G17 | Economic Research Southern Africa

JEL code: G17

Financial Forecasting and Simulation

Dr Rossouw van Jaarsveld on developing a forex network model: how to highlight risk tra...

Have you ever wondered how sensitive the South African Rand is to s...

Rossouw van Jaarsveld

Podcast

Estimating a time-varying financial conditions index for South Africa?

This paper uses 39 monthly time series of the financial market obse...

Asi Mbelu, Alain Kabundi

Working Paper

Capturing the Black Swan: Scenario-Based Asset Allocation with Fat Tails and Non-Linear...

This paper highlights the shortfalls of Modern Portfolio Theory (MP...

Vsevolod I. Gorlach

Working Paper

Stock Return Predictability in South Africa: An Alternative Approach

There is considerable debate internationally as to whether share re...

Barry Strydom, Ailie Charteris

Policy Brief

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

Owing to frequent fluctuations in global markets, diversifying acro...

Paul Alagidede, Gideon Boako

Policy Brief