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Surprise, surprise : what drives the rand/U.S. dollar 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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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Maveé, Nasha (Autor, (IMF staff)), Perrelli, Roberto (Autor, (IMF staff)), Schimmelpfennig, Axel (Autor, (IMF staff))
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [Washington, D.C.] : International Monetary Fund, [2016]
Colección:IMF working paper ; WP/16/205.
Temas:
Acceso en línea:Texto completo