F31 | Economic Research Southern Africa

JEL code: F31

Foreign Exchange

publication

Workshop Paper

Yannick Timmer

February 16, 2024

Yannick Timmer - Intervening against the Fed

publication

Workshop Paper

Ganesh Viswanath-Natraj

February 15, 2024

Ganesh Viswanath-Natraj - FX Interventions, Signalling and Intermediation Constraints

publication

Working Paper

Daan Steenkamp, Henk Janse van Vuuren, Rossouw van Jaarsveld, Roy Havemann

March 24, 2022

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

February 8, 2022

Contagion across financial markets during COVID-19: A look at volatility spillovers bet...

publication

Working Paper

Alfred K. Mukong, Boscow Okumu, Edwin Muchapondwa, Gibson Mudiriza, Herbert Ntuli

August 25, 2021

Risk and return spillovers in a global model of the Foreign Exchange Network

Podcast

Margaux Giannaros, Rossouw van Jaarsveld

May 7, 2021

Dr Rossouw van Jaarsveld on developing a forex network model: how to highlight risk tra...

publication

Working Paper

Theshne Kisten

November 14, 2019

A financial stress index for South Africa: A time-varying correlation approach

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Working Paper

Bertha C. Bangara

September 23, 2019

A New Keynesian DSGE model for low income economies with foreign exchange constraints

publication

Working Paper

Daan Steenkamp, Luchelle Soobyah

July 23, 2019

The role of the rand as a shock absorber

publication

Policy Brief

April 9, 2019

Order flow and rand/dollar exchange rate dynamic

publication

Policy Brief

Amos C. Peters, Bertha C. Bangara

April 5, 2019

Fiscal policy and adjustment in a foreign exchange constrained economy: Evidence from M...

publication

Working Paper

David Fadiran, Hammed Amusa

April 3, 2019

The J–Curve Phenomenon: Evidence from Commodity Trade Between South Africa and the Unit...

publication

Working Paper

Aadila Hoosain, Alain Kabundi, Alta Joubert

December 7, 2018

Order flow and rand/dollar exchange rate dynamics

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Working Paper

Eftychia Nikolaidou, Trust R. Mpofu

March 2, 2018

Real Exchange Rate Volatility and Employment Growth in South Africa: The Case of Manufa...

publication

Working Paper

Anmar Pretorius, Heinrich Nel

February 26, 2018

Disentangling the exchange rate risk, sectoral export flows and financial development n...

publication

Policy Brief

Muazu Ibrahim, Paul Alagidede

January 17, 2018

Nonlinearities in Financial Development–Economic Growth Nexus: Evidence from sub–Sahara...

publication

Working Paper

Christian K. Tipoy, Marthinus C. Breitenbach, Mulatu F. Zerihun

October 3, 2017

Equilibrium Exchange Rates and Misalignments: The Case of Homogenous Emerging Market Ec...

publication

Policy Brief

Cyril May, Greg Farrell, Jannie Rossouw

September 12, 2017

Do monetary policy announcements affect foreign exchange returns and volatility? Some e...

publication

Working Paper

Cyril May, Greg Farrell

August 30, 2017

Modelling exchange rate volatility dynamics: Empirical evidence from South Africa

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Working Paper

Amos C. Peters, Trust R. Mpofu

August 17, 2017

The impact of Monetary Policy Announcements and Political Events on the Exchange Rate: ...

publication

Policy Brief

July 18, 2017

The behaviour of the real effective rate of South Africa: is there a misalignment

publication

Working Paper

Cyril May, Greg Farrell, Jannie Rossouw

March 6, 2017

Do monetary policy announcements affect foreign exchange returns and volatility? Some ...

publication

Working Paper

Melvin M. Khomo, Meshach J. Aziakpono

October 20, 2016

The behaviour of the real effective exchange rate of South Africa: is there a misalignm...

publication

Working Paper

Magdeline M. Maepa

May 30, 2016

The Effects of Exchange Rate Volatility on South African Investments

publication

Policy Brief

Trust R. Mpofu

May 12, 2016

The Determinants of Exchange Rate Volatility in South Africa

publication

Working Paper

Jaco P. Weideman, Roula Inglesi-Lotz

April 25, 2016

Structural Breaks in Renewable Energy in South Africa: A Bai & Perron Test Approach

publication

Working Paper

Shaista Amod, Shakill Hassan

January 13, 2015

Variance Bounds as Thresholds for ‘Excessive’ Currency Volatility: Inflation Targeting ...

publication

Working Paper

Francis M. Kemegue, Marthinus C. Breitenbach, Mulatu F. Zerihun

November 17, 2014

Monetary Integration in SADC: Assessment of Policy Coordination and Real Effective Exch...

publication

Working Paper

Adrian Saville, Douglas Mbululu, Nicola K. Rowbotham

October 6, 2014

Exchange Rate Policy and Export Performance in Efficiency-Driven Economies

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Working Paper

Francis M. Kemegue, Marthinus C. Breitenbach, Mulatu F. Zerihun

February 12, 2014

Nonlinear Econometric Approaches in Testing PPP of SADC Economies towards Monetary Union

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Working Paper

Shakill Hassan

November 19, 2013

South African Capital Markets: An Overview

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Working Paper

Cyril May

July 29, 2013

Copius Structural Shifts in Exchange Rates of the South African Rand (Post-1994): Do Th...

publication

Working Paper

Chance Mwabutwa, Manoel Bittencourt, Nicola Viegi

May 22, 2013

Monetary Policy Response to Foreign Aid in an Estimated DSGE Model of Malawi

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Working Paper

Greg Farrell, Nicola Viegi, Shakill Hassan

September 26, 2012

The High-Frequency Response of the Rand-Dollar rate to Inflation Surprises

publication

Working Paper

Emmanuel Owusu-Sekyere, Francis M. Kemegue, Reneé van Eyden

September 25, 2012

Remittances and the Dutch disease in Sub-Saharan Africa. A Dynamic Panel Approach

publication

Working Paper

Jamela Hoveni, Lumengo Bonga-Bonga

September 25, 2012

Volatility Spillovers between the Equity Market and Foreign Exchange Market in South Af...