| LDR | | 04783cam 2200781Ia 4500 |
| 001 | | 000000385374 |
| 005 | | 20180411151343 |
| 006 | | m o d |
| 007 | | cr ||||||||||| |
| 008 | | 120629s2012 dcu ob i000 0 eng d |
| 019 | |
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▼a 962627255
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| 040 | |
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▼a HG3881.5.I58
▼b W67 No. 12/168eb |
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▼a BUS
▼x 027000
▼2 bisacsh |
| 082 | 04 |
▼a 332/.0424
▼2 23 |
| 245 | 00 |
▼a Commodity prices and exchange rate volatility :
▼b lessons from South Africa's capital account liberalization/
▼c prepared by Rabah Arezki [and others]. |
| 260 | |
▼a [Washington, D.C.]:
▼b International Monetary Fund,
▼c ?012. |
| 300 | |
▼a 1 online resource (19 pages). |
| 336 | |
▼a text
▼b txt
▼2 rdacontent |
| 337 | |
▼a computer
▼b c
▼2 rdamedia |
| 338 | |
▼a online resource
▼b cr
▼2 rdacarrier |
| 347 | |
▼a data file
▼2 rda |
| 490 | 1 |
▼a IMF working paper;
▼v WP/12/168 |
| 500 | |
▼a Title from PDF title page (IMF Web site, viewed Jun. 29, 2012). |
| 500 | |
▼a "Institute for Capacity Development." |
| 500 | |
▼a "June 2012." |
| 504 | |
▼a Includes bibliographical references. |
| 505 | 0 |
▼a 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. |
| 505 | 8 |
▼a 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. |
| 520 | |
▼a 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. |
| 590 | |
▼a eBooks on EBSCOhost
▼b All EBSCO eBooks |
| 650 | 0 |
▼a Gold
▼x Prices
▼z South Africa. |
| 650 | 0 |
▼a Rand area
▼z South Africa. |
| 650 | 0 |
▼a Foreign exchange rates
▼z South Africa. |
| 650 | 7 |
▼a BUSINESS & ECONOMICS
▼x Finance.
▼2 bisacsh |
| 650 | 7 |
▼a Foreign exchange rates.
▼2 fast
▼0 (OCoLC)fst00931816 |
| 650 | 7 |
▼a Gold
▼x Prices.
▼2 fast
▼0 (OCoLC)fst00944389 |
| 650 | 7 |
▼a Rand area.
▼2 fast
▼0 (OCoLC)fst01089786 |
| 651 | 7 |
▼a South Africa.
▼2 fast
▼0 (OCoLC)fst01204616 |
| 655 | 4 |
▼a Electronic books. |
| 700 | 1 |
▼a Arezki, Rabah,
▼e author, |
| 710 | 2 |
▼a International Monetary Fund.
▼b Institute for Capacity Development. |
| 776 | 08 |
▼i Print version:
▼a Dumitrescu, Elena.
▼t Commodity Prices and Exchange Rate Volatility: Lessons from South Africa's Capital Account Liberalization.
▼d Washington : International Monetary Fund, ?012
▼z 9781475505160 |
| 830 | 0 |
▼a IMF working paper ;
▼v WP/12/168. |
| 856 | 40 |
▼u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=568137 |
| 938 | |
▼a EBL - Ebook Library
▼b EBLB
▼n EBL1606821 |
| 938 | |
▼a ebrary
▼b EBRY
▼n ebr10627130 |
| 938 | |
▼a EBSCOhost
▼b EBSC
▼n 568137 |
| 938 | |
▼a YBP Library Services
▼b YANK
▼n 10691487 |
| 938 | |
▼a YBP Library Services
▼b YANK
▼n 9927232 |
| 990 | |
▼a ***1012033 |
| 994 | |
▼a 92
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