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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Mavee, Nasha
مؤلفون آخرون: Perrelli, Roberto, Schimmelpfennig, Axel
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2016.
سلاسل:IMF Working Papers; Working Paper ; No. 2016/205
الوصول للمادة أونلاين:Full text available on IMF