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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| Otros Autores: | , |
| Formato: | Revista |
| Lenguaje: | English |
| Publicado: |
Washington, D.C. :
International Monetary Fund,
2016.
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| Colección: | IMF Working Papers; Working Paper ;
No. 2016/205 |
| Acceso en línea: | Full text available on IMF |