 | Commodity Prices and Exchange Rate Volatility: Lessons from South Africa’s Capital Account Liberalization Author/Editor: Rabah Arezki, Elena Dumitrescu, Andreas Freytag, Marc Quintyn. Release Date: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 more...
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