• ISSN: 2301-3567 (Print), 2972-3981 (Online)
    • Abbreviated Title: J. Econ. Bus. Manag.
    • Frequency: Quarterly
    • DOI: 10.18178/JOEBM
    • Editor-in-Chief: Prof. Eunjin Hwang
    • Executive Editor: Ms. Fiona Chu
    • Abstracting/ Indexing:  CNKI, Google Scholar, Electronic Journals Library, Crossref, Ulrich's Periodicals Directory, MESLibrary, etc.
    • E-mail: joebm.editor@gmail.com
JOEBM 2015 Vol.3(5): 479-482 ISSN: 2301-3567
DOI: 10.7763/JOEBM.2015.V3.231

The Effects of Exchange Rate Volatility on ASEAN-China Bilateral Exports

Mohammed B. Yusoff and Ahmed Hossain Sabit

Abstract—The paper examines the impact of exchange rate volatility, real GDP of China, and real exchange rates on the bilateral exports of ASEAN member countries to China using the generalized method of moments. The results show that all the coefficients of these variables have the expected signs and are statistically significant. Specifically, if exchange rate volatility goes up by 1 percent, the exports fall by about 0.21 percent; if real exchange rate depreciates by 1 percent, exports will increase by 1.12 percent, and when China’s real GDP increases by 1 percent, the ASEAN exports to China increase by 1.86 percent. The findings suggest that the ASEAN member nations should maintain the stability of their bilateral exchange rates with Chinese Yuan as a means to boost their exports to China.

Index Terms—Bilateral exports, exchange rate volatility, ASEAN-China.

Mohammed B. Yusoff is with the International Islamic University, Malaysia (e-mail: mohammed.yusoff@iium.edu.my).
Ahmed Hossain Sabit is with the Texas Tech University, Texas, USA (e-mail: sabit006@gmail.com).

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Cite: Mohammed B. Yusoff and Ahmed Hossain Sabit, "The Effects of Exchange Rate Volatility on ASEAN-China Bilateral Exports," Journal of Economics, Business and Management vol. 3, no. 5, pp. 479-482, 2015.

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