Does exchange rate volatility matter for the balancing item of balance of payments accounts in Japan? : An empirical note

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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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
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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