EIB Working Paper 2022/11 - A structural analysis of foreign exchange markets in sub-Saharan Africa

"Many countries in Sub-Saharan Africa have liberalised their foreign exchange markets and capital accounts, and have moved to more flexible exchange rates, in recent decades. In this context, the interaction between non-resident investors and export structures centred on primary commodities create a...

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Main Authors: Kaltenbrunner, Annina, European Investment Bank
Formato: Online
Idioma:inglés
Publicado: European Investment Bank 2022
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Acceso en liña:OCN: 1354535791
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author Kaltenbrunner, Annina
European Investment Bank
author_browse European Investment Bank
Kaltenbrunner, Annina
author_facet Kaltenbrunner, Annina
European Investment Bank
author_sort Kaltenbrunner, Annina
collection Directory of Open Access Books
description "Many countries in Sub-Saharan Africa have liberalised their foreign exchange markets and capital accounts, and have moved to more flexible exchange rates, in recent decades. In this context, the interaction between non-resident investors and export structures centred on primary commodities create a risk of destabilising exchange rate dynamics and further complications for macroeconomic management. This paper presents detailed insights into the micro-characteristics of several African Lower and Lower-Middle Income Countries' foreign exchange markets and the implications of these characteristics for macroeconomic management. It draws on interviews with foreign exchange experts in central banks, banks, non-bank financial institutions, and research institutions in Ghana, Kenya, Malawi, Sierra Leone, Uganda, and Zambia, as well as the City of London. The results show that whilst most of these countries have functioning foreign exchange interbank markets, these markets are often characterised by low, volatile and “lumpy” liquidity. These liquidity dynamics and uncertainty about future foreign exchange flows can lead to foreign exchange hoarding by market participants, further depriving the market of liquidity. Those with access to foreign exchange liquidity can gain significant market power and the potential to affect price dynamics, which has meant that central banks in these countries have remained key agents in foreign exchange markets, to manage scarce and volatile liquidity patterns. Overall, the results show the difficulties of moving towards floating exchange rates, for African countries characterised by concentrated export structures, low trust in their currencies, and shallow domestic financial markets."
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spelling doab-20.500.12854ir-939232025-07-30T13:03:51Z EIB Working Paper 2022/11 - A structural analysis of foreign exchange markets in sub-Saharan Africa Kaltenbrunner, Annina European Investment Bank Business & Economics Finance Financial Engineering thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting::KFF Finance and the finance industry "Many countries in Sub-Saharan Africa have liberalised their foreign exchange markets and capital accounts, and have moved to more flexible exchange rates, in recent decades. In this context, the interaction between non-resident investors and export structures centred on primary commodities create a risk of destabilising exchange rate dynamics and further complications for macroeconomic management. This paper presents detailed insights into the micro-characteristics of several African Lower and Lower-Middle Income Countries' foreign exchange markets and the implications of these characteristics for macroeconomic management. It draws on interviews with foreign exchange experts in central banks, banks, non-bank financial institutions, and research institutions in Ghana, Kenya, Malawi, Sierra Leone, Uganda, and Zambia, as well as the City of London. The results show that whilst most of these countries have functioning foreign exchange interbank markets, these markets are often characterised by low, volatile and “lumpy” liquidity. These liquidity dynamics and uncertainty about future foreign exchange flows can lead to foreign exchange hoarding by market participants, further depriving the market of liquidity. Those with access to foreign exchange liquidity can gain significant market power and the potential to affect price dynamics, which has meant that central banks in these countries have remained key agents in foreign exchange markets, to manage scarce and volatile liquidity patterns. Overall, the results show the difficulties of moving towards floating exchange rates, for African countries characterised by concentrated export structures, low trust in their currencies, and shallow domestic financial markets." 2022-11-19T04:01:42Z 2022-11-19T04:01:42Z 2022-11-18T05:31:00Z 2022 book OCN: 1354535791 https://library.oapen.org/handle/20.500.12657/59284 9789286153723 https://directory.doabooks.org/handle/20.500.12854/93923 eng open access image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg Attribution-NonCommercial-NoDerivatives 4.0 International Attribution-NonCommercial-NoDerivatives 4.0 International Attribution-NonCommercial-NoDerivatives 4.0 International Attribution-NonCommercial-NoDerivatives 4.0 International Attribution-NonCommercial-NoDerivatives 4.0 International https://library.oapen.org/bitstream/20.500.12657/59284/1/1818949377.pdf https://library.oapen.org/bitstream/20.500.12657/59284/1/1818949377.pdf https://library.oapen.org/bitstream/20.500.12657/59284/1/1818949377.pdf https://library.oapen.org/bitstream/20.500.12657/59284/1/1818949377.pdf https://library.oapen.org/bitstream/20.500.12657/59284/1/1818949377.pdf European Investment Bank European Investment Bank 10.2867/598448 10.2867/598448 feca012f-a3d8-4aac-95aa-b6cf4bdbed7c Knowledge Unlatched 9789286153723 Knowledge Unlatched (KU) KU Open Services European Investment Bank open access
spellingShingle Business & Economics
Finance
Financial Engineering
thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting::KFF Finance and the finance industry
Kaltenbrunner, Annina
European Investment Bank
EIB Working Paper 2022/11 - A structural analysis of foreign exchange markets in sub-Saharan Africa
title EIB Working Paper 2022/11 - A structural analysis of foreign exchange markets in sub-Saharan Africa
title_full EIB Working Paper 2022/11 - A structural analysis of foreign exchange markets in sub-Saharan Africa
title_fullStr EIB Working Paper 2022/11 - A structural analysis of foreign exchange markets in sub-Saharan Africa
title_full_unstemmed EIB Working Paper 2022/11 - A structural analysis of foreign exchange markets in sub-Saharan Africa
title_short EIB Working Paper 2022/11 - A structural analysis of foreign exchange markets in sub-Saharan Africa
title_sort eib working paper 2022 11 a structural analysis of foreign exchange markets in sub saharan africa
topic Business & Economics
Finance
Financial Engineering
thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting::KFF Finance and the finance industry
topic_facet Business & Economics
Finance
Financial Engineering
thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting::KFF Finance and the finance industry
url OCN: 1354535791
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