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Economic news releases and financial markets in South Africa

Gillas, Konstantinos Gkillas; Vortelinos, Dimitrios I.; … - In: Economies : open access journal 7 (2019) 4/112, pp. 1-13

We examine the impact of economic news releases on returns, volatility and jumps of the stock and foreign exchange markets of South Africa. We also assess the impact of macroeconomic determinants. The dataset range is fifteen years covering the period from January, 2000 to December, 2014....

Persistent link: https://www.econbiz.de/10012132222

The effect of gold market speculation on REIT returns in South Africa : a behavioral perspective

Akinsomi, Omokolade; Balcilar, Mehmet; Demirer, Rıza; … - In: Journal of economics and finance 41 (2017) 4, pp. 774-793

Persistent link: https://www.econbiz.de/10011802327

Forecasting the South African inflation rate : on asymmetric loss and forecast rationality

Pierdzioch, Christian; Reid, Monique B.; Gupta, Rangan - In: Economic systems 40 (2016) 1, pp. 82-92

Persistent link: https://www.econbiz.de/10011668227

Inflation forecasts and forecaster herding : evidence from South African survey data

Pierdzioch, Christian; Reid, Monique B.; Gupta, Rangan - In: Journal of behavioral and experimental economics 62 (2016), pp. 42-50

Persistent link: https://www.econbiz.de/10011640301

Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa

Wu, Kejin; Karmakar, Sayar; Gupta, Rangan; Pierdzioch, … - 2023

Persistent link: https://www.econbiz.de/10014336437

Bayesian methods of forecasting inventory investment

Gupta, Rangan - In: The South African journal of economics 77 (2009) 1, pp. 113-126

Persistent link: https://www.econbiz.de/10003837756

Forecasting inflation in an inflation targeting economy : structural versus nonstructural models

Gupta, Rangan - In: Applied economics 49 (2017) 24, pp. 2316-2321

Persistent link: https://www.econbiz.de/10011817369

Testing the Monetary Model for Exchange Rate Determination in South Africa : Evidence from 101 Years of Data

De Bruyn, Riané - 2013

Evidence in favor of the monetary model of exchange rate determination for the South African Rand is, at best, mixed. A co-integrating relationship between the nominal exchange rate and monetary fundamentals forms the basis of the monetary model. With the econometric literature suggesting that...

Persistent link: https://www.econbiz.de/10013083181

Time aggregation, long-run money demand and the welfare cost of inflation

Gupta, Rangan; Uwilingiye, J. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 33 (2009) 3, pp. 95-109

Persistent link: https://www.econbiz.de/10003925658

Half-life deviations from PPP in the South African development community

Mokoena, Thabo M.; Gupta, Rangan; Van Eyden, Reneé - In: Applied econometrics and international development 9 (2009) 1, pp. 141-148

Persistent link: https://www.econbiz.de/10008667235