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The determinants of real exchange rate volatility in South Africa


The determinants of real exchange rate volatility in South Africa

Furthermore, findings indicate that volatility of output, commodity prices, money supply and government consumption, and the exchange rate ...

The determinants of real exchange rate volatility in South Africa

Furthermore, findings indicate that volatility of output, commodity prices, money supply and government consumption, and the exchange rate regime significantly ...

The Determinants of Exchange Rate Volatility in South Africa

The study focuses on trade openness, news factors, and exchange rate regimes as explanatory variables. Real exchange rate used is the bilateral between the Euro ...

The Determinants of Real Exchange Rate Volatility in South Africa

Our results reveal that exports depend positively on the levels of foreign economic activity but negatively on relative prices. However, the exchange rate ...

The Determinants of Real Exchange Rate Volatility in South Africa

Furthermore, findings indicate that volatility of output, commodity prices, money supply, and government consumption, and the exchange rate ...

The determinants of real exchange rate volatility in South Africa

Our results reveal that imports depend positively on the levels of domestic economic activity and foreign exchange reserves but negatively on relative prices ...

Determinants of exchange rate volatility in South Africa

Semantic Scholar extracted view of "Determinants of exchange rate volatility in South Africa" by D. Dewing.

9 South Africa's Real Exchange Rate Performance in - IMF eLibrary

The main determinants are found to be the terms of trade, the price of gold, the extent of trade protection, the magnitude of official reserves, long-run ...

Determinants of the real exchange rate in South Africa

The real exchange rate is a key policy variable in South Africa's open economy. A cointegration framework is used with single equation equilibrium ...

On the Rand: Determinants of the South African Exchange Rate

risk premium and forward-looking inflation forecasts to measure real interest rates, allowing a break in 1995 for the end of apartheid and capital controls ...

Determinants of the exchange rate, its volatility and currency crash ...

However, in countries like. Botswana and South Africa, monetary shocks also play a significant role determining real exchange rate variations possibly ...

1 THE IMPACT OF REAL EXCHANGE RATE VOLATILITY ON ...

As an open and middle income country in SSA, South Africa is not an exception to this debate because ever since it adopted flexible exchange rates system in the ...

(PDF) The Determinants of Exchange-Rate Volatility - ResearchGate

Real exchange rate volatility is an important contributor to risks in the financial world. During periods of excessive fluctuations in exchange rates, foreign ...

On the Rand: Determinants of the South African Exchange Rate

In particular, high South African interest rates raise international demand for the rand and lead to real appreciation, once one also controls for a forward- ...

South Africa's Real Exchange Rate Performance - IMF eLibrary

The currency experienced considerable volatility during this time, as some crisis patterns developed in 1998 and in. 2001, with sudden depreciation followed by ...

Does exchange rate volatility reduce South African domestic ...

This study will thus contribute to the literature on the impact of exchange rate volatility on real variables. Domestic consumption in. African countries such ...

Exchange Rate Volatility and Macroeconomic Variables in South ...

This study covers a detailed analysis of some of the macroeconomic variables which accept the impact of real exchange rate volatility in South Africa. To ...

Forecasting exchange rate volatility with monetary fundamentals

Thus, the study concludes that monetary fundamentals play a crucial role in determining exchange rate volatility in both South Africa and Nigeria, providing ...

Real Exchange Rate Volatility and Employment Growth in South Africa

Economic Research Southern Africa (ERSA) is a research programme funded by the National. Treasury of South Africa. The views expressed are those of the ...

The fundamental determinants of the South African Real Exchange ...

Figure 2 below illustrates the volatility of the rand against the U.S. dollar from January 1995 to December 2014. Figure 2: South African Nominal Exchange Rate ...