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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书目详细资料
主要作者: Mavee, Nasha
其他作者: Perrelli, Roberto, Schimmelpfennig, Axel
格式: 杂志
语言:English
出版: Washington, D.C. : International Monetary Fund, 2016.
丛编:IMF Working Papers; Working Paper ; No. 2016/205
在线阅读:Full text available on IMF