Author: Cyril May

Do monetary policy announcements affect foreign exchange returns and volatility? Some evidence from high-fr...
Our empirical study addresses the question: How does the South Afri...
12 September 2017
Policy Brief
Modelling exchange rate volatility dynamics: Empirical evidence from South Africa
In this paper, we extend the literature on modelling exchange rate ...
30 August 2017
Working Paper
Do monetary policy announcements affect foreign exchange returns and volatility? Some evidence from high-f...
This paper examines the temporal effect of domestic monetary policy...
6 March 2017
Working Paper
Copius Structural Shifts in Exchange Rates of the South African Rand (Post-1994): Do They Matter (for Unit ...
There is a theoretical case for real exchange rates to be stationar...
29 July 2013
Working Paper