Keyword: Exchange rate

South African Modelling Network (SAMNET) Virtual Workshop: New Developments in Macroeco...
Organizers: Nicola Viegi and Vincent Dadam (University of Pretoria,...
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
Inflating our troubles: South Africa’s economic performance and the exchange rate
Policy Paper 22 South Africa’s export performance has been disappoi...
Published: 2 June 2016
Policy Paper
The Effects of Exchange Rate Volatility on South African Investments
This paper analysed the short- and long-run interactions between th...
Published: 30 May 2016
Working Paper
The Determinants of Exchange Rate Volatility in South Africa
This paper investigates the determinants of exchange rate volatilit...
Published: 12 May 2016
Policy Brief
Exchange Rate Policy and Export Performance in Efficiency-Driven Economies
Increased globalisation, coupled with rising domestic competition, ...
Published: 6 October 2014
Working Paper
Copius Structural Shifts in Exchange Rates of the South African Rand (Post-1994): Do Th...
There is a theoretical case for real exchange rates to be stationar...
Published: 29 July 2013
Working Paper
Testing for Purchasing Power Parity and Uncovered Interest parity in the Presence of Mo...
Occasional Paper 01 Testing for purchasing power parity (PPP) and u...
Published: 27 September 2009
Occasional Paper

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