Exchange rate and foreign interest rate linkages for Sub-Saharan Africa floaters /

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The paper considers the determinants of exchange rate movements among sub-Saharan countries that have flexible exchange rate regimes. The determinants are based on the law of one price and interest parity conditions. Results indicate that the exchange rates have responded significantly to changes in...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Thomas, Alun H. (Alun Huw) (Autor)
Autor Corporativo: International Monetary Fund. African Department
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [Place of publication not identified] : International Monetary Fund, 2012.
Colección:IMF working paper ; WP/12/208.
Temas:
Foreign exchange rates > Africa, Sub-Saharan.
Interest rates > Africa, Sub-Saharan.
Taux de change > Afrique subsaharienne.
Taux d'intérêt > Afrique subsaharienne.
BUSINESS & ECONOMICS > Finance.
Foreign exchange rates
Interest rates
Sub-Saharan Africa
Acceso en línea:Texto completo

MARC

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100 1 |a Thomas, Alun H.  |q (Alun Huw),  |e author.  |1 https://id.oclc.org/worldcat/entity/E39PCjCkPTkKHyw997MdWqFGRC 
245 1 0 |a Exchange rate and foreign interest rate linkages for Sub-Saharan Africa floaters /  |c prepared by Alun Thomas. 
260 |a [Place of publication not identified] :  |b International Monetary Fund,  |c 2012. 
300 |a 1 online resource :  |b illustrations 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
340 |g polychrome.  |2 rdacc  |0 http://rdaregistry.info/termList/RDAColourContent/1003 
347 |a data file 
490 1 |a IMF working paper ;  |v WP/12/208 
504 |a Includes bibliographical references. 
520 |a The paper considers the determinants of exchange rate movements among sub-Saharan countries that have flexible exchange rate regimes. The determinants are based on the law of one price and interest parity conditions. Results indicate that the exchange rates have responded significantly to changes in the US Treasury bill rate and to the EMBI spread in recent years. The effects are more important for countries with open capital accounts. On the other hand the paper does not provide any support for the interest rate parity theory because domestic interest rates have no bearing on exchange rate movements. 
505 0 |a Cover; Contents; Abstract; I. Introduction; II. Empirical Model and Data Description; A. Model; B. Data Description; III. Regression Analysis; A. Stationarity Tests; Regression Analysis; IV. Robustness and Diagnostic Checks; A. Robustness; B. Diagnostic Checks; V. Conclusion; Tables; 1. Measures of Capital Account Openness; 2. Augmented Dickey-Fuller Test Statistics; 3. South Africa: Johansen Cointegration Trace Test Statistics and Cointegrating Vector; 4. Pedroni Residual Test Statistics for Panel Data Estimation. 
505 8 |a 5. Determinants of the Change in the Bilateral Exchange Rate Against U.S. dollar6. Determinants of the Change in the Nominal Effective Exchange Rate; 7. Determinants of Bilateral U.S. Dollar Exchange Rate Change-Robustness Checks; 8. Out of sample Forecasts: One Month Ahead; Figures; 1. Interest Rates (in percent) and the Nominal Exchange Rate (2007=100); References. 
546 |a English. 
590 |a ProQuest Ebook Central  |b Ebook Central Academic Complete 
590 |a eBooks on EBSCOhost  |b EBSCO eBook Subscription Academic Collection - Worldwide 
650 0 |a Foreign exchange rates  |z Africa, Sub-Saharan. 
650 0 |a Interest rates  |z Africa, Sub-Saharan. 
650 6 |a Taux de change  |z Afrique subsaharienne. 
650 6 |a Taux d'intérêt  |z Afrique subsaharienne. 
650 7 |a BUSINESS & ECONOMICS  |x Finance.  |2 bisacsh 
650 7 |a Foreign exchange rates  |2 fast 
650 7 |a Interest rates  |2 fast 
651 7 |a Sub-Saharan Africa  |2 fast 
710 2 |a International Monetary Fund.  |b African Department. 
758 |i has work:  |a Exchange rate and foreign interest rate linkages for Sub-Saharan Africa floaters (Text)  |1 https://id.oclc.org/worldcat/entity/E39PCGFjhRykbHrQVjhFkrtBT3  |4 https://id.oclc.org/worldcat/ontology/hasWork 
776 |z 1-4755-8647-7 
776 |z 1-4755-0558-2 
830 0 |a IMF working paper ;  |v WP/12/208. 
856 4 0 |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1606950  |z Texto completo 
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