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
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...
Linda Haines, Johannes W. Fedderke, Miguel Lacerda
Occasional Paper

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