Exchange rate and trade balance nexus in Asean-5

• Main Authors: Lau, Evan, Puah, Chin-Hong, Yong, Sze-Wei, Shazali Abu, Mansor
• Format: E-Article
• Language: English
• Published: Labuan Bulletin of International Business & Finance 2008
• Subjects: HC Economic History and Conditions; JZ International relations
• Online Access: http://ir.unimas.my/id/eprint/7212/1/EXCHANGE%20RATE%20AND%20TRADE%20BALANCE%20NEXUS%20IN%20ASEAN-5%20%2810%25%29.pdf; http://ir.unimas.my/id/eprint/7212/; http://www.researchgate.net/profile/Evan_Lau/publication/242153748_EXCHANGE_RATE_AND_TRADE_BALANCE_NEXUS_IN_ASEAN5/links/02e7e52b04c815d1db000000.pdf
• Institution: Universiti Malaysia Sarawak

This study analyzes the short run as well as long run impact of exchange rates changes towards trade balances for ASEAN-5 member countries, namely Indonesia, Malaysia, the Philippines, Singapore and Thailand. The stationary test, Johansen-Juselius cointegration test and Granger causality test have b...