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Shakill Hassan

Personal Details

First Name:Shakill
Middle Name:
Last Name:Hassan
Suffix:
RePEc Short-ID:pha529
[This author has chosen not to make the email address public]
http://www.commerce.uct.ac.za/Economics/staff/shassan/
Monetary Policy Research Unit Research Department South African Reserve Bank Pretoria, South Africa
+27.21.650.3992

Affiliation

(80%) South African Reserve Bank

Pretoria, South Africa
http://www.resbank.co.za/

: (012) 313 3911
(012) 313 3749
P.O. Box 427, Pretoria 0001
RePEc:edi:rbagvza (more details at EDIRC)

(20%) School of Economics
Faculty of Commerce
University of Cape Town

Cape Town, South Africa
http://www.commerce.uct.ac.za/economics/

: (21) 650-2723
(21) 650-2854
Private Bag, Rondebosch 7701
RePEc:edi:seuctza (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Shakill Hassan & Leonardo Morales-Arias, 2016. "Working Paper – WP/16/08- Modeling and Forecasting Daily Financial and Commodity Term Structures- A Unified Global Approach," Working Papers 7355, South African Reserve Bank.
  2. Shaista Amod and Shakill Hassan, 2015. "Variance Bounds as Thresholds for ‘Excessive’ Currency Volatility: Inflation Targeting Emerging Economies," Working Papers 489, Economic Research Southern Africa.
  3. Shakill Hassan & Merrisa Paul & Siobhan Redford, 2015. "Working Paper – WP/15/04- Vulnerability to Normalization of Global Financing Conditions- An Operational Approach," Working Papers 6941, South African Reserve Bank.
  4. Shakill Hassan, 2015. "Working Paper – WP/15/02- Speculative Flows, Exchange Rate Volatility and Monetary Policy- the South African Experience," Working Papers 6610, South African Reserve Bank.
  5. Shaista Amod & Shakill Hassan, 2014. "Working Paper – WP/14/09- Variance Bounds as Thresholds for ‘Excessive’ Currency Volatility- Inflation Targeting Emerging Economies," Working Papers 6516, South African Reserve Bank.
  6. Shakill Hassan & Chris Loewald, 2013. "Working Paper - WP/13/05- Nominal GDP Targeting and the Monetary Policy Framework," Working Papers 5965, South African Reserve Bank.
  7. Shakill Hassan, 2013. "South African Capital Markets: An Overview," Working Papers 391, Economic Research Southern Africa.
  8. Shakill Hassan and Chris Loewald, 2013. "Nominal GDP Targeting and the Monetary Policy Framework," Working Papers 392, Economic Research Southern Africa.
  9. Shakill Hassan, 2013. "Working Paper - WP/13/04- South African Capital Markets- An Overview," Working Papers 5962, South African Reserve Bank.
  10. Greg Farrell & Shakill Hassan & Nicola Viegi, 2012. "The High-Frequency Response of the Rand-Dollar rate to Inflation Surprises," Working Papers 279, Economic Research Southern Africa.
  11. Dr. Greg Farrell & Dr. Shakill Hassan & Prof. Nicola Viegi, 2012. "Working Paper - WP/12/03- The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises," Working Papers 5028, South African Reserve Bank.
  12. Peter Aling & Dr. Shakill Hassan, 2012. "Working Paper - WP/12/01- No-Arbitrage One-Factor Models of the South African Term-Structure of Interest Rates," Working Papers 4946, South African Reserve Bank.
  13. Shakill Hassan & Sean Smith, 2011. "The Rand as a Carry Trade Target: Risk, Returns and Policy Implications," Working Papers 235, Economic Research Southern Africa.
  14. Peter Aling & Shakill Hassan, 2011. "No-Arbitrage One-Factor Models of the South African Term-Structure of Interest Rates," Working Papers 246, Economic Research Southern Africa.
  15. Dr. Shakill Hassan & Sean Smith, 2011. "WP/11/01- The Rand as a Carry Trade Target- Risk, Returns and Policy Implications," Working Papers 4878, South African Reserve Bank.
  16. Shakill Hassan & Félix Simione, 2010. "Exchange Rate Determination Under Monetary Policy Rules in a Financially Underdeveloped Economy: A Simple Model and Application to Mozambique," Working Papers 192, Economic Research Southern Africa.
  17. Shakill Hassan & Andrew van Biljon, 2009. "The Equity Premium and Risk-Free Rate Puzzles in a Turbulent Economy: Evidence from 105 Years of Data from South Africa," Working Papers 156, Economic Research Southern Africa.
  18. Ryans Bartens & Shakill Hassan, 2009. "Value, Size and Momentum Portfolios in Real Time: The Cross-Section of South African Stocks," Working Papers 154, Economic Research Southern Africa.
  19. U. Michael Bergman & Shakill Hassan, 2008. "Currency Crises and Monetary Policy in an Economy with Credit Constraints: The No Interest Parity Case," EPRU Working Paper Series 08-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  20. Shakill Hassan, 2006. "Currency Crises and Monetary Policy in an Economy with Credit Constraints: The Case for Low Interest Rates Restored," Working Papers 44, Economic Research Southern Africa.
  21. Shakill Hassan, 2005. "Optimal timing of defections from price-setting cartels in volatile markets," Working Papers 03, Economic Research Southern Africa.

Articles

  1. Shakill Hassan & Félix Simione, 2013. "Exchange Rate Determination Under Monetary Policy Rules In A Financially Underdeveloped Economy: A Simple Model And Application To Mozambique," Journal of International Development, John Wiley & Sons, Ltd., vol. 25(4), pages 502-519, May.
  2. Zimper, Alexander & Hassan, Shakill, 2012. "Can industry regulators learn collusion structures from information-efficient asset markets?," Economics Letters, Elsevier, vol. 116(1), pages 1-4.
  3. Peter Aling & Shakill Hassan, 2012. "No-Arbitrage One-Factor Models Of The South African Term Structure Of Interest Rates," South African Journal of Economics, Economic Society of South Africa, vol. 80(3), pages 301-318, September.
  4. Shakill Hassan & Andrew Van biljon, 2010. "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, Economic Society of South Africa, vol. 78(1), pages 23-39, March.
  5. Hassan, Shakill, 2006. "Optimal timing of defections from price-setting cartels in volatile markets," Economic Modelling, Elsevier, vol. 23(5), pages 792-804, September.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Shakill Hassan, 2013. "South African Capital Markets: An Overview," Working Papers 391, Economic Research Southern Africa.

    Cited by:

    1. Stan Du Plessis & Monique Brigitte Reid, 2015. "The Exchange Rate Dimension of Inflation Targeting: Target Levels and Currency Volatility," South African Journal of Economics, Economic Society of South Africa, vol. 83(2), pages 174-179, June.

  2. Shakill Hassan, 2013. "Working Paper - WP/13/04- South African Capital Markets- An Overview," Working Papers 5962, South African Reserve Bank.

    Cited by:

    1. Stan Du Plessis & Monique Brigitte Reid, 2015. "The Exchange Rate Dimension of Inflation Targeting: Target Levels and Currency Volatility," South African Journal of Economics, Economic Society of South Africa, vol. 83(2), pages 174-179, June.

  3. Greg Farrell & Shakill Hassan & Nicola Viegi, 2012. "The High-Frequency Response of the Rand-Dollar rate to Inflation Surprises," Working Papers 279, Economic Research Southern Africa.

    Cited by:

    1. Stan Du Plessis & Monique Brigitte Reid, 2015. "The Exchange Rate Dimension of Inflation Targeting: Target Levels and Currency Volatility," South African Journal of Economics, Economic Society of South Africa, vol. 83(2), pages 174-179, June.
    2. Nasha Maveé & Roberto Perrelli & Axel Schimmelpfennig, 2016. "Surprise, Surprise; What Drives the Rand / U.S. Dollar Exchange Rate Volatility?," IMF Working Papers 16/205, International Monetary Fund.

  4. Dr. Greg Farrell & Dr. Shakill Hassan & Prof. Nicola Viegi, 2012. "Working Paper - WP/12/03- The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises," Working Papers 5028, South African Reserve Bank.

    Cited by:

    1. Stan Du Plessis & Monique Brigitte Reid, 2015. "The Exchange Rate Dimension of Inflation Targeting: Target Levels and Currency Volatility," South African Journal of Economics, Economic Society of South Africa, vol. 83(2), pages 174-179, June.

  5. Peter Aling & Dr. Shakill Hassan, 2012. "Working Paper - WP/12/01- No-Arbitrage One-Factor Models of the South African Term-Structure of Interest Rates," Working Papers 4946, South African Reserve Bank.

    Cited by:

    1. Njindan Iyke, Bernard, 2017. "Asymmetries in Yield Curves: Some Empirical Evidence from Ghana," MPRA Paper 79155, University Library of Munich, Germany.

  6. Shakill Hassan & Sean Smith, 2011. "The Rand as a Carry Trade Target: Risk, Returns and Policy Implications," Working Papers 235, Economic Research Southern Africa.

    Cited by:

    1. Narayan, Paresh Kumar & Mishra, Sagarika & Narayan, Seema & Thuraisamy, Kannan, 2015. "Is Exchange Rate Trading Profitable?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 38(C), pages 217-229.

  7. Peter Aling & Shakill Hassan, 2011. "No-Arbitrage One-Factor Models of the South African Term-Structure of Interest Rates," Working Papers 246, Economic Research Southern Africa.

    Cited by:

    1. Muteba Mwamba, John & Thabo, Lethaba & Uwilingiye, Josine, 2014. "Modelling the short-term interest rate with stochastic differential equation in continuous time: linear and nonlinear models," MPRA Paper 64386, University Library of Munich, Germany.
    2. Njindan Iyke, Bernard, 2017. "Asymmetries in Yield Curves: Some Empirical Evidence from Ghana," MPRA Paper 79155, University Library of Munich, Germany.

  8. Dr. Shakill Hassan & Sean Smith, 2011. "WP/11/01- The Rand as a Carry Trade Target- Risk, Returns and Policy Implications," Working Papers 4878, South African Reserve Bank.

    Cited by:

    1. Narayan, Paresh Kumar & Mishra, Sagarika & Narayan, Seema & Thuraisamy, Kannan, 2015. "Is Exchange Rate Trading Profitable?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 38(C), pages 217-229.

  9. Shakill Hassan & Félix Simione, 2010. "Exchange Rate Determination Under Monetary Policy Rules in a Financially Underdeveloped Economy: A Simple Model and Application to Mozambique," Working Papers 192, Economic Research Southern Africa.

    Cited by:

    1. Riane de Bruyn & Rangan Gupta & Lardo stander, 2011. "Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data," Working Papers 201134, University of Pretoria, Department of Economics.
    2. Works, Richard Floyd, 2016. "Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory," MPRA Paper 76382, University Library of Munich, Germany.

  10. Shakill Hassan & Andrew van Biljon, 2009. "The Equity Premium and Risk-Free Rate Puzzles in a Turbulent Economy: Evidence from 105 Years of Data from South Africa," Working Papers 156, Economic Research Southern Africa.

    Cited by:

    1. Peter Aling & Shakill Hassan, 2012. "No-Arbitrage One-Factor Models Of The South African Term Structure Of Interest Rates," South African Journal of Economics, Economic Society of South Africa, vol. 80(3), pages 301-318, September.
    2. John Fay & Umesh Kumar, 2013. "An Index-Based Model for Determining the Investment Benchmark of Renewable Energy Projects in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 81(3), pages 416-426, September.

  11. Ryans Bartens & Shakill Hassan, 2009. "Value, Size and Momentum Portfolios in Real Time: The Cross-Section of South African Stocks," Working Papers 154, Economic Research Southern Africa.

    Cited by:

    1. Dr. Humberto Valencia Herrera, 2015. "Decomposition of the Stocks Returns in the Sustainable Index of the Mexican Stock Exchange," Remef - The Mexican Journal of Economics and Finance, Instituto Mexicano de Ejecutivos de Finanzas. Remef, March.
    2. Shakill Hassan & Sean Smith, 2011. "The Rand as a Carry Trade Target: Risk, Returns and Policy Implications," Working Papers 235, Economic Research Southern Africa.

  12. U. Michael Bergman & Shakill Hassan, 2008. "Currency Crises and Monetary Policy in an Economy with Credit Constraints: The No Interest Parity Case," EPRU Working Paper Series 08-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.

    Cited by:

    1. Shakill Hassan & Sean Smith, 2011. "The Rand as a Carry Trade Target: Risk, Returns and Policy Implications," Working Papers 235, Economic Research Southern Africa.
    2. Bergman, U. Michael & Jellingsø, Mads, 2010. "Monetary policy during speculative attacks: Are there adverse medium term effects?," The North American Journal of Economics and Finance, Elsevier, vol. 21(1), pages 5-18, March.
    3. Marcelin, Isaac & Mathur, Ike, 2016. "Financial sector development and dollarization in emerging economies," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 20-32.

  13. Shakill Hassan, 2005. "Optimal timing of defections from price-setting cartels in volatile markets," Working Papers 03, Economic Research Southern Africa.

    Cited by:

    1. Wong, Kit Pong, 2011. "Progressive taxation and the intensity and timing of investment," Economic Modelling, Elsevier, vol. 28(1-2), pages 100-108, January.
    2. Wong, Kit Pong, 2008. "Does market demand volatility facilitate collusion?," Economic Modelling, Elsevier, vol. 25(4), pages 696-703, July.
    3. Wong, Kit Pong, 2011. "Progressive taxation and the intensity and timing of investment," Economic Modelling, Elsevier, vol. 28(1), pages 100-108.
    4. Wong, Kit Pong, 2010. "The effects of irreversibility on the timing and intensity of lumpy investment," Economic Modelling, Elsevier, vol. 27(1), pages 97-102, January.
    5. Michèle Breton & Mohammed Kharbach, 2015. "Collusion and demand volatility," Economics Bulletin, AccessEcon, vol. 35(1), pages 241-246.

Articles

  1. Shakill Hassan & Félix Simione, 2013. "Exchange Rate Determination Under Monetary Policy Rules In A Financially Underdeveloped Economy: A Simple Model And Application To Mozambique," Journal of International Development, John Wiley & Sons, Ltd., vol. 25(4), pages 502-519, May. See citations under working paper version above.
  2. Peter Aling & Shakill Hassan, 2012. "No-Arbitrage One-Factor Models Of The South African Term Structure Of Interest Rates," South African Journal of Economics, Economic Society of South Africa, vol. 80(3), pages 301-318, September.
    See citations under working paper version above.
  3. Shakill Hassan & Andrew Van biljon, 2010. "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, Economic Society of South Africa, vol. 78(1), pages 23-39, March. See citations under working paper version above.
  4. Hassan, Shakill, 2006. "Optimal timing of defections from price-setting cartels in volatile markets," Economic Modelling, Elsevier, vol. 23(5), pages 792-804, September.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Economic Growth and Change of African Countries

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (8) 2008-05-24 2010-10-09 2012-05-22 2013-11-29 2015-02-28 2015-11-15 2015-11-15 2015-11-15. Author is listed
  2. NEP-MAC: Macroeconomics (8) 2008-05-24 2010-10-09 2012-04-23 2012-05-22 2013-11-29 2015-02-28 2015-11-15 2015-11-15. Author is listed
  3. NEP-MON: Monetary Economics (8) 2008-05-24 2010-10-09 2012-04-23 2012-05-22 2013-11-29 2015-02-28 2015-11-15 2015-11-15. Author is listed
  4. NEP-AFR: Africa (6) 2011-09-05 2011-10-09 2012-04-23 2012-05-22 2013-11-29 2013-11-29. Author is listed
  5. NEP-IFN: International Finance (2) 2008-05-24 2011-09-05
  6. NEP-MST: Market Microstructure (2) 2012-04-23 2012-05-22
  7. NEP-OPM: Open Economy Macroeconomics (2) 2008-05-24 2010-10-09
  8. NEP-FMK: Financial Markets (1) 2013-11-29
  9. NEP-FOR: Forecasting (1) 2018-01-15

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