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Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model

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Persistent link: https://www.econbiz.de/10011378505

South Africa's economic response to monetary policy uncertainty

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Commodity prices and exchange rate volatility : lessons from South Africa's capital account liberalization

Arezki, Rabah; Dumitrescu, Elena-Ivona; Freytag, Andreas; … - In: Emerging markets review 19 (2014), pp. 96-105

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The impact of exchange rate uncertainty on exports in South Africa

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Comparing South African inflation volatility across monetary policy regimes : an application of Saphe cracking

Gupta, Rangan; Uwilingiye, Josine - In: The journal of developing areas 46 (2012) 1, pp. 45-54

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Do house prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autogressive model

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Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? : evidence from a Markov-switching vector autoregressive model

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Structural breaks and GARCH models of stock return volatility : the case of South Africa

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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

Commodity prices and exchange rate volatility : lessons from South Africa’s capital account liberalization

Arezki, Rabah; Dumitrescu, Elena-Ivona; Freytag, Andreas; … - 2012

We examine the relationship between South African Rand and gold price volatility using monthly data for the period 1980-2010. Our main findings is that prior to capital account liberalization the causality runs from South African Rand to gold price volatility but the causality runs the other way...

Persistent link: https://www.econbiz.de/10012694114