G10 | Economic Research Southern Africa

JEL code: G10

General Financial Markets: General (includes Measurement and Data)

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

Cyril May, Greg Farrell

August 30, 2017

Modelling exchange rate volatility dynamics: Empirical evidence from South Africa

publication

Working Paper

Jones O. Mensah, Paul Alagidede

July 20, 2016

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

publication

Policy Brief

Gideon Boako, Paul Alagidede

December 15, 2015

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

publication

Working Paper

Brett Scott, Ferdi Botha, Jen D. Snowball

August 21, 2015

Art investment as a portfolio diversification strategy in South Africa

publication

Working Paper

Leroi Raputsoane

July 17, 2014

Financial Stress Indicator Variables and Monetary Policy in South Africa

publication

Working Paper

Leroi Raputsoane

July 17, 2014

Financial Stress Indicator Variables and Monetary Policy in South Africa

publication

Working Paper

Shakill Hassan

November 19, 2013

South African Capital Markets: An Overview

publication

Working Paper

Jamela Hoveni, Lumengo Bonga-Bonga

September 25, 2012

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

publication

Working Paper

Joel H. Eita

September 23, 2012

Determinants of Stock Market Prices in Namibia

publication

Working Paper

‪Neville Z. Mandimika, Zivanemoyo Chinzara

September 23, 2012

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