JEL code: G17

Dr Rossouw van Jaarsveld on developing a forex network model: how to highlight risk transmission channels i...
Have you ever wondered how sensitive the South African Rand is to s...
7 May 2021
Estimating a time-varying financial conditions index for South Africa?
This paper uses 39 monthly time series of the financial market obse...
29 November 2017
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
Stock Return Predictability in South Africa: An Alternative Approach
There is considerable debate internationally as to whether share re...
24 May 2016
Policy Brief
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