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...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Autor Corporativo: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
[Washington, D.C.] :
International Monetary Fund,
©2012.
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Colección: | IMF working paper ;
WP/12/168. |
Temas: | |
Acceso en línea: | Texto completo |