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,
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Official URL: http://www.springer.com/economics/policy/journal/1...
Abstract
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.
| Item Type: | Article |
|---|---|
| Funders: | UNSPECIFIED |
| Uncontrolled Keywords: | Exchange Rate Volatility; Balancing Item; Japan; Subset VAR |
| Subjects: | H Social Sciences > H Social Sciences (General) H Social Sciences > HG Finance > Foreign exchange. International finance. |
| Divisions: | Faculty of Economics & Administration |
| Depositing User: | Dr Tuck Cheong Tang |
| Date Deposited: | 22 May 2017 04:17 |
| Last Modified: | 22 May 2017 04:17 |
| URI: | http://eprints.um.edu.my/id/eprint/17127 |
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