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Speculative capital flows, exchange rate volatility and monetary policy: South African experience
Hassan, Shakill - In: Contemporary issues in development economics, (pp. 136-162). 2016
Persistent link: https://www.econbiz.de/10011415400
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Univariate GARCH model generated volatility skews for the CIVETS stock indices
Labuschagne, Coenraad C. A.; Oberholzer, Niel; Venter, … - In: Advances in applied economic research : proceedings of …, (pp. 333-347). 2017
Persistent link: https://www.econbiz.de/10011744293
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Measuring the world economy
Badinger, Harald - 2011
-country interdependence of output volatility has evolved over the period 1955 to 2006. From a methodological perspective, we adopt a spatial … econometric approach, relating a country's output volatility to (distance weighted averages of) other countries' output volatility … results for the most recent period suggest that a uniform shock to output volatility in the world economy roughly …
Persistent link: https://www.econbiz.de/10011518032
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The variance implied conditional correlation
Algaba, Andres; Boudt, Kris; Vanduffel, Steven - In: The European journal of finance 26 (2020) 2/3, pp. 200-222
Persistent link: https://www.econbiz.de/10012207197
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Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models
Goudenege, Ludovic; Molent, Andrea; Zanette, Antonino - In: Computational Management Science : CMS 16 (2019) 1/2, pp. 217-248
Persistent link: https://www.econbiz.de/10011993464
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Macro-logistics and externality cost trends in South Africa : underscoring the sustainability imperative
Havenga, Jan Hendrik - In: International journal of logistics : research and … 18 (2015) 2, pp. 118-139
Persistent link: https://www.econbiz.de/10011343497
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Testing market efficiency on the Johannesburg Stock Exchange using the overlapping serial test
Noakes, Michael A.; Rajaratnam, Kanshukan - In: Optimization models with economic and game theoretic …, (pp. 273-300). 2016
Persistent link: https://www.econbiz.de/10011533679
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Socio-economic inequality in South Africa according to different disparity indices
Hakizimana, Jean-Mari V.; Geyer, Hermanus S. - 2014
The purpose of the paper is to identify areas in South Africa where social-economic disparity exists using 2011 census data. Different indices are used to measure spatial disparity with the aim of finding the most appropriate approach for measuring disparities under different circumstances. The...
Persistent link: https://www.econbiz.de/10011504381
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The nature and use of economic evidence in competition enforcement (with special emphasis to the case of South Africa)
Bonakele, Tembinkosi - In: Competition law enforcement in the BRICS and in …, (pp. 187-205). 2016
Persistent link: https://www.econbiz.de/10011561005
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The incorporation of the public interest in the assessment of prohibited conduct : a juggling act?
Buthelezi, Ziyanda; Njisane, Yongama - In: Competition law enforcement in the BRICS and in …, (pp. 289-307). 2016
Persistent link: https://www.econbiz.de/10011561019