Verfügbarkeit: Commodity prices and exchange rate volatility

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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1. Verfasser:	Arezki, Rabah (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2012
Schriftenreihe:	IMF Working Papers Working Paper No. 12/168
Schlagworte:	Foreign exchange rates Gold / Prices Rand area BUSINESS & ECONOMICS / Finance Wirtschaft Prices Gold > Prices > South Africa Rand area > South Africa Foreign exchange rates > South Africa Südafrika (Staat)
Online-Zugang:	BSB01 FAN01 FAW01 FAW02 FHA01 FKE01 FLA01 FLA01 FNU01 LCO01 SBG01 SBR01 TUM01 UBA01 UBG01 UBM01 UBR01 UBT01 UBW01 UBY01 UEI01 UER01 UPA01 Volltext
Zusammenfassung:	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 around for the post-liberalization period. These findings suggest that gold price volatility plays a key role in explaining both the excessive exchange rate volatility and current disproportionate share of speculative (short-run) inflows that South Africa has been coping with since the opening up of its capital account
Beschreibung:	Title from PDF title page (IMF Web site, viewed Jun. 29, 2012). - "Institute for Capacity Development.". - "June 2012."
Beschreibung:	1 Online-Ressource (19 Seiten)
ISBN:	1475505167 9781475505160 9781475511024 1475511027 9781475563504 1475563507
ISSN:	1018-5941

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MARC


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geographic	Südafrika (Staat)
geographic_facet	Südafrika (Staat)
id	DE-604.BV048358296
illustrated	Not Illustrated
index_date	2024-07-03T20:14:04Z
indexdate	2024-07-10T09:35:52Z
institution	BVB
isbn	1475505167 9781475505160 9781475511024 1475511027 9781475563504 1475563507
issn	1018-5941
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-033737532
oclc_num	797219839 1337123308
open_access_boolean
owner	DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM DE-1046 DE-1047
owner_facet	DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM DE-1046 DE-1047
physical	1 Online-Ressource (19 Seiten)
psigel	ZDB-1-IMF ZDB-30-PAD ZDB-30-PBE ZDB-4-EBA ZDB-4-EBA FAW_PDA_EBA ZDB-4-EBA FLA_PDA_EBA
publishDate	2012
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publisher	International Monetary Fund
record_format	marc
series2	IMF Working Papers
spelling	Arezki, Rabah Verfasser (DE-588)1190923963 aut Commodity prices and exchange rate volatility lessons from South Africa's capital account liberalization prepared by Rabah Arezki [and others] Washington, D.C International Monetary Fund 2012 1 Online-Ressource (19 Seiten) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 12/168 1018-5941 Title from PDF title page (IMF Web site, viewed Jun. 29, 2012). - "Institute for Capacity Development.". - "June 2012." 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 around for the post-liberalization period. These findings suggest that gold price volatility plays a key role in explaining both the excessive exchange rate volatility and current disproportionate share of speculative (short-run) inflows that South Africa has been coping with since the opening up of its capital account Online-Ausg Foreign exchange rates fast Gold / Prices fast Rand area fast BUSINESS & ECONOMICS / Finance bisacsh Wirtschaft Prices Gold Prices South Africa Rand area South Africa Foreign exchange rates South Africa Südafrika (Staat) Dumitrescu, Elena Sonstige oth Freytag, Andreas 1962- Sonstige (DE-588)111333296 oth Quintyn, Marc Sonstige (DE-588)170503380 oth International Monetary Fund Institute for Capacity Development oth http://elibrary.imf.org/view/IMF001/12912-9781475505160/12912-9781475505160/12912-9781475505160.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Arezki, Rabah Commodity prices and exchange rate volatility lessons from South Africa's capital account liberalization Foreign exchange rates fast Gold / Prices fast Rand area fast BUSINESS & ECONOMICS / Finance bisacsh Wirtschaft Prices Gold Prices South Africa Rand area South Africa Foreign exchange rates South Africa
title	Commodity prices and exchange rate volatility lessons from South Africa's capital account liberalization
title_auth	Commodity prices and exchange rate volatility lessons from South Africa's capital account liberalization
title_exact_search	Commodity prices and exchange rate volatility lessons from South Africa's capital account liberalization
title_exact_search_txtP	Commodity prices and exchange rate volatility lessons from South Africa's capital account liberalization
title_full	Commodity prices and exchange rate volatility lessons from South Africa's capital account liberalization prepared by Rabah Arezki [and others]
title_fullStr	Commodity prices and exchange rate volatility lessons from South Africa's capital account liberalization prepared by Rabah Arezki [and others]
title_full_unstemmed	Commodity prices and exchange rate volatility lessons from South Africa's capital account liberalization prepared by Rabah Arezki [and others]
title_short	Commodity prices and exchange rate volatility
title_sort	commodity prices and exchange rate volatility lessons from south africa s capital account liberalization
title_sub	lessons from South Africa's capital account liberalization
topic	Foreign exchange rates fast Gold / Prices fast Rand area fast BUSINESS & ECONOMICS / Finance bisacsh Wirtschaft Prices Gold Prices South Africa Rand area South Africa Foreign exchange rates South Africa
topic_facet	Foreign exchange rates Gold / Prices Rand area BUSINESS & ECONOMICS / Finance Wirtschaft Prices Gold Prices South Africa Rand area South Africa Foreign exchange rates South Africa Südafrika (Staat)
url	http://elibrary.imf.org/view/IMF001/12912-9781475505160/12912-9781475505160/12912-9781475505160.xml
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