G12 | Economic Research Southern Africa

JEL code: G12

Asset Pricing; Trading volume; Bond Interest Rates

publication

Workshop Paper

Cristian Cuevas

February 2, 2024

Cuevas - Safe Assets in Emerging Market Economies

publication

Working Paper

Mulalo Mamburu

November 10, 2022

Local-Currency sovereign risk on South African government bonds

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

Policy Bulletin

Andreas Wörgötter, Christopher Loewald, Konstantin Makrelov

July 1, 2020

Policy Bulletin 04: Electricity reforms: Experience and approach

Podcast

Christopher Loewald, Margaux Giannaros

April 8, 2020

Chris Loewald on the Monetary Policy response to the Coronavirus pandemic in South Afri...

publication

Working Paper

Alain Kabundi, Anmar Pretorius

June 4, 2014

Dynamic Integration of Emerging Market Bond Yields into the Global Bond Market

publication

Model Databases

Guangling Dave Liu, Hylton Hollander

July 23, 2013

The Equity Price Channel in a New-Keynesian DSGE Model with Financial Frictions and Ban...

publication

Working Paper

Alexander Ludwig, Alexander Zimper

September 26, 2012

A decision-theoretic model of asset-price underreaction and overreaction to dividend news

publication

Working Paper

Peter Aling, Shakill Hassan

September 25, 2012

No-Arbitrage One-Factor Models of the South African Term-Structure of Interest Rates

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:...

publication

Working Paper

Andrew van Biljon, Shakill Hassan

September 22, 2012

The Equity Premium and Risk-Free Rate Puzzles in a Turbulent Economy: Evidence from 105...

publication

Working Paper

Ryans Bartens, Shakill Hassan

September 22, 2012

Value, Size and Momentum Portfolios in Real Time: The Cross-Section of South African St...

publication

Working Paper

Nick Samouilhan

September 19, 2012

The Price of Risk on the JSE