The COVID-19 pandemic emerged at a time when the South African economy was already battling to recover from the aftermath of the global financial crisis of 2007-09 which led the country to experience a decade-old slowdown in labour productivity. Our study investigates the role which government...

The purpose of this study is to examine the time-frequency relationship in the Fisher's effect for South African Customs Union (SACU) countries using continuous wavelet transforms. We use the Wavelet power spectrum to decompose the nominal interest rate and inflation rate across a time frequency...

The COVID-19 pandemic emerged at a time when the South African economy was already battling to recover from the aftermath of the global financial crisis of 2007-09 which led the country to experience a decade-old slowdown in labour productivity. Our study investigates the role which government...

Our study uses the quantile vector autoregressive (QVAR) network approach to compare the median-based and tail connectedness in BRICS equity markets using daily time series spanning from 3rd March 2020 to 9th September 2022. The study is conducted on both returns and volatility series, and the...

The purpose of this study is to examine the time-frequency relationship in the Fisher's effect for South African Customs Union (SACU) countries using continuous wavelet transforms. We use the Wavelet power spectrum to decompose the nominal interest rate and inflation rate across a time frequency...