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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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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Arezki, Rabah (Author)
Corporate Author: International Monetary Fund. Institute for Capacity Development
Format: Electronic eBook
Language:Inglés
Published: [Washington, D.C.] : International Monetary Fund, ©2012.
Series:IMF working paper ; WP/12/168.
Subjects:
Online Access:Texto completo