Shakill Hassan - Central Bank Research Hub

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2012

Title Other author(s)

Vulnerability to Normalization of Global Financing Conditions: An Operational Approach

South African Reserve Bank Working Papers [View] (Paper: 1504, 22.08.2016)

Modeling and Forecasting Daily Financial and Commodity Term Structures: A Unified Global Approach

South African Reserve Bank Working Papers [View] (Paper: 16/08, 27.04.2016)

JEL: C58, G15

Vulnerability to Normalization of Global Financing Conditions: An Operational Approach

South African Reserve Bank Working Papers [View] (Paper: 15/04, 29.10.2015)

Speculative Flows, Exchange Rate Volatility and Monetary Policy: the South African Experience

South African Reserve Bank Working Papers [View] (Paper: 15/02, 13.02.2015)

Variance Bounds as Thresholds for Excessive Currency Volatility: Inflation Targeting Emerging Economies

South African Reserve Bank Working Papers [View] (Paper: 14/09, 02.12.2014)

JEL: E52, F31

South African Capital Markets: An Overview

South African Reserve Bank Working Papers [View] (Paper: 13/04, 29.10.2013)

JEL: F31, G10

Nominal GDP Targeting and the Monetary Policy Framework

South African Reserve Bank Working Papers [View] (Paper: 13/05, 30.09.2013)

The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises

South African Reserve Bank Working Papers [View] (Paper: 12/03, 07.06.2012)

JEL: E31, E52, F30, F31

No-Arbitrage One-Factor Models of the South African Term-Structure of Interest Rates

South African Reserve Bank Working Papers [View] (Paper: 12/01, 07.06.2012)

JEL: C13, E43, G12

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2012