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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

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

Measuring the welfare cost of inflation in South Africa : a reconsideration

Gupta, Rangan; Uwilingye, Josine - In: South African journal of economic and management sciences 12 (2009) 2, pp. 137-146

Persistent link: https://www.econbiz.de/10003883743

Linking global economic dynamics to a South African-specific credit risk correlation model

Wet, Albertus H. de; Van Eyden, Reneé; Gupta, Rangan - In: Economic modelling 26 (2009) 5, pp. 1000-1011

Persistent link: https://www.econbiz.de/10003871251

Temporal causality between budget deficit and interest rate : the case of South Africa

Uwilingiye, Josine; Gupta, Rangan - In: The Indian economic journal 57 (2009) 2, pp. 79-96

Persistent link: https://www.econbiz.de/10003915438

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

Could we have predicted the recent downturn in the South African housing market?

Das, Sonali; Gupta, Rangan; Kabundi, Alain - In: Journal of housing economics 18 (2009) 4, pp. 325-335

Persistent link: https://www.econbiz.de/10003937204

Dynamic time inconsistency and the South African Reserve Bank

Gupta, Rangan; Uwilingiye, Josine - In: The South African journal of economics 78 (2010) 1, pp. 76-88

Persistent link: https://www.econbiz.de/10003949882

Has the SARB become more effective post inflation targeting?

Gupta, Rangan; Kabundi, Alain; Modise, Mampho P. - In: Economic change and restructuring : empirical and … 43 (2010) 3, pp. 187-204

Persistent link: https://www.econbiz.de/10008648088

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