The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises
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- Greg Farrell & Shakill Hassan & Nicola Viegi, 2012. "The High-Frequency Response of the Rand-Dollar rate to Inflation Surprises," Working Papers 279, Economic Research Southern Africa.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Stan Du Plessis & Monique Brigitte Reid, 2015. "The Exchange Rate Dimension of Inflation Targeting: Target Levels and Currency Volatility," South African Journal of Economics, Economic Society of South Africa, vol. 83(2), pages 174-179, June.
- Nasha Maveé & Roberto Perrelli & Axel Schimmelpfennig, 2016. "Surprise, Surprise; What Drives the Rand / U.S. Dollar Exchange Rate Volatility?," IMF Working Papers 16/205, International Monetary Fund.
More about this item
KeywordsHigh-frequency exchange rates; inflation surprises; Taylor rules; inflation targeting; credibility;
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- F30 - International Economics - - International Finance - - - General
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-AFR-2012-05-22 (Africa)
- NEP-ALL-2012-05-22 (All new papers)
- NEP-CBA-2012-05-22 (Central Banking)
- NEP-MAC-2012-05-22 (Macroeconomics)
- NEP-MON-2012-05-22 (Monetary Economics)
- NEP-MST-2012-05-22 (Market Microstructure)
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