JEL code: G15

International Financial Markets

Local-Currency sovereign risk on South African government bonds
While local-currency bond markets have become a dominant source of ...
Published: 10 November 2022
Mulalo Mamburu
Working Paper
Risk and return spillovers in a global model of the Foreign Exchange Network
We developed a network model to capture the dynamic interactions am...
Published: 25 August 2021
Herbert Ntuli, Gibson Mudiriza, Edwin Muchapondwa, Boscow Okumu, Alfred K. Mukong
Working Paper
Prof Johannes W. Fedderke on the South African – US sovereign bond spread: how is this ...
In this podcast, Prof. Johannes W. Fedderke, the Director of ERSA s...
Published: 29 May 2020
Johannes W. Fedderke
Podcast
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
Do monetary policy announcements affect foreign exchange returns and volatility? Some ...
This paper examines the temporal effect of domestic monetary policy...
Published: 6 March 2017
Jannie Rossouw, Greg Farrell, Cyril May
Working Paper
Regionalization versus Internationalization of African Stock Markets: A frequency-time ...
This paper examines regional and global co-movemnt of Africa’s stoc...
Published: 14 October 2016
Gideon Boako, Paul Alagidede
Policy Brief
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
Determinants of Cross-Border Mergers and Acquisitions Targeting Africa: 1991-2011
The fast output growth that a number of countries in Sub-Saharan Af...
Published: 21 April 2016
‪Magdalene K. Wilson, Désiré J. M. Vencatachellum
Working Paper
What drives cross-border bank expansion? Answers from Kenya
This paper investigates the drivers of bank foreign expansion in Ea...
Published: 19 February 2016
Odongo Kodongo
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
Portfolio Flows in a two-country RBC model with financial intermediaries
The paper presents a two-country real business cycle model with a f...
Published: 25 September 2015
Haakon Kavli, Nicola Viegi
Policy Brief
Financial Structure and Economic Development in Africa
This paper explores the relationship between economic development a...
Published: 21 November 2014
Nyasha Mahonye, Kalu Ojah
Working Paper
Dynamic Integration of Emerging Market Bond Yields into the Global Bond Market
This paper investigates empirically the integration of bond markets...
Published: 4 June 2014
Anmar Pretorius, Alain Kabundi
Working Paper
Returns Correlation Structure and Volatility Spillovers Among the Major African Stock M...
The paper analyses the structure of returns comovements and the vol...
Published: 26 September 2012
Tinashe H. D. Kambadza, Zivanemoyo Chinzara
Working Paper
The valuation of biodiversity conservation by the South African Khomani San "bushmen" c...
The restitution of land to the Khomani San “bushmen” an...
Published: 25 September 2012
Edwin Muchapondwa, Johane Dikgang
Working Paper
Global Financial Crises and Time-varying Volatility Comovement in World Equity Markets
This paper studies volatility comovement in world equity markets be...
Published: 25 September 2012
Andrew S. Duncan, Alain Kabundi
Working Paper
The Rand as a Carry Trade Target: Risk, Returns and Policy Implications
We analyze the returns to targeting the Australian, New Zealand, an...
Published: 25 September 2012
Shakill Hassan, Sean Smith
Working Paper
Macroeconomic uncertainty and emerging market stock market volatility: The case for Sou...
This paper analyses how systematic risk emanating from the macro-ec...
Published: 23 September 2012
Zivanemoyo Chinzara
Working Paper
Dynamic Returns Linkages and Volatility Transmission between South African and World Ma...
This paper analyses returns and volatility linkages between the Sou...
Published: 21 September 2012
Zivanemoyo Chinzara, Meshach J. Aziakpono
Working Paper
The Price of Risk on the JSE
This paper investigates domestic risk-return behaviour by focussing...
Published: 19 September 2012
Nick Samouilhan
Working Paper
The Relationship Between International Equity Market Behaviour and the JSE
This paper investigates empirically the relationship between domest...
Published: 19 September 2012
Nick Samouilhan
Working Paper

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