- Title
- The effect of real exchange rate volatility on export performance: evidence from South Africa (2000-2011)
- Creator
- Chamunorwa, Wilson
- Subject
- Monetary policy -- South Africa
- Subject
- Economic development -- South Africa
- Subject
- Foreign exchange rates -- South Africa
- Date
- 2014
- Type
- Thesis
- Type
- Masters
- Type
- M Com
- Identifier
- vital:11499
- Identifier
- http://hdl.handle.net/10353/d1018600
- Identifier
- Monetary policy -- South Africa
- Identifier
- Economic development -- South Africa
- Identifier
- Foreign exchange rates -- South Africa
- Description
- The effect of real exchange rate volatility on export performance: evidence from South Africa (2000-2011) This study sought to investigate the relationship between exchange rate volatility and export performance in South Africa. The main objective of the study was to examine the impact of exchange rate volatility on export performance in South Africa. This relationship was examined using GARCH methods. Exports were regressed against real effective exchange rate, trade openness and capacity utilisation. The research aimed to establish whether exchange rate volatility impacts negatively on export performance in the manner suggested by the econometric model. The result obtained showed that exchange rate volatility had a significantly negative effect on South African exports in the period 2000-2011.
- Format
- 109 leaves; 30 cm
- Format
- Publisher
- University of Fort Hare
- Publisher
- Faculty of Management & Commerce
- Language
- English
- Rights
- University of Fort Hare
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UFH Department of Economics
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