JEL code: F37

International Finance Forecasting and Simulation: Models and Applications

Dr Rossouw van Jaarsveld on developing a forex network model: how to highlight risk tra...
Have you ever wondered how sensitive the South African Rand is to s...
Rossouw van Jaarsveld
Podcast
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
Stock Return Predictability in South Africa: An Alternative Approach
There is considerable debate internationally as to whether share re...
Barry Strydom, Ailie Charteris
Policy Brief