| Autor: |
Chang Beom Kim |
| Jazyk: |
angličtina |
| Rok vydání: |
2017 |
| Předmět: |
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| Zdroj: |
Asian Journal of Shipping and Logistics, Vol 33, Iss 1, Pp 43-50 (2017) |
| Druh dokumentu: |
article |
| ISSN: |
2092-5212 |
| DOI: |
10.1016/j.ajsl.2017.03.006 |
| Popis: |
This study used monthly data from 2000 to 2015 to analyze the effects of USD/KRW exchange rate volatility on seaborne import volume in Korea. The results of an autoregressive distributed lag (ARDL) analysis indicate that USD/KRW exchange rate volatility has a statistically significant negative influence on Korea's seaborne import volume. Moreover, the results of a vector error correction model (VECM) analysis found that the USD/KRW exchange rate volatility exhibited short-term unidirectional causality on import volume and real income, and confirmed bidirectional causality between the real effective exchange rate and exchange rate volatility. |
| Databáze: |
Directory of Open Access Journals |
| Externí odkaz: |
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