G10 | Economic Research Southern Africa

JEL code: G10

General Financial Markets: General (includes Measurement and Data)

The bond market impact of the South African Reserve Bank bond purchase programme

We use a unique dataset comprising over a million trades and quotes...

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

Working Paper

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

The onset of the novel coronavirus pandemic (COVID-19) and previous...

Reneé van Eyden, Goodness C. Aye, Chevaughn van der Westhuizen

Working Paper

Modelling exchange rate volatility dynamics: Empirical evidence from South Africa

In this paper, we extend the literature on modelling exchange rate ...

Greg Farrell, Cyril May

Working Paper

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

Global commodities and African stocks: insights for hedging and diversification strategies

Owing to frequent fluctuations in global markets, diversifying acro...

Paul Alagidede, Gideon Boako

Policy Brief

Art investment as a portfolio diversification strategy in South Africa

Art has been suggested as a good way to diversify investment portfo...

Brett Scott, Jen D. Snowball, Ferdi Botha

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

South African Capital Markets: An Overview

This paper presents a overview and discussion of facts and research...

Shakill Hassan

Working Paper

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

This paper attempts to assess the extent of volatility spillovers b...

Jamela Hoveni, Lumengo Bonga-Bonga

Working Paper

Determinants of Stock Market Prices in Namibia

This paper investigates the macroeconomic determinants of stock mar...

Joel H. Eita

Working Paper

Risk-return tradeoff and the behaviour of volatility on the South African stock market:...

The study analyses the nature and behaviour of volatility, the risk...

‪Neville Z. Mandimika, Zivanemoyo Chinzara

Working Paper