JEL code: G10

The bond market impact of the South African Reserve Bank bond purchase programme
We use a unique dataset comprising over a million trades and quotes...
24 March 2022
Working Paper
Contagion across financial markets during COVID-19: A look at volatility spillovers between the stock and f...
The onset of the novel coronavirus pandemic (COVID-19) and previous...
8 February 2022
Working Paper
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
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
Global commodities and African stocks: insights for hedging and diversification strategies
Owing to frequent fluctuations in global markets, diversifying acro...
15 December 2015
Policy Brief
Art investment as a portfolio diversification strategy in South Africa
Art has been suggested as a good way to diversify investment portfo...
21 August 2015
Working Paper