Keyword: liquidity

The bond market impact of the South African Reserve Bank bond purchase programme
We use a unique dataset comprising over a million trades and quotes...
Published: 24 March 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
Policy Bulletin 04: Electricity reforms: Experience and approach
South Africa has been experiencing electricity shortages since 2008...
Published: 1 July 2020
Policy Bulletin
Nicola Viegi on the potential impact of the Coronavirus on South Africa: policy co-ordi...
In this podcast, Prof. Nicola Viegi, the Deputy Director of ERSA an...
Published: 8 April 2020
Podcast
Changes in the Liquidity Effect Over Time: Evidence from Four Monetary Policy Regimes
Monetary policy, post Bretton Woods, saw the emergence of the short...
Published: 24 August 2017
Policy Brief
A Network Analysis of the Evolution of the German Interbank Market
In this paper, we report a descriptive investigation of the structu...
Published: 10 September 2014
Working Paper
The Welfare Cost of Sovereign Default and Liquidity Injections
This paper develops a dynamic general equilibrium model with endoge...
Published: 24 June 2014
Working Paper
The Welfare Cost of Sovereign Default and Liquidity Injections
This paper develops a dynamic general equilibrium model with endoge...
Published: 24 June 2014
Working Paper