Details about Shakill Hassan

Access statistics for papers by Shakill Hassan.

Last updated 2024-06-04. Update your information in the RePEc Author Service.

Short-id: pha1468

Working Papers

2024

1. Weathering Tomorrow: Climate Analogues and Adaptation Gaps in Europe
   IMF Working Papers, International Monetary Fund

2017

2. 01 Dispersion of Inflation Expectations March 2015 2
   Occasional Bulletin of Economic Notes, South African Reserve Bank

2016

3. The Ghost of a Rating Downgrade
   World Bank Publications - Reports, The World Bank Group
4. Working Paper WP1608 Modeling and Forecasting Daily Financial and Commodity Term Structures A Unified Global Approach
   Working Papers, South African Reserve Bank

2015

5. Speculative Flows Exchange Rate Volatility and Monetary Policy the South African Experience
   Working Papers, South African Reserve Bank View citations (8)
6. Vulnerability to Normalization of Global Financing Conditions An Operational Approach
   Working Papers, South African Reserve Bank View citations (1)

2014

7. Variance Bounds as Thresholds for Excessive Currency Volatility Inflation Targeting Emerging Economies
   Working Papers, South African Reserve Bank

2013

8. Nominal GDP Targeting and the Monetary Policy Framework
   Working Papers, South African Reserve Bank View citations (1)
9. South African Capital Markets An Overview
   Working Papers, South African Reserve Bank View citations (5)

2012

10. No Arbitrage One Factor Models of the South African Term Structure of Interest Rates
    Working Papers, South African Reserve Bank View citations (1)
    See also Journal Article NO-ARBITRAGE ONE-FACTOR MODELS OF THE SOUTH AFRICAN TERM STRUCTURE OF INTEREST RATES, South African Journal of Economics, Economic Society of South Africa (2012) View citations (2) (2012)
11. The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises
    Working Papers, University of Pretoria, Department of Economics View citations (5)

2011

12. The Rand as a Carry Trade Target Risk Returns and Policy Implications
    Working Papers, South African Reserve Bank View citations (3)

2008

13. Currency Crises and Monetary Policy in an Economy with Credit Constraints: The No Interest Parity Case
    EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics View citations (4)

Journal Articles

2013

1. EXCHANGE RATE DETERMINATION UNDER MONETARY POLICY RULES IN A FINANCIALLY UNDERDEVELOPED ECONOMY: A SIMPLE MODEL AND APPLICATION TO MOZAMBIQUE
   Journal of International Development, 2013, 25, (4), 502-519 View citations (2)

2012

2. Can industry regulators learn collusion structures from information-efficient asset markets?
   Economics Letters, 2012, 116, (1), 1-4
3. NO-ARBITRAGE ONE-FACTOR MODELS OF THE SOUTH AFRICAN TERM STRUCTURE OF INTEREST RATES
   South African Journal of Economics, 2012, 80, (3), 301-318 View citations (2)
   See also Working Paper No Arbitrage One Factor Models of the South African Term Structure of Interest Rates, Working Papers (2012) View citations (1) (2012)

2010

4. THE EQUITY PREMIUM AND RISK‐FREE RATE PUZZLES IN A TURBULENT ECONOMY: EVIDENCE FROM 105 YEARS OF DATA FROM SOUTH AFRICA
   South African Journal of Economics, 2010, 78, (1), 23-39 View citations (4)
5. Value, size and momentum portfolios in real time: the cross section of South African stocks
   Australian Journal of Management, 2010, 35, (2), 181-202 View citations (4)

2006

6. Optimal timing of defections from price-setting cartels in volatile markets
   Economic Modelling, 2006, 23, (5), 792-804 View citations (5)

Chapters

2016

1. Speculative Capital Flows, Exchange Rate Volatility and Monetary Policy: South African Experience
   Palgrave Macmillan