Dr Rossouw van Jaarsveld on developing a forex network model: how to highlight risk transmission channels in a timely manner

May 07, 2021 00:13:33
Dr Rossouw van Jaarsveld on developing a forex network model: how to highlight risk transmission channels in a timely manner
Economic Research Southern Africa
Dr Rossouw van Jaarsveld on developing a forex network model: how to highlight risk transmission channels in a timely manner

May 07 2021 | 00:13:33

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Show Notes

Have you ever wondered how sensitive the South African Rand is to shocks in other currencies? Instead of debating the relative volatility of the rand or the factors influencing this volatility, this podcast explores the nature of the rand’s volatility. Here, ERSA’s host speaks to Dr Rossouw van Jaarsveld, currently a consultant at the SARB, who with his team developed an empirical network model that uses bilateral spillover effects to contextualise abrupt exchange rate movements from the rand’s perspective. In discussing his latest research, Rossouw sheds light on how changes in currencies’ risk-return profiles transmit across economies and how much […]

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