JEL code: F36

Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa
This paper assesses the effect of US monetary policy on South Afric...
21 April 2020
Working Paper
Regionalization versus Internationalization of African Stock Markets: A frequency-time domain analysis
This paper examines regional and global co-movemnt of Africa’s stoc...
14 October 2016
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 ...
20 July 2016
Working Paper
Dynamic Integration of Emerging Market Bond Yields into the Global Bond Market
This paper investigates empirically the integration of bond markets...
4 June 2014
Working Paper
A Disaggregated Analysis of Product Price Integration in the Southern African Development Community
Integrated product markets are characterised by the absence of (or ...
17 February 2014
Policy Brief
Returns Correlation Structure and Volatility Spillovers Among the Major African Stock Markets
The paper analyses the structure of returns comovements and the vol...
26 September 2012
Working Paper