Financial Stability | Economic Research Southern Africa

Keyword: Financial Stability

Call for Application: 2023 Advanced Empirical Methods in Finance and Economics Course

This is not an Econometrics Course – it is an advanced course...

Submit paper: 9 July 2023

Call for Application

2023 Advanced Empirical Methods in Finance and Economics Course

This is not an Econometrics Course – it is an advanced course...

Submit paper: 9 July 2023

Lucas A. Mariani

Course

The effectiveness of counter-cyclical loan-to-value regulations: generic versus sector-...

This paper considers the implication of the counter-cyclical loan-t...

Guangling Liu

Working Paper

The optimal monetary and macroprudential policies for the South African economy

We investigate the optimal design and effectiveness of monetary and...

Thabang Molisey, Guangling Liu

Working Paper

The effectiveness of counter-cyclical loan-to-value regulations: generic versus sector-...

This paper considers the implications of the counter-cyclical loan-...

Thabang Molisey, Guangling Liu

Working Paper

Is Basel III counter-cyclical: The case of South Africa?

This paper develops a dynamic general equilibrium model with bankin...

Thabang Molisey, Guangling Liu

Working Paper

Macroprudential policy and foreign interest rate shocks: A comparison of different inst...

This paper presents a generic small open economy real business cycl...

Guangling Liu, Chris Garbers

Working Paper

The welfare cost of macro-prudential policy in a two-country DSGE model

This paper builds a two-country DSGE model with financial frictions...

Hilary Patroba

Working Paper

A Network View on Interbank Market Freezes

We study the liquidity allocation among European banks around the L...

Silvia Gabrieli, Co-Pierre Georg

Working Paper

A Post-Crisis Reading of the 'Role of Monetary Policy'

In 1967 Milton Friedman delivered “The Role of Monetary Policy’ as ...

Stan Du Plessis

Working Paper

Returns Correlation Structure and Volatility Spillovers Among the Major African Stock M...

The paper analyses the structure of returns comovements and the vol...

Tinashe H. D. Kambadza, Zivanemoyo Chinzara

Working Paper