Keyword: Exchange rate

South African Modelling Network (SAMNET) Virtual Workshop: New Developments in Macroeco...
Organizers: Nicola Viegi and Vincent Dadam (University of Pretoria,...
Event: 29 November 2021
Published: 4 October 2021
SAMNet Workshop
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
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
The J–Curve Phenomenon: Evidence from Commodity Trade Between South Africa and the Unit...
Previous studies on the J–curve phenomenon for South Africa have be...
Published: 3 April 2019
Working Paper
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 behaviour of the real effective rate of South Africa: is there a misalignment
The debate about the equilibrium level of the South African rand an...
Published: 18 July 2017
Policy Brief
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
Inflation dynamics in a dollarised economy: the case for Zimbabwe
The rapid and sustained loss in value of the Zimbabwean dollar, whi...
Published: 11 October 2016
Policy Brief