JEL code: F3

The Global Transmission of U.S. Monetary Policy
This paper studies the transmission of US monetary shocks across th...
Seokki S. Hong, Riccardo Degasperi, Giovanni Ricco
Working Paper
Do monetary policy announcements affect foreign exchange returns and volatility? Some e...
Our empirical study addresses the question: How does the South Afri...
Jannie Rossouw, Greg Farrell, Cyril May
Policy Brief
The behaviour of the real effective rate of South Africa: is there a misalignment
The debate about the equilibrium level of the South African rand an...
Meshach J. Aziakpono, Melvin M. Khomo
Policy Brief
The political and economic dynamics of foreign aid: A case study of United States and C...
The study revisits the issue of the determinants of (development) a...
Nara Monkam, Kafayat Amusa, Nicola Viegi
Policy Brief
Comparing Linear and Non-linear Benchmarks of Exchange Rate Forecasting
Throughout the past 3 decades, the random walk model served as exch...
S. J. Retief, Marinda Pretorius, Ilse Botha
Working Paper
Volatility Spillovers across South African Asset Classes during Domestic and Foreign Fi...
This paper studies domestic volatility transmission in an emerging ...
Andrew S. Duncan, Alain Kabundi
Working Paper
Dynamic Returns Linkages and Volatility Transmission between South African and World Ma...
This paper analyses returns and volatility linkages between the Sou...
Zivanemoyo Chinzara, Meshach J. Aziakpono
Working Paper
Testing for Purchasing Power Parity and Uncovered Interest parity in the Presence of Mo...
Occasional Paper 01 Testing for purchasing power parity (PPP) and u...
Linda Haines, Johannes W. Fedderke, Miguel Lacerda
Occasional Paper

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