JEL code: G11

Can creditor bail-in trigger contagion? The experience of an emerging market
The successful bail-in of creditors in African Bank, a small South ...
17 July 2018
Working Paper
Capturing the Black Swan: Scenario-Based Asset Allocation with Fat Tails and Non-Linear Correlations
This paper highlights the shortfalls of Modern Portfolio Theory (MP...
1 August 2017
Working Paper
Diversification measures and the optimal number of Stocks in a portfolio: An information theoretic explanation
This paper provides a plausible explanation for why the optimum num...
16 February 2017
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
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