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Surprise, Surprise

Surprise, Surprise »

Source: Surprise, Surprise : What Drives the Rand / U.S. Dollar Exchange Rate Volatility?

Volume/Issue: 2016/205

Series: IMF Working Papers

Author(s): Nasha Maveé , Roberto Perrelli , and Axel Schimmelpfennig

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 October 2016

ISBN: 9781475545425

Keywords: Rand; volatility; macroeconomic surprises; spillovers; commodities.

This paper investigates possible drivers of volatility in the South African rand since the onset of the global financial crisis. We assess the role played by local and international economic surprises, commodity pr...

The Effects of Economic News on Commodity Prices

The Effects of Economic News on Commodity Prices »

Source: The Effects of Economic News on Commodity Prices : Is Gold Just Another Commodity?

Volume/Issue: 2009/140

Series: IMF Working Papers

Author(s): Shaun Roache , and Marco Rossi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2009

ISBN: 9781451872873

Keywords: Macroeconomic news, volatility, news, copper, silver,

The paper uses an event study methodology to investigate which and how macroeconomic announcements affect commodity prices. Results show that gold is unique among commodities, with prices reacting to specific sched...

People's Republic of China-Hong Kong Special Administrative Region

People's Republic of China-Hong Kong Special Administrative Region »

Source: People's Republic of China-Hong Kong Special Administrative Region : 2009 Article IV Consultation-Staff Report; Staff Statement; and Public Information Notice on the Executive Board Discussion

Volume/Issue: 2009/321

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 December 2009

ISBN: 9781451817010

Keywords: exchange rate, real exchange, real exchange rate, macroeconomic volatility

This 2009 Article IV Consultation highlights that Hong Kong Special Administrative Region's economy was severely affected by the global financial crisis. The recovery is now under way, fueled by growth on the Mainl...

People’s Republic of China—Hong Kong Special Administrative Region

People’s Republic of China—Hong Kong Special Administrative Region »

Source: People's Republic of China-Hong Kong Special Administrative Region : 2009 Article IV Consultation-Staff Report; Staff Statement; and Public Information Notice on the Executive Board Discussion

Volume/Issue: 2009/321

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 December 2009

ISBN: 9781451817010

Keywords: exchange rate, real exchange, real exchange rate, macroeconomic volatility

This 2009 Article IV Consultation highlights that Hong Kong Special Administrative Region's economy was severely affected by the global financial crisis. The recovery is now under way, fueled by growth on the Mainl...

Statement by the IMF Staff Representative on November 23, 2009

Statement by the IMF Staff Representative on November 23, 2009 »

Source: People's Republic of China-Hong Kong Special Administrative Region : 2009 Article IV Consultation-Staff Report; Staff Statement; and Public Information Notice on the Executive Board Discussion

Volume/Issue: 2009/321

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 December 2009

ISBN: 9781451817010

Keywords: exchange rate, real exchange, real exchange rate, macroeconomic volatility

This 2009 Article IV Consultation highlights that Hong Kong Special Administrative Region's economy was severely affected by the global financial crisis. The recovery is now under way, fueled by growth on the Mainl...

IMF Executive Board Concludes 2009 Article IV Consultation Discussions with People’s Republic of China—Hong Kong Special Administrative Region

IMF Executive Board Concludes 2009 Article IV Consultation Discussions with People’s Republic of China—Hong Kong Special Administrative Region »

Source: People's Republic of China-Hong Kong Special Administrative Region : 2009 Article IV Consultation-Staff Report; Staff Statement; and Public Information Notice on the Executive Board Discussion

Volume/Issue: 2009/321

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 December 2009

ISBN: 9781451817010

Keywords: exchange rate, real exchange, real exchange rate, macroeconomic volatility

This 2009 Article IV Consultation highlights that Hong Kong Special Administrative Region's economy was severely affected by the global financial crisis. The recovery is now under way, fueled by growth on the Mainl...

Structural Factors Affecting Exchange Rate Volatility

Structural Factors Affecting Exchange Rate Volatility »

Source: Structural Factors Affecting Exchange Rate Volatility : A Cross-Section Study

Volume/Issue: 2004/147

Series: IMF Working Papers

Author(s): Jorge Canales Kriljenko , and Karl Habermeier

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2004

ISBN: 9781451856767

Keywords: Exchange rate, volatility, exchange rate volatility, exchange rates, foreign exchange market, Macroeconomic Aspects of International Trade and Finance,

The paper examines factors affecting exchange rate volatility, with an emphasis on structural features of the foreign exchange regime. It draws for the first time on detailed survey data collected by the IMF on for...

Research Summaries: Globalization and Macroeconomic Volatility

Research Summaries: Globalization and Macroeconomic Volatility »

Source: IMF Research Bulletin, March 2007

Volume/Issue: 8/1

Series: IMF Research Bulletin

Author(s): Antonio Spilimbergo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2007

ISBN: 9781451929768

Keywords: macroeconomic volatility, financial integration, international monetary fund, Financial Flows, Financial Liberalization, International Economic Integration, Macroeconomics, Welfare Effects,

Research summaries on (1) globalization and macroeconomic volatility (by M. Ayhan Kose), and (2) international financial integration and domestic financial systems (by Thierry Tressel); country study on Germany (by...

International Financial Integration and Domestic Financial Systems

International Financial Integration and Domestic Financial Systems »

Source: IMF Research Bulletin, March 2007

Volume/Issue: 8/1

Series: IMF Research Bulletin

Author(s): Antonio Spilimbergo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2007

ISBN: 9781451929768

Keywords: macroeconomic volatility, financial integration, international monetary fund, Financial Flows, Financial Liberalization, International Economic Integration, Macroeconomics, Welfare Effects,

Research summaries on (1) globalization and macroeconomic volatility (by M. Ayhan Kose), and (2) international financial integration and domestic financial systems (by Thierry Tressel); country study on Germany (by...

Country Study: Germany

Country Study: Germany »

Source: IMF Research Bulletin, March 2007

Volume/Issue: 8/1

Series: IMF Research Bulletin

Author(s): Antonio Spilimbergo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2007

ISBN: 9781451929768

Keywords: macroeconomic volatility, financial integration, international monetary fund, Financial Flows, Financial Liberalization, International Economic Integration, Macroeconomics, Welfare Effects,

Research summaries on (1) globalization and macroeconomic volatility (by M. Ayhan Kose), and (2) international financial integration and domestic financial systems (by Thierry Tressel); country study on Germany (by...