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Commodity prices and exchange rate volatility : lessons from South Africa's capital account liberalization /

We examine the relationship between South African Rand and gold price volatility using monthly data for the period 1980-2010. Our main findings is that prior to capital account liberalization the causality runs from South African Rand to gold price volatility but the causality runs the other way aro...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Arezki, Rabah (Autor)
Autor Corporativo: International Monetary Fund. Institute for Capacity Development
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [Washington, D.C.] : International Monetary Fund, ©2012.
Colección:IMF working paper ; WP/12/168.
Temas:
Acceso en línea:Texto completo