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...
Published: 7 May 2021
Rossouw van Jaarsveld
Estimating a time-varying financial conditions index for South Africa?
This paper uses 39 monthly time series of the financial market obse...
Published: 29 November 2017
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...
Published: 1 August 2017
Vsevolod I. Gorlach
Working Paper
Stock Return Predictability in South Africa: An Alternative Approach
There is considerable debate internationally as to whether share re...
Published: 24 May 2016
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...
Published: 15 December 2015
Paul Alagidede, Gideon Boako
Policy Brief

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