Browsing Research Articles (Economics) by Title

Browsing Research Articles (Economics) by Title

Sort by: Order: Results:

  • Jumps beyond the realms of cricket : India's performance in one day internationals and stock market movements 
    Gkillas, Konstantinos; Gupta, Rangan; Marco Lau, Chi Keung; Suleman, Muhammad Tahir (Taylor and Francis, 2020)
    We examine the impact of the Indian cricket team’s performance in one-day international cricket matches on return, realized volatility and jumps of the Indian stock market, based on intraday data covering the period of ...
  • Jumps in energy and non-energy commodities 
    Bouri, Elie; Gupta, Rangan (Wiley, 2020-03)
    Jumps in the price process of assets represent a sort of tail risk and are found to affect many aspects of asset pricing, volatility modelling and asset allocation. In this paper, we detect price jumps in the realised ...
  • Jumps in geopolitical risk and the cryptocurrency market : the singularity of Bitcoin 
    Bouri, Elie; Gupta, Rangan; Vo, Xuan Vinh (Routledge, 2022)
    Are price discontinuities in cryptocurrencies jointly related to large swings in geopolitical risk? This is a relevant question to answer given recent news from the press that Bitcoin’s price jumps are driven by jumps in ...
  • Just energy transition of South Africa in a post-COVID era 
    Bohlmann, Heinrich R.; Bohlmann, Jessika Andreina; Chitiga-Mabugu, Margaret; Inglesi-Lotz, Roula (MDPI, 2023-07-11)
    The impacts of the COVID-19 pandemic have sparked global debate over how green economic recovery may and should be, and if the pandemic has accelerated the present energy transition while assuring a just transition for ...
  • Kan makro-ekonomiese konvergensie in SADC tot die suksesvolle vestiging van 'n monetêre unie en 'n sentrale bank in die streek lei? 
    Rossouw, Jannie (Suid Afrikaanse Akademie vir Wetenskap & Kuns, 2006-06)
    Can macro-economic convergence in SADC result in the successful establishment of a monetary union and a central bank in the region? Macro-economic convergence leading to monetary unification and a single central bank is ...
  • Kommentaarnota op professor Sampie Terreblanche se artikel : armoede in Suid-Afrika 
    Rossouw, Jannie (Suid Afrikaanse Akademie vir Wetenskap & Kuns, 2005-03)
    In his article, "Poverty in South Africa" (Terreblanche 2004), South African poverty is analysed from a historical and contemporary perspective. This note of comment investigates the proposed solution by Terreblanche, ...
  • Kuznets curve for the US : a reconsideration using cosummability 
    Nasr, Adnen Ben; Balcilar, Mehmet; Akadiri, Seyi Saint; Gupta, Rangan (Springer, 2019-04)
    The relationship between income inequality and long-run economic growth has gained a growing attention in economic research for over decades. This study employed advanced time series techniques to examine the existence of ...
  • A labour model for South Africa 
    Du Toit, Charlotte Barbara; Koekemoer, Reneé (Blackwell, 2003-03)
    South Africa's performance has been dismal in dealing with the rising unemployment that the economy has been faced with since the 1970s. The purpose of this paper is to develop a labour model of the South African economy, ...
  • The Lancet Commission on peaceful societies through health equity and gender equality 
    Percival, Valerie; Thoms, Oskar Timo; Oppenheim, Ben; Rowlands, Dane; Chisadza, Carolyn; Fewer, Sara; Yamey, Gavin; Alexander, Amy C.; Allaham, Chloe L.; Causevic, Sara; Daudelin, Francois; Gloppen, Siri; Guha-Sapir, Debarati; Hadaf, Maseh; Henderson, Samuel; Hoffman, Steven J.; Langer, Ana; Lebbos, Toni Joe; Leomil, Luiz; Lyytikainen, Minna; Malhotra, Anju; Mkandawire, Paul; Norris, Holly A.; Ottersen, Ole Petter; Phillips, Jason; Rawet, Sigrun; Salikova, Alexa; Mohamed, Idil Shekh; Zazai, Ghazal; Halanent, Tarja; Kyobutungi, Catherine; Bhutta, Zulfiqara; Friberg, Peter (Elsevier, 2023-11)
    The multiple and overlapping crises faced by countries, regions, and the world appear unprecedented in their magnitude and complexity. Protracted conflicts continue and new ones emerge, fuelled by geopolitics and social, ...
  • Land value as a function of distance from the CBD : the case of the eastern suburbs of Pretoria 
    Jordaan, Andre Cillie; Drost, B.E.; Makgata, M.A. (Juta, 2004-09)
    The greater the benefit derived from using a piece of land for any particular purpose the higher the price the prospective riser is willing to pay. The demand for land is thus a reflection of the utility derived from its ...
  • A large factor model for forecasting macroeconomic variables in South Africa 
    Gupta, Rangan; Kabundi, Alain (Elsevier, 2011-10)
    This paper uses large Factor Models (FMs), which accommodate a large cross-section of macroeconomic time series for forecasting the per capita growth rate, inflation, and the nominal short-term interest rate for the South ...
  • Leaders and tenures in sub-Saharan Africa 
    Chisadza, Carolyn (Wiley, 2020-09)
    While there has been extensive evidence provided on the varying effects of leaders’ extended tenures on economic growth, political institutions and conflict, little attention in the empirical literature has been given to ...
  • Leadership towards a just economic society 
    Lombard, J.A. (Johannes Anthonie); Schoeman, N.J. (Nicolaas Johannes) (Faculty of Theology, University of Pretoria, 2002)
    This actuality article on leadership argues for the need to move towards a just economic society. The implications of different terms are considered within a conceptual framework. This framework is essential for a better ...
  • A life-cycle model with ambiguous survival beliefs 
    Groneck, Max; Ludwig, Alexander; Zimper, Alexander (Elsevier, 2016-03)
    Based on a cognitive notion of neo-additive capacities re ecting likelihood in- sensitivity with respect to survival chances, we construct a Choquet Bayesian learning model over the life-cycle that generates a motivational ...
  • Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting 
    Lahiani, Amine; Hammoudeh, Shawkat; Gupta, Rangan (Elsevier, 2016-05)
    This paper investigates the asymmetric and nonlinear transmission of financial and energy prices to US five-year financial CDS sector index spreads for the banking, financial services and insurance sectors in the short- ...
  • Linking global economic dynamics to a South African-specific credit risk correlation model 
    Van Eyden, Renee; Gupta, Rangan; De Wet, Albertus Hendrik (Elsevier, 2009)
    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 ...
  • The links between trade policy and total factor productivity in South Africa’s manufacturing sector 
    Harmse, Chris; Abuka, Charles Augustine (Blackwell, 2005-09)
    This paper reconfirms the important links that exist between manufacturing productivity, trade orientation, industry specific characteristics and some macroeconomic variables. The dynamic GMM estimator used in the analysis ...
  • Links or disconnect : a first consideration of inflation expectations and inflation credibility, with specific reference to South Africa 
    Rossouw, Jannie; Padayachee, Vishnu; Bosch, Adel (Juta, 2009-12)
    This paper compares international and domestic inflation expectations and inflation credibility, and hypothesises about a possible link or disconnect between inflation expectations and inflation credibility among South ...
  • Load shedding in South Africa : another nail in income inequality? 
    Inglesi-Lotz, Roula (Academy of Science of South Africa, 2023-09)
    SIGNIFICANCE : South African households have been affected by load shedding for over a decade. Low-income households are the most heavily impacted by unreliable electricity supply, rising electricity prices and lack of ...
  • Loan portfolio conditional loss estimation using an error-correcting macroeconometric model 
    De Wet, Albertus Hendrik; Van Eyden, Renee; Gupta, Rangan (Africagrowth Institute, 2010)
    Credit portfolio managers must be able to identify the interdependencies between exposures in a portfolio and be able to relate credit risk to tangible portfolio effects on which action could be taken. To these ends, ...