The effect of exchange-rate uncertainty on unemployment in three developing Asian countries: evidence from bivariate GARCH approach

2011 ◽  
Vol 18 (8) ◽  
pp. 783-788 ◽  
Author(s):  
Shu-Chen Chang ◽  
Chung-Hua Shen
Keyword(s):  
Exchange Rate ◽  
Asian Countries ◽  
Exchange Rate Uncertainty

Exchange rate uncertainty and the level of investment in selected South-east Asian countries

2004 ◽  
Vol 36 (19) ◽  
pp. 2161-2165 ◽  
Author(s):  
Gyan Pradhan ◽  
Zeljan Schuster ◽  
Kamal P. Upadhyaya *
Keyword(s):  
Exchange Rate ◽  
East Asian ◽  
Asian Countries ◽  
Exchange Rate Uncertainty

scholarly journals Exchange Rate Risk and Uncertainty and Trade Flows: Asymmetric Evidence from Asia

2020 ◽  
Vol 13 (6) ◽  
pp. 128
Author(s):  
Mohsen Bahmani-Oskooee ◽  
Parveen Akhtar ◽  
Sana Ullah ◽  
Muhammad Tariq Majeed
Keyword(s):  
Exchange Rate ◽  
Linear Models ◽  
Nonlinear Models ◽  
Exchange Rate Volatility ◽  
The Philippines ◽  
Trade Flows ◽  
Asian Countries ◽  
Exchange Rate Uncertainty ◽  
Nonlinear Ardl ◽  
Nonlinear Ardl Model

Very recently, the link between exchange rate volatility and trade flows has entered into a new direction in which researchers assess the possibility of asymmetric response of trade flows to a measure of exchange rate uncertainty. We add to this literature by estimating a linear and a nonlinear ARDL model to learn about the experiences of Asian countries, i.e., Pakistan, Japan, China, Korea, Singapore, Malaysia, the Philippines, and India. Like other studies in the literature, nonlinear models yielded relatively more significant results. In some cases, while the linear models showed no significant effects of exchange rate volatility on trade flows, the nonlinear models revealed significant effects. In some other cases, the opposite was true.

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