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...
| Príomhchruthaitheoir: | |
|---|---|
| Rannpháirtithe: | , , |
| Formáid: | IRIS |
| Teanga: | English |
| Foilsithe / Cruthaithe: |
Washington, D.C. :
International Monetary Fund,
2012.
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| Sraith: | IMF Working Papers; Working Paper ;
No. 2012/168 |
| Rochtain ar líne: | Full text available on IMF |