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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक: Mavee, Nasha
अन्य लेखक: Perrelli, Roberto, Schimmelpfennig, Axel
स्वरूप: पत्रिका
भाषा:English
प्रकाशित: Washington, D.C. : International Monetary Fund, 2016.
श्रृंखला:IMF Working Papers; Working Paper ; No. 2016/205
ऑनलाइन पहुंच:Full text available on IMF