Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 7 of 7 for “"repo rate"”.
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Monetary policy and the stock market in South Africa: how do South African equity prices respond to expected and unexpected changes in the repo rate?
… The results suggest that on average, a surprise rate hike of 100 basis points causes short term JSE All Share index total returns to decline by 2.71%. We also find that the stock market reacts positively (negatively) to expansionary (contractionary) unexpected monetary policy actions due to …
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An analysis of the effectiveness of inflation targeting monetary policy framework in South Africa
… Price Index Inflation (CPI), money supply (M1), Repo Rate and the Nominal Exchange Rate (NER). The VAR methodology was used to investigate the response of inflation to monetary policy shocks under the inflation targeting framework. The findings from the study revealed that the response of …
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An assessment of the relationship between money supply and economic growth in Namibia
… indicated that except for M2, variables are integrated of the first order. The ARDL bounds test approach to cointegration revealed no long-run relationship between the variables under study. The granger causality results found unidirectional causality from the inflation rate to the real economic …
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Essays on the impact of inflation targeting in South Africa
… stabilizing output, reducing the inflation rate, and the volatility and persistence of inflation, is still an open question. Further, this study asserts that perhaps the perceived success of IT is nothing more than just ‘conservative window dressing’ (ie., raising interest rate to maintain …
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Monetary policy and exchange rates in different economic contexts: Case study of South Africa
… to examine the relationship between the interest rate and money supply with the exchange rate in South Africa in three periods:- before the global financial crisis (GFC) (Jan 2002 – Jan 2007), during the GFC (Jan 2008 – Dec 2009) and after the GFC (Jan 2010 – Jan 2016). No clear direction on the …
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An analysis of monetary policy and its effect on inflation and economic growth in South Africa
… a stable and economically viable inflation rate due to economic factors of a cost-push and structural nature. These factors not only influence inflation within the economy, but also the efficacy of monetary policy in its pursuit of its many goals. The South African economy has thus long been …
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The effects of the unexpected cautionary and annual earnings announcements on the Price Formation Process: evidence from the JSE
… consisting of a metal index, interest rate (i.e., 5 or 10 years repo rate), inflation rate, currency, beta, economy (i.e., GDP growth), stock size (small vs large capitalisation), leverage, unemployment rate, values such as price to book value or price-earnings (P/E) ratios, momentum …