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JEL code: C58

Financial Econometrics

publication
Working Paper
Daan Steenkamp, Henk Janse van Vuuren, Rossouw van Jaarsveld, Roy Havemann
The bond market impact of the South African Reserve Bank bond purchase programme
publication
Working Paper
Chevaughn van der Westhuizen, Goodness C. Aye, Reneé van Eyden
Contagion across financial markets during COVID-19: A look at volatility spillovers bet...
publication
Working Paper
Theshne Kisten
A financial stress index for South Africa: A time-varying correlation approach
Event
Workshop
Macroeconomic and Financial Modelling for Economic Policy
publication
Working Paper
Vsevolod I. Gorlach
Capturing the Black Swan: Scenario-Based Asset Allocation with Fat Tails and Non-Linear...
publication
Working Paper
Daniel King, Ferdi Botha
Modelling Stock Return Volatility Dynamics in Selected African Markets
Event
Workshop
ERSA Training Workshop - Financial Econometrics II
Event
Workshop
Training Workshop on Financial Econometrics
publication
Working Paper
Arbitrage, Cointegration and Efficiency in Financial Markets in the Presence of Financi...
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info@econrsa.org
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Ground Floor Brookside Building
11 Imam Haron Road
Claremont, 7700
Cape Town

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Private Bag X1005
Claremont 7735
Cape Town

+27 (0)21 671 3980
info@econrsa.org

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