Commodity Prices and Exchange Rate Volatility : Lessons from South Africa's Capital Account Liberalization /
We examine the relationship between South African Rand and gold price volatility using monthly data for the period 1980-2010. Our main findings is that prior to capital account liberalization the causality runs from South African Rand to gold price volatility but the causality runs the other way aro...
| Autor principal: | |
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| Otros Autores: | , , |
| Formato: | Revista |
| Lenguaje: | English |
| Publicado: |
Washington, D.C. :
International Monetary Fund,
2012.
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| Colección: | IMF Working Papers; Working Paper ;
No. 2012/168 |
| Acceso en línea: | Full text available on IMF |