Can information on the distribution of ZAR returns be used to improve SARBs ZAR forecasts

Matthew Greenwood-Nimmo, Daan Steenkamp and Rossouw van Jaarsveld

No 11035, Working Papers from South African Reserve Bank

Abstract: Can information on the distribution of ZAR returns be used to improve SARBs ZAR forecasts

Date: 2022-09-28
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