F36 | Economic Research Southern Africa

JEL code: F36

Financial Aspects of Economic Integration

International Lending Channel, Bank Heterogeneity and Capital Inflows (Mis)Allocation

Working Paper 887 This paper explores the role of banks’ heterogene...

Silvia Marchesi, Lucas A. Mariani

Working Paper

Spillovers of the Conventional and Unconventional Monetary Policy from the US to South ...

This paper assesses the effect of US monetary policy on South Afric...

Alain Kabundi, Tumisang Loate-Ntsoko, Nicola Viegi

Working Paper

Regionalization versus Internationalization of African Stock Markets: A frequency-time ...

This paper examines regional and global co-movemnt of Africa’s stoc...

Gideon Boako, Paul Alagidede

Policy Brief

How are Africa's emerging stock markets related to advanced markets? Evidence from copulas

This paper examines the dependence structure between two developed ...

Jones O. Mensah, Paul Alagidede

Working Paper

Dynamic Integration of Emerging Market Bond Yields into the Global Bond Market

This paper investigates empirically the integration of bond markets...

Anmar Pretorius, Alain Kabundi

Working Paper

A Disaggregated Analysis of Product Price Integration in the Southern African Developme...

Integrated product markets are characterised by the absence of (or ...

Asha Sundaram, Neil Balchin, Lawrence Edwards

Policy Brief

Returns Correlation Structure and Volatility Spillovers Among the Major African Stock M...

The paper analyses the structure of returns comovements and the vol...

Tinashe H. D. Kambadza, Zivanemoyo Chinzara

Working Paper

The valuation of biodiversity conservation by the South African Khomani San "bushmen" c...

The restitution of land to the Khomani San “bushmen” an...

Edwin Muchapondwa, Johane Dikgang

Working Paper

Global Financial Crises and Time-varying Volatility Comovement in World Equity Markets

This paper studies volatility comovement in world equity markets be...

Andrew S. Duncan, Alain Kabundi

Working Paper

The Price of Risk on the JSE

This paper investigates domestic risk-return behaviour by focussing...

Nick Samouilhan

Working Paper

The Relationship Between International Equity Market Behaviour and the JSE

This paper investigates empirically the relationship between domest...

Nick Samouilhan

Working Paper