Keyword: exchange rates

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
The Global Transmission of U.S. Monetary Policy
This paper studies the transmission of US monetary shocks across th...
30 March 2020
Working Paper
The role of the rand as a shock absorber
This paper investigates the impact of rand shocks on industry outpu...
23 July 2019
Working Paper
Impact of macroeconomic announcements on foreign exchange volatility: Evidence from South Africa
This study focuses on scheduled macroeconomic news announcements an...
14 June 2018
Working Paper
Regionalization versus Internationalization of African Stock Markets: A frequency-time domain analysis
This paper examines regional and global co-movemnt of Africa’s stoc...
14 October 2016
Policy Brief