G15 | Economic Research Southern Africa

JEL code: G15

International Financial Markets

publication

Workshop Paper

Ingomar Krohn

February 2, 2024

Krohn - Foreign Investor Feedback Trading in an Emerging Market

publication

Working Paper

Mulalo Mamburu

November 10, 2022

Local-Currency sovereign risk on South African government bonds

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Working Paper

Alfred K. Mukong, Boscow Okumu, Edwin Muchapondwa, Gibson Mudiriza, Herbert Ntuli

August 25, 2021

Risk and return spillovers in a global model of the Foreign Exchange Network

Podcast

Johannes W. Fedderke, Margaux Giannaros

May 29, 2020

Prof Johannes W. Fedderke on the South African – US sovereign bond spread: how is this ...

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Working Paper

Cyril May, Greg Farrell

August 30, 2017

Modelling exchange rate volatility dynamics: Empirical evidence from South Africa

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Working Paper

Cyril May, Greg Farrell, Jannie Rossouw

March 6, 2017

Do monetary policy announcements affect foreign exchange returns and volatility? Some ...

publication

Policy Brief

Gideon Boako, Paul Alagidede

October 14, 2016

Regionalization versus Internationalization of African Stock Markets: A frequency-time ...

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

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Working Paper

Désiré J. M. Vencatachellum, ‪Magdalene K. Wilson

April 21, 2016

Determinants of Cross-Border Mergers and Acquisitions Targeting Africa: 1991-2011

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Working Paper

Odongo Kodongo

February 19, 2016

What drives cross-border bank expansion? Answers from Kenya

publication

Policy Brief

Gideon Boako, Paul Alagidede

December 15, 2015

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

publication

Policy Brief

Haakon Kavli, Nicola Viegi

September 25, 2015

Portfolio Flows in a two-country RBC model with financial intermediaries

publication

Working Paper

Kalu Ojah, Nyasha Mahonye

November 21, 2014

Financial Structure and Economic Development in Africa

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Working Paper

Alain Kabundi, Anmar Pretorius

June 4, 2014

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

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Working Paper

Tinashe H. D. Kambadza, Zivanemoyo Chinzara

September 26, 2012

Returns Correlation Structure and Volatility Spillovers Among the Major African Stock M...

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Working Paper

Edwin Muchapondwa, Johane Dikgang

September 25, 2012

The valuation of biodiversity conservation by the South African Khomani San "bushmen" c...

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Working Paper

Alain Kabundi, Andrew S. Duncan

September 25, 2012

Global Financial Crises and Time-varying Volatility Comovement in World Equity Markets

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Working Paper

Sean Smith, Shakill Hassan

September 25, 2012

The Rand as a Carry Trade Target: Risk, Returns and Policy Implications

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Working Paper

Zivanemoyo Chinzara

September 23, 2012

Macroeconomic uncertainty and emerging market stock market volatility: The case for Sou...

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Working Paper

Meshach J. Aziakpono, Zivanemoyo Chinzara

September 21, 2012

Dynamic Returns Linkages and Volatility Transmission between South African and World Ma...

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Working Paper

Nick Samouilhan

September 19, 2012

The Price of Risk on the JSE

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Working Paper

Nick Samouilhan

September 19, 2012

The Relationship Between International Equity Market Behaviour and the JSE