Surprise, Surprise : What Drives the Rand / U.S. Dollar Exchange Rate Volatility? /

This paper investigates possible drivers of volatility in the South African rand since the onset of the global financial crisis. We assess the role played by local and international economic surprises, commodity price volatility, global market risk perceptions, and local political uncertainty. As a...

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Библиографические подробности
Главный автор: Mavee, Nasha
Другие авторы: Perrelli, Roberto, Schimmelpfennig, Axel
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2016.
Серии:IMF Working Papers; Working Paper ; No. 2016/205
Online-ссылка:Full text available on IMF

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