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Linking global economic dynamics to a South African-specific credit risk correlation model
de Wet, Albertus H.; van Eyden, Reneé; Gupta, Rangan - In: Economic modelling 26 (2009) 5, pp. 1000-1011
Persistent link: https://www.econbiz.de/10008280410
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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
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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
In order to address practical questions in credit portfolio management it is necessary to link the cyclical or systematic components of firm credit risk with the firm's own idiosyncratic credit risk as well as the systematic credit risk component of every other exposure in the portfolio. This...
Persistent link: https://www.econbiz.de/10008473654
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Testing for PPP using SADC real exchange rates
Mokoena, Thabo M.; Gupta, Rangan; Van Eyden, Reneé - In: The South African journal of economics 77 (2009) 3, pp. 351-362
Persistent link: https://www.econbiz.de/10003883068
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Testing for fractional integration in Southern African development community real exchange rates
Mokoena, Thabo M.; Gupta, Rangan; Van Eyden, Reneé - In: The South African journal of economics 77 (2009) 4, pp. 531-537
Persistent link: https://www.econbiz.de/10003917342
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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
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Market microstructure approach to the exchange rate determination puzzle
Mokoena, Thabo M.; Gupta, Rangan; Van Eyden, Reneé - In: The Icfai university journal of monetary economics 7 (2009) 3/4, pp. 101-115
Persistent link: https://www.econbiz.de/10003932189
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Do we need a global VAR model to forecast inflation and output in South Africa?
Waal, Annari de; Van Eyden, Reneé; Gupta, Rangan - In: Applied economics 47 (2015) 25/27, pp. 2649-2670
Persistent link: https://www.econbiz.de/10010519635
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Identifying an index of financial conditions for South Africa
Thompson, Kirsten; Van Eyden, Reneé; Gupta, Rangan - In: Studies in economics and finance 32 (2015) 2, pp. 256-274
Persistent link: https://www.econbiz.de/10011380882
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Causality between inflation and inflation uncertainty in South Africa: evidence from a Markov-switching vector autoregressive model
Nasr, Adnen Ben; Balcilar, Mehmet; Ajmi, Ahdi Noomen; … - In: Emerging markets review 24 (2015), pp. 46-68
Persistent link: https://www.econbiz.de/10011538531