析

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The exchange rate uncertainty of developing countries in East Asia increased after the currency crisis in 1997 and has greatly impacted the economy and international trade of these East Asian countries. Based on a CC-GARCH model, we demonstrate that exchange rate uncertainty has had negative impacts on exports with increased negative impacts coinciding with the financial crisis in 2007. The findings of increased negative impacts of exchange rate uncertainty provide support for policy arrangements to reduce exchange rate uncertainty in the East Asian economies especially after the recent liquidity crisis.

机译：在1997年货币危机之后，东亚发展中国家的汇率不确定性增加，并极大地影响了这些东亚国家的经济和国际贸易。基于CC-GARCH模型，我们证明了汇率不确定性对出口产生了负面影响，而负面影响的增加与2007年的金融危机相吻合。汇率不确定性负面影响增加的发现为减少汇率的政策安排提供了支持东亚经济体的利率不确定性，尤其是在最近的流动性危机之后。

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来源
《Journal of Korea Trade》 |2014年第3期|53-68|共16页
作者
Eui-Hyun Ha; Young-Han Kim;
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作者单位

Department of Economics, Sungkyunkwan University, South Korea;

Department of Economics, Sungkyunkwan University, South Korea;

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原文格式 PDF
正文语种 eng
中图分类
关键词
Exchange Rate Uncertainty; Dynamic Relationship; DCC-GARCH;

机译：汇率不确定性;动态关系;DCC-GARCH;

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7. External Debt and Exchange Rate Overshooting: The Case of Selected East Asian Countries Abstract: The accumulations of foreign debts had indeed been at a rapid phase, particularly during the last few years leading to the outbreak of the 1997 financial crises in the four most severely effected economies, namely Indonesia, the Philippines, Thailand and Korea. Interestingly, during the same period, the rates of overshooting of these East Asian currencies have also been found to increase considerably. The objective of this paper is to evaluate whether the rapid accumulation of external debts, especially since 1994, has contributed to the overshooting of the East Asian countriesÂ’ currencies starting late 1997. [O] . Reza Siregar, Victor Pontines 100

机译：外债和汇率超调：选定的东亚国家案例摘要：外债的累积确实处于快速阶段，特别是在过去几年导致1997年金融危机爆发的最严重影响中经济，即印度尼西亚，菲律宾，泰国和韩国。有趣的是，在同一时期，这些东亚货币的超调率也发生了相当大的增长。本文的目的是评估外债的快速积累，特别是自1994年以来，是否导致东亚国家货币从1997年底开始超调。

An Empirical Analysis of the Dynamic Relationship between Exchange Rate Uncertainty and Exports in East Asian Countries

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