JEL code: G15

Local-Currency sovereign risk on South African government bonds
While local-currency bond markets have become a dominant source of ...
Published: 10 November 2022
Working Paper
Risk and return spillovers in a global model of the Foreign Exchange Network
We developed a network model to capture the dynamic interactions am...
Published: 25 August 2021
Working Paper
Prof Johannes W. Fedderke on the South African – US sovereign bond spread: how is this ...
In this podcast, Prof. Johannes W. Fedderke, the Director of ERSA s...
Published: 29 May 2020
Podcast
Modelling exchange rate volatility dynamics: Empirical evidence from South Africa
In this paper, we extend the literature on modelling exchange rate ...
Published: 30 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
Regionalization versus Internationalization of African Stock Markets: A frequency-time ...
This paper examines regional and global co-movemnt of Africa’s stoc...
Published: 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 ...
Published: 20 July 2016
Working Paper
Determinants of Cross-Border Mergers and Acquisitions Targeting Africa: 1991-2011
The fast output growth that a number of countries in Sub-Saharan Af...
Published: 21 April 2016
Working Paper