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Commodity prices and exchange rate volatility [[electronic resource] ] : lessons from South Africa's capital account liberalization / / Rabah Arezki ... [et al.]
| Commodity prices and exchange rate volatility [[electronic resource] ] : lessons from South Africa's capital account liberalization / / Rabah Arezki ... [et al.] |
| Autore | Arezki Rabah |
| Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, c2012 |
| Descrizione fisica | 1 online resource (20 p.) |
| Collana | IMF working paper |
| Soggetto topico |
Prices
Foreign exchange rates - South Africa |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4755-5956-9
1-4755-6350-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; II. The Literature; III. Empirical Strategy; A. Data; B. Time Series Properties and Econometric Techniques; IV. Main Results; V. Robustness; VI. Conclusion; References; Figures; Figure 1. Evolution of Gold Prices and South Africa Rand Real Exchange Rate; Figure 2. Volatility of Gold Prices and South Africa Rand Real Exchange Rate; Tables; Table 1 Johansen Cointegration Test Results on Pre-Capital Account Liberalization; Table 2 Johansen Cointegration Test Results on Post-Capital Account Liberalization
Table 3 Lagrange Multiplier Test for Residual AutocorelationTable 4 VECM Results for Pre-Capital Account Liberalization Sample; Table 5 Post-Capital Account Liberalization VECM Results; Table 6 Testing Weak Exogeneity |
| Record Nr. | UNINA-9910462255003321 |
Arezki Rabah
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| Washington, D.C., : International Monetary Fund, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Commodity Prices and Exchange Rate Volatility : : Lessons from South Africa’s Capital Account Liberalization / / Elena Dumitrescu, Rabah Arezki, Andreas Freytag, Marc Quintyn
| Commodity Prices and Exchange Rate Volatility : : Lessons from South Africa’s Capital Account Liberalization / / Elena Dumitrescu, Rabah Arezki, Andreas Freytag, Marc Quintyn |
| Autore | Dumitrescu Elena |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (20 p.) |
| Altri autori (Persone) |
ArezkiRabah
FreytagAndreas QuintynMarc |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Prices
Foreign exchange rates - South Africa Exports and Imports Foreign Exchange Macroeconomics International Investment Long-term Capital Movements Current Account Adjustment Short-term Capital Movements Metals and Metal Products Cement Glass Ceramics Commodity Markets Currency Foreign exchange International economics Gold prices Real exchange rates Real effective exchange rates Capital account liberalization Commodity price fluctuations Balance of payments Gold |
| ISBN |
1-4755-5956-9
1-4755-6350-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; II. The Literature; III. Empirical Strategy; A. Data; B. Time Series Properties and Econometric Techniques; IV. Main Results; V. Robustness; VI. Conclusion; References; Figures; Figure 1. Evolution of Gold Prices and South Africa Rand Real Exchange Rate; Figure 2. Volatility of Gold Prices and South Africa Rand Real Exchange Rate; Tables; Table 1 Johansen Cointegration Test Results on Pre-Capital Account Liberalization; Table 2 Johansen Cointegration Test Results on Post-Capital Account Liberalization
Table 3 Lagrange Multiplier Test for Residual AutocorelationTable 4 VECM Results for Pre-Capital Account Liberalization Sample; Table 5 Post-Capital Account Liberalization VECM Results; Table 6 Testing Weak Exogeneity |
| Record Nr. | UNINA-9910786484703321 |
|
Dumitrescu Elena
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Commodity Prices and Exchange Rate Volatility : : Lessons from South Africa’s Capital Account Liberalization / / Elena Dumitrescu, Rabah Arezki, Andreas Freytag, Marc Quintyn
| Commodity Prices and Exchange Rate Volatility : : Lessons from South Africa’s Capital Account Liberalization / / Elena Dumitrescu, Rabah Arezki, Andreas Freytag, Marc Quintyn |
| Autore | Dumitrescu Elena |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (20 p.) |
| Disciplina | 332.152 |
| Altri autori (Persone) |
ArezkiRabah
FreytagAndreas QuintynMarc |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Prices
Foreign exchange rates - South Africa Exports and Imports Foreign Exchange Macroeconomics International Investment Long-term Capital Movements Current Account Adjustment Short-term Capital Movements Metals and Metal Products Cement Glass Ceramics Commodity Markets Currency Foreign exchange International economics Gold prices Real exchange rates Real effective exchange rates Capital account liberalization Commodity price fluctuations Balance of payments Gold |
| ISBN |
1-4755-5956-9
1-4755-6350-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; II. The Literature; III. Empirical Strategy; A. Data; B. Time Series Properties and Econometric Techniques; IV. Main Results; V. Robustness; VI. Conclusion; References; Figures; Figure 1. Evolution of Gold Prices and South Africa Rand Real Exchange Rate; Figure 2. Volatility of Gold Prices and South Africa Rand Real Exchange Rate; Tables; Table 1 Johansen Cointegration Test Results on Pre-Capital Account Liberalization; Table 2 Johansen Cointegration Test Results on Post-Capital Account Liberalization
Table 3 Lagrange Multiplier Test for Residual AutocorelationTable 4 VECM Results for Pre-Capital Account Liberalization Sample; Table 5 Post-Capital Account Liberalization VECM Results; Table 6 Testing Weak Exogeneity |
| Record Nr. | UNINA-9910810767103321 |
|
Dumitrescu Elena
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||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Sources of nominal exchange rate fluctuations in South Africa [[electronic resource] /] / prepared by Ashok Bhundia and Jan Gottschalk
| Sources of nominal exchange rate fluctuations in South Africa [[electronic resource] /] / prepared by Ashok Bhundia and Jan Gottschalk |
| Autore | Bhundia Ashok |
| Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, African Dept., 2003 |
| Descrizione fisica | 1 online resource (25 p.) |
| Altri autori (Persone) | GottschalkJan |
| Collana | IMF working paper |
| Soggetto topico |
Foreign exchange rates - South Africa
Monetary policy - South Africa Monetary policy - United States Interest rates - South Africa |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-2947-0
1-4527-9139-2 1-283-56552-8 9786613877970 1-4519-2053-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE MYBURGH COMMISSION REPORT""; ""III. FRAMEWORK""; ""IV. IMPULSE RESPONSE ANALYSIS""; ""V. SOURCES OF THE DEPRECIATION OF THE RAND IN 2001""; ""VI. IDENTIFYING THE NOMINAL DISTURBANCES CAUSING THE DEPRECIATION""; ""VII. CONCLUSION""; ""APPENDIX""; ""REFERENCES"" |
| Record Nr. | UNINA-9910464694503321 |
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Bhundia Ashok
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| Washington, D.C., : International Monetary Fund, African Dept., 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Sources of Nominal Exchange Rate Fluctuations in South Africa / / Jan Gottschalk, Ashok Bhundia
| Sources of Nominal Exchange Rate Fluctuations in South Africa / / Jan Gottschalk, Ashok Bhundia |
| Autore | Gottschalk Jan |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2003 |
| Descrizione fisica | 1 online resource (25 p.) |
| Altri autori (Persone) | BhundiaAshok |
| Collana | IMF Working Papers |
| Soggetto topico |
Foreign exchange rates - South Africa
Monetary policy - South Africa Monetary policy - United States Interest rates - South Africa Foreign Exchange Investments: General Open Economy Macroeconomics Investment Capital Intangible Capital Capacity Currency Foreign exchange Macroeconomics Depreciation Real exchange rates Exchange rates Nominal effective exchange rate Exchange rate adjustments National accounts Saving and investment |
| ISBN |
1-4623-2947-0
1-4527-9139-2 1-283-56552-8 9786613877970 1-4519-2053-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE MYBURGH COMMISSION REPORT""; ""III. FRAMEWORK""; ""IV. IMPULSE RESPONSE ANALYSIS""; ""V. SOURCES OF THE DEPRECIATION OF THE RAND IN 2001""; ""VI. IDENTIFYING THE NOMINAL DISTURBANCES CAUSING THE DEPRECIATION""; ""VII. CONCLUSION""; ""APPENDIX""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788690703321 |
|
Gottschalk Jan
|
||
| Washington, D.C. : , : International Monetary Fund, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Sources of Nominal Exchange Rate Fluctuations in South Africa / / Jan Gottschalk, Ashok Bhundia
| Sources of Nominal Exchange Rate Fluctuations in South Africa / / Jan Gottschalk, Ashok Bhundia |
| Autore | Gottschalk Jan |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2003 |
| Descrizione fisica | 1 online resource (25 p.) |
| Altri autori (Persone) | BhundiaAshok |
| Collana | IMF Working Papers |
| Soggetto topico |
Foreign exchange rates - South Africa
Monetary policy - South Africa Monetary policy - United States Interest rates - South Africa Foreign Exchange Investments: General Open Economy Macroeconomics Investment Capital Intangible Capital Capacity Currency Foreign exchange Macroeconomics Depreciation Real exchange rates Exchange rates Nominal effective exchange rate Exchange rate adjustments National accounts Saving and investment |
| ISBN |
1-4623-2947-0
1-4527-9139-2 1-283-56552-8 9786613877970 1-4519-2053-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE MYBURGH COMMISSION REPORT""; ""III. FRAMEWORK""; ""IV. IMPULSE RESPONSE ANALYSIS""; ""V. SOURCES OF THE DEPRECIATION OF THE RAND IN 2001""; ""VI. IDENTIFYING THE NOMINAL DISTURBANCES CAUSING THE DEPRECIATION""; ""VII. CONCLUSION""; ""APPENDIX""; ""REFERENCES"" |
| Record Nr. | UNINA-9910815599903321 |
|
Gottschalk Jan
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| Washington, D.C. : , : International Monetary Fund, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Surprise, Surprise : : What Drives the Rand / U.S. Dollar Exchange Rate Volatility? / / Nasha Maveé, Roberto Perrelli, Axel Schimmelpfennig
| Surprise, Surprise : : What Drives the Rand / U.S. Dollar Exchange Rate Volatility? / / Nasha Maveé, Roberto Perrelli, Axel Schimmelpfennig |
| Autore | Maveé Nasha |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2016 |
| Descrizione fisica | 1 online resource (39 pages) : illustrations, tables, graphs |
| Disciplina | 332.4973 |
| Altri autori (Persone) |
PerrelliRoberto
SchimmelpfennigAxel |
| Collana | IMF Working Papers |
| Soggetto topico |
Dollar, American
Foreign exchange rates - South Africa Money - South Africa Finance: General Foreign Exchange Inflation Macroeconomics International Finance Forecasting and Simulation International Financial Markets Financial Forecasting and Simulation Commodity Markets Price Level Deflation General Financial Markets: General (includes Measurement and Data) Currency Foreign exchange Finance Exchange rates Commodity price fluctuations Emerging and frontier financial markets Exchange rate flexibility Prices Financial markets Financial services industry |
| ISBN | 1-4755-4560-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910154899303321 |
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Maveé Nasha
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| Washington, D.C. : , : International Monetary Fund, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
