Publication in refereed journal
香港中文大学研究人员 ( 现职)
| 周文林教授 (经济学系) |
全文
| 数位物件识别号 (DOI) http://dx.doi.org/10.1016/1049-0078(93)90010-A |
引用次数
Scopushttp://aims.cuhk.edu.hk/converis/portal/Publication/1Scopus source URL
其它资讯
摘要This article consists of two parts. The first part investigates skewness and elongation of six monthly exchange rate changes series using estimates of g (for skewness) and h (for elongation) obtained from Tukey's g and h distributions. It is found that the exchange rate distributions are generally more elongated than the standard Gaussian distribution. Using the g-and-h distributions, improved measures of exchange rate variability are constructed. On the basis of the regression results, the second part of this article examines the effect of the exchange rate variability on trade volumes. The empirical results do not provide conclusive evidence that the improved variability measures using the g-and-h distributions have a significant negative effect on Hong Kong's manufactured exports and imports. (JEL F3http://aims.cuhk.edu.hk/converis/portal/Publication/1). ? http://aims.cuhk.edu.hk/converis/portal/Publication/1993.
着者Chou W.L.
期刊名称Journal of Asian Economics
出版年份http://aims.cuhk.edu.hk/converis/portal/Publication/1993
月份http://aims.cuhk.edu.hk/converis/portal/Publication/1
日期http://aims.cuhk.edu.hk/converis/portal/Publication/1
卷号4
期次http://aims.cuhk.edu.hk/converis/portal/Publication/1
出版社Elsevier BV
出版地Netherlands
页次http://aims.cuhk.edu.hk/converis/portal/Publication/1http://aims.cuhk.edu.hk/converis/portal/Publication/17 - http://aims.cuhk.edu.hk/converis/portal/Publication/130
国际标準期刊号http://aims.cuhk.edu.hk/converis/portal/Publication/1049-0078
语言英式英语
