Contributor Name: Rossouw van Jaarsveld

Rossouw van Jaarsveld is a Quantitative Analyst at FNB, South Africa, a Research Fellow at the South African Reserve Bank and Stellenbosch University, and also an experienced statistical modeler that is passionate about enabling data-driven decision-making. He obtained his Ph.D. in Econometrics and Quantitative Economics at Stellenbosch University.

publication
Model Databases
A Bank-Level Analysis of Interest Rate Pass-Through in South Africa
publication
Working Paper
The bond market impact of the South African Reserve Bank bond purchase programme
publication
Policy Bulletin
Policy Bulletin 05: The impact of global FX liquidity on the rand
Podcast
Podcast
Dr Rossouw van Jaarsveld on developing a forex network model: how to highlight risk tra...