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...
Saved in:
| Online Access: |
Full text (MCPHS users only) |
|---|---|
| Main Author: | |
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
[Washington, D.C.] :
International Monetary Fund,
2012
|
| Series: | IMF working paper ;
WP/12/168. |
| Subjects: | |
| Local Note: | ProQuest Ebook Central |
