JEL code: G01

Financial Crises

Risk and return spillovers in a global model of the Foreign Exchange Network
We developed a network model to capture the dynamic interactions am...
Herbert Ntuli, Gibson Mudiriza, Edwin Muchapondwa, Boscow Okumu, Alfred K. Mukong
Working Paper
Late colonial antecedents of modern democracy
Some of the most contested questions in political science and polit...
Martin Rode, Christian Bjørnskov
Working Paper
Contagion without deposit insurance: The South African small bank crisis of 2002/3
Following the failure of Saambou bank in February 2002, another sev...
Roy Havemann
Working Paper
Prof. Johanne Fedderke on the differential impact of the Coronavirus as of end of March...
Professor Johannes W. Fedderke, the Director of ERSA speaks to our ...
Johannes W. Fedderke
Podcast
A financial stress index for South Africa: A time-varying correlation approach
This paper develops a new index of financial market stress for Sout...
Theshne Kisten
Working Paper
Estimating a time-varying financial conditions index for South Africa?
This paper uses 39 monthly time series of the financial market obse...
Asi Mbelu, Alain Kabundi
Working Paper
Information Contagion and Systemic Risk
We examine the effect of ex-post information contagion on the ex-an...
Toni Ahnert, Co-Pierre Georg
Working Paper
Taxes rates, economic crisis and tax evasion: Evidence using Zimbabwe and South Africa ...
Prompted by the theoretical ambiguity in the relationships between ...
Marko Kwaramba, Calvin Mudzingiri
Working Paper
Comovement Between Africa and Advanced Economies: 1980-2011
This paper analyses business cycle comovement between African econo...
Elsabé Loots, Carike Claassen, Alain Kabundi
Working Paper
The Influence of Higher Moments and Non-Normality on the Sharpe Ratio: A South African ...
Although the general assumption is that daily and monthly returns d...
Chris van Heerden
Working Paper
Financial Stress Indicator Variables and Monetary Policy in South Africa
This paper analyses the relationship between financial stress indic...
Leroi Raputsoane
Working Paper
Financial Stress Indicator Variables and Monetary Policy in South Africa
This paper analyses the relationship between financial stress indic...
Leroi Raputsoane
Working Paper
Debt Relief under the HIPC Initiative: Why Some Countries Complete the Programme Faster...
The Highly Indebted Poor Countries (HIPC) initiative has been one o...
William Akoto
Working Paper
The Impact of the Global Financial Crisis on Efficiency and Productivity of the Banking...
South Africa‘s financial sector is believed to have weathered the c...
Sylvanus Ikhide, Andrew Maredza
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
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
Arbitrage, Cointegration and Efficiency in Financial Markets in the Presence of Financi...
The authors gratefully acknowledge the assistance of Genesis Analyt...
Working Paper

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