The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa
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DOI: 10.1007/s11079-009-9118-8
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- Balázs Égert, 2009. "The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa," OECD Economics Department Working Papers 692, OECD Publishing.
- Balazs Egert, 2009. "The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa," William Davidson Institute Working Papers Series wp955, William Davidson Institute at the University of Michigan.
- Balazs Egert, 2009. "The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa," CESifo Working Paper Series 2612, CESifo.
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- Balázs Égert & Evžen Kočenda, 2012. "The impact of macro news and central bank communication on emerging European forex markets," EconomiX Working Papers 2012-20, University of Paris Nanterre, EconomiX.
- Balazs Egert & Evžen Kocenda, 2013. "The Impact of Macro News and Central Bank Communication on Emerging European Forex Markets," CESifo Working Paper Series 4288, CESifo.
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- Ashima Goyal & Sanchit Arora, 2010. "The Indian Exchange Rate and Central Bank Action : A GARCH Analysis," Macroeconomics Working Papers 23016, East Asian Bureau of Economic Research.
- Ashima Goyal & Sanchit Arora, 2010. "The Indian exchange rate and central bank action: A GARCH analysis," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2010-009, Indira Gandhi Institute of Development Research, Mumbai, India.
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- M. Neuenkirch, P. Siklos, 2014. "When Is Lift-Off? Evaluating Forward Guidance From The Shadow," LCERPA Working Papers wm0066, Laurier Centre for Economic Research and Policy Analysis.
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More about this item
Keywords
Exchange rate; Nonlinearity; Commodity prices; Monetary model; Macroeconomic news; Central bank communication; South Africa; E31; F31; O11; P17;
All these keywords.JEL classification:
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- F31 - International Economics - - International Finance - - - Foreign Exchange
- O11 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Macroeconomic Analyses of Economic Development
- P17 - Political Economy and Comparative Economic Systems - - Capitalist Economies - - - Performance and Prospects
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