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Department of Finance and Tax
An empirical investigation of the relationship between the exchange rate and interest yields : a case study of South Africa
Abstract
dc:description.abstractThis study analyses the relationship between the Dollar/Rand exchange rate and the interest yields rates in South Africa. It makes use of data available from 1998 through to 2010. Using statistical analysis of regression analysis and co integration, the study found that a positive correlation exists between the dollar/rand exchange rate and interest rate yields.
Degree
thesis:*- Grantor dc:publisher.institution
- Department of Finance and Tax
- Year dc:date.issued
- 2011
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Sikwanda, Andrew
- Advisor dc:contributor.advisor
-
- Gstraunthaler, Thomas
Rights
- Language dc:language.iso
- eng
Identifiers
dc:identifier.*- Handle dc:identifier.uri
- http://hdl.handle.net/11427/11057
- OAI identifier oai:identifier
- oai:open.uct.ac.za:11427/11057