Impact of macroeconomic announcements on foreign exchange volatility: Evidence from South Africa

Paul Alagidede and Tseke Maserumule

No 751, ERSA Working Paper Series from Economic Research Southern Africa

Keywords: Market Efficiency; Monetary Policy; Other Macroeconomic Variables; Time Series Analysis (search for similar items in EconPapers)
JEL-codes: C1 F0 G0 (search for similar items in EconPapers)
Date: 2018-06-01
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Persistent link: https://EconPapers.repec.org/RePEc:rza:ersawp:751

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