JEL code: G14

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
Policy Bulletin 04: Electricity reforms: Experience and approach
South Africa has been experiencing electricity shortages since 2008...
1 July 2020
Policy Bulletin
Order flow and rand/dollar exchange rate dynamic
This study investigates the impact of order flow on the rand/dollar...
9 April 2019
Policy Brief
Order flow and rand/dollar exchange rate dynamics
This paper uses the microstructure approach for the South African f...
7 December 2018
Working Paper
The impact of Monetary Policy Announcements and Political Events on the Exchange Rate: The Case of South Af...
Since 2000 the South African rand has been among the most volatile ...
17 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