Aftab, Muhammad; Abbas, Zaheer; Kayani, Farrukh Nawaz - In: Journal of Chinese Economic and Foreign Trade Studies 5 (2012) 3, pp. 215-231
Purpose – The purpose of this paper is to explore the impact of exchange rate volatility at sectoral level on the … export and exchange rate volatility, while augmented Dickey Fuller (ADF) and Phillips Perron tests were used to test the unit … root of series and GARCH,proposed by Bollerslev, was used to study exchange rate volatility. Findings – The results show …