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...
Published: 24 March 2022
Working Paper
Policy Bulletin 04: Electricity reforms: Experience and approach
South Africa has been experiencing electricity shortages since 2008...
Published: 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...
Published: 9 April 2019
Policy Brief
Order flow and rand/dollar exchange rate dynamics
This paper uses the microstructure approach for the South African f...
Published: 7 December 2018
Working Paper
The impact of Monetary Policy Announcements and Political Events on the Exchange Rate: ...
Since 2000 the South African rand has been among the most volatile ...
Published: 17 August 2017
Working Paper
Do monetary policy announcements affect foreign exchange returns and volatility? Some ...
This paper examines the temporal effect of domestic monetary policy...
Published: 6 March 2017
Working Paper
Qualitative Guidance and Predictability of Monetary Policy in South Africa
With the adoption of the in ation targeting (IT) regime in 2000, th...
Published: 17 August 2016
Working Paper
Timing a Hedge Decision: The Development of a Composite Technical Indicator for White M...
South African white maize is considered to be significantly more vo...
Published: 26 February 2014
Working Paper