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...
Published: 24 March 2022
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...
Published: 8 February 2022
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 ...
Published: 30 August 2017
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 ...
Published: 20 July 2016
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...
Published: 15 December 2015
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...
Published: 21 August 2015
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...
Published: 17 July 2014
Leroi Raputsoane
Working Paper
Financial Stress Indicator Variables and Monetary Policy in South Africa
This paper analyses the relationship between financial stress indic...
Published: 17 July 2014
Leroi Raputsoane
Working Paper
South African Capital Markets: An Overview
This paper presents a overview and discussion of facts and research...
Published: 19 November 2013
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...
Published: 25 September 2012
Jamela Hoveni, Lumengo Bonga-Bonga
Working Paper
Determinants of Stock Market Prices in Namibia
This paper investigates the macroeconomic determinants of stock mar...
Published: 23 September 2012
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...
Published: 23 September 2012
‪Neville Z. Mandimika, Zivanemoyo Chinzara
Working Paper

Search Resources

Ground Floor Brookside Building
11 Imam Haron Road
Claremont, 7700
Cape Town

PostNet Suite # 109
Private Bag X1005
Claremont 7735
Cape Town

Get Social