Keyword: Risk and Uncertainty

The South African sovereign term premium and its drivers
Discussion Document 15 South Africa’s sovereign yield curve is one ...
Published: 15 November 2023
Ruan Erasmus, Daan Steenkamp
Discussion Document
Contagion across financial markets during COVID-19: A look at volatility spillovers bet...
The onset of the novel coronavirus pandemic (COVID-19) and previous...
Published: 8 February 2022
Reneé van Eyden, Goodness C. Aye, Chevaughn van der Westhuizen
Working Paper
Prof Nicola Viegi on evaluating the near future of monetary policy in SA: Sailing into ...
Only three times in the last century has monetary policy been re-ev...
Published: 1 July 2021
Nicola Viegi
Podcast
Dr Rossouw van Jaarsveld on developing a forex network model: how to highlight risk tra...
Have you ever wondered how sensitive the South African Rand is to s...
Published: 7 May 2021
Rossouw van Jaarsveld
Podcast
Health inequality and the 1918 Influenza in South Africa
The 1918 influenza – the Spanish flu – killed an estimated 6% of Sou...
Published: 8 February 2021
Jonathan Jayes, Johan Fourie
Working Paper
Dr Neryvia Pillay Bell on the Fiscal response to the COVID-19 pandemic in South Africa:...
In this podcast Dr Neryvia Pillay Bell, a Policy Associate at ERSA ...
Published: 30 April 2020
Neryvia Pillay Bell
Podcast
Nicola Viegi on the South African economic response to the Coronavirus: policies and pr...
Nicola Viegi, Deputy Director of ERSA, talks with Margaux G on the ...
Published: 8 April 2020
Nicola Viegi
Podcast
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
Nicola Viegi
Podcast
Prof. Johanne Fedderke on the differential impact of the Coronavirus as of end of March...
Professor Johannes W. Fedderke, the Director of ERSA speaks to our ...
Published: 8 April 2020
Johannes W. Fedderke
Podcast
Shaking out or shaking in: The impact of Zimbabwe’s economic crisis on the country’s ma...
Following Zimbabwe’s economic crisis between 1997 and 2009, a...
Published: 29 January 2019
Nicholas Masiyandima, Lawrence Edwards
Policy Brief
Shaking out or shaking in: The impact of Zimbabwe's economic crisis on the country's ma...
Zimbabwe had one of the world’s worst economic crises from th...
Published: 28 June 2018
Nicholas Masiyandima, Lawrence Edwards
Working Paper
Risk Preferences and the Poverty Trap: A Look at Technology Uptake amongst Smallholder ...
A number of studies suggest the risk preference of low income indiv...
Published: 9 January 2018
Martine Visser, Kerri Brick, Hafsah Jumare
Working Paper
Do monetary policy announcements affect foreign exchange returns and volatility? Some e...
Our empirical study addresses the question: How does the South Afri...
Published: 12 September 2017
Jannie Rossouw, Greg Farrell, Cyril May
Policy Brief
Capturing the Black Swan: Scenario-Based Asset Allocation with Fat Tails and Non-Linear...
This paper highlights the shortfalls of Modern Portfolio Theory (MP...
Published: 1 August 2017
Vsevolod I. Gorlach
Working Paper
Aid Volatility and Structural Economic Transformation in sub-Saharan Africa
To what extent does Official Development Assistance (ODA) volatilit...
Published: 24 July 2017
Thomas Yeboah, Muazu Ibrahim, Emmanuel Kumi
Policy Brief
Information Contagion and Systemic Risk
We examine the effect of ex-post information contagion on the ex-an...
Published: 12 June 2017
Toni Ahnert, Co-Pierre Georg
Working Paper
Do monetary policy announcements affect foreign exchange returns and volatility? Some ...
This paper examines the temporal effect of domestic monetary policy...
Published: 6 March 2017
Jannie Rossouw, Greg Farrell, Cyril May
Working Paper
Aid Volatility and Structural Economic Transformation in sub-Saharan Africa: Does Finan...
This paper departs from the traditional aid–economic growth studies...
Published: 12 January 2017
Thomas Yeboah, Muazu Ibrahim, Emmanuel Kumi
Working Paper
Financial sector development, economic volatility and shocks in sub-Saharan Africa
The role of financial sector development in economic volatility has...
Published: 16 November 2016
Paul Alagidede, Muazu Ibrahim
Policy Brief
Alternative Strategies for Public Debt Issuance in Zimbabwe: Is there a Trade off?
Introduction As part of managing a debt portfolio, debt managers fa...
Published: 4 May 2016
Pierre Le Roux, Nebson Mupunga
Policy Brief
Simulation Analysis of Alternative Strategies for Public Debt Issuance in Zimbabwe: Is ...
This paper discusses the simulation analysis of alternative public ...
Published: 12 February 2016
Pierre Le Roux, Nebson Mupunga
Working Paper
Third Annual Financial Economics Workshop
Keynote Speaker: Atif Mian (Princeton University) Following the fir...
Published: 3 September 2015
Atif Mian
Workshop
Bayesian learning with multiple priors and non-vanishing ambiguity
The existing models of Bayesian learning with multiple priors by Ma...
Published: 2 June 2015
Wei Ma, Alexander Zimper
Working Paper
Contagious Synchronization and Endogenous Network Formation in Financial Networks
When banks choose similar investment strategies the financial syste...
Published: 8 August 2014
Christoph Aymanns, Co-Pierre Georg
Working Paper
Contagious Synchronization and Endogenous Network Formation in Financial Networks
When banks choose similar investment strategies the financial syste...
Published: 8 August 2014
Christoph Aymanns, Co-Pierre Georg
Working Paper
Second Annual Financial Economics Workshop
Following the first workshop on financial economics in Cape Town in...
Published: 7 July 2014
Sascha Steffen, Franklin Allen
Workshop
Profiling Sectoral Risks of Foreign Direct Investment in Africa
Despite Africa’s exceptional FDI performance during the past decade...
Published: 31 January 2014
Zahné Coetzee, Henri Bezuidenhout, Carike Claassen
Working Paper
Modelling Stock Return Volatility Dynamics in Selected African Markets
This paper examines whether accounting for structural changes in th...
Published: 21 January 2014
Ferdi Botha, Daniel King
Working Paper
Biased Bayesian Learning with an Application to the Risk-Free Rate Puzzle
Based on the axiomatic framework of Choquet decision theory, we dev...
Published: 6 November 2013
Alexander Zimper, Alexander Ludwig
Working Paper
First Annual Financial Economics Workshop: Financial Economics and the Nexus of Growth,...
The recent financial crisis has challenged our understanding of the...
Published: 6 September 2013
UCT Graduate School of Business
Workshop
Is Water Shedding Next?
South Africa is in the grip of an electricity crisis marked by a eu...
Published: 21 September 2012
Jan H. van Heerden, James N. Blignaut
Working Paper
A Theoretically Defensible Measure of Risk: Using Financial Market Data from a Middle I...
While economic theory assumes that risk is of central importance in...
Published: 20 September 2012
Johannes W. Fedderke, Neryvia Pillay Bell
Working Paper
Impact of the Current Crisis on Development Thinking
Prof Bheki Sibiya, Director and Head of Wits Business School, cordi...
Published: 27 September 2010
John Williamson
Workshop
Deriving a theoretically defensible measure of risk
According to economic theory, risk is a central consideration in fi...
Published: 27 September 2009
Johannes W. Fedderke, Neryvia Pillay Bell
Policy Brief
Arbitrage, Cointegration and Efficiency in Financial Markets in the Presence of Financi...
The authors gratefully acknowledge the assistance of Genesis Analyt...
Published: 27 September 2001
Working Paper
Transhumant Pastoralism, Climate Change and Conflict in Africa
We consider the effects of climate change on seasonally migrant pop...
Published: 1 January 1970
Nathan Nunn, Eoin F. McGuirk
Working Paper

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