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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Chi tiết về thư mục
Tác giả chính: Mavee, Nasha
Tác giả khác: Perrelli, Roberto, Schimmelpfennig, Axel
Định dạng: Tạp chí
Ngôn ngữ:English
Được phát hành: Washington, D.C. : International Monetary Fund, 2016.
Loạt:IMF Working Papers; Working Paper ; No. 2016/205
Truy cập trực tuyến:Full text available on IMF