Exchange rate | Economic Research Southern Africa

Keyword: Exchange rate

South African Modelling Network (SAMNET) Virtual Workshop: New Developments in Macroeco...

Organizers: Nicola Viegi and Vincent Dadam (University of Pretoria,...

Vincent Dadam, Nicola Viegi

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...

Herbert Ntuli, Gibson Mudiriza, Edwin Muchapondwa, Boscow Okumu, Alfred K. Mukong

Working Paper

Order flow and rand/dollar exchange rate dynamic

This study investigates the impact of order flow on the rand/dollar...

Alta Joubert, Alain Kabundi, Aadila Hoosain

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...

Hammed Amusa, David Fadiran

Working Paper

Order flow and rand/dollar exchange rate dynamics

This paper uses the microstructure approach for the South African f...

Alta Joubert, Alain Kabundi, Aadila Hoosain

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...

Meshach J. Aziakpono, Melvin M. Khomo

Policy Brief

Do monetary policy announcements affect foreign exchange returns and volatility? Some ...

This paper examines the temporal effect of domestic monetary policy...

Jannie Rossouw, Greg Farrell, Cyril May

Working Paper

Inflation dynamics in a dollarised economy: the case for Zimbabwe

The rapid and sustained loss in value of the Zimbabwean dollar, whi...

Pierre Le Roux, William Kavila

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...

Marina Marinkov, David Fowkes, Christopher Loewald

Policy Paper

The Effects of Exchange Rate Volatility on South African Investments

This paper analysed the short- and long-run interactions between th...

Magdeline M. Maepa

Working Paper

The Determinants of Exchange Rate Volatility in South Africa

This paper investigates the determinants of exchange rate volatilit...

Trust R. Mpofu

Policy Brief

Exchange Rate Policy and Export Performance in Efficiency-Driven Economies

Increased globalisation, coupled with rising domestic competition, ...

Nicola K. Rowbotham, Douglas Mbululu, Adrian Saville

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...

Cyril May

Working Paper