THE FACTORS THAT AFFECT DOMESTIC CURRENCY VOLATILITY

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Date

2016

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Suleyman Demirel University

Abstract

This paper investigates the main factors that affect the Kazakh Tenge volatility. It finds that there is a positive correlation between oil price and Tenge against US Dollar since the early 2000s, but the correlation enhanced after moving to the floating exchange rate regime. The main purpose of this paper is to find the marginal effect of oil price on KZT/USD exchange rate and suggest the ways to stabilize the domestic economy.

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Citation

THE FACTORS THAT AFFECT DOMESTIC CURRENCY VOLATILITY, Zhannur Tasbolatkyzy, 2016