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CaninformationonthedistributionofZARreturnsbeusedtoimproveSARBsZARforecasts

Author

Listed:
  • Matthew Greenwood-Nimmo
  • Daan Steenkamp
  • Rossouw van Jaarsveld

Abstract

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

Suggested Citation

  • Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, 2022. "CaninformationonthedistributionofZARreturnsbeusedtoimproveSARBsZARforecasts," Working Papers 11035, South African Reserve Bank.
    • Handle: RePEc:rbz:wpaper:11035
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    References listed on IDEAS

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