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An empirical investigation of the relationship between the exchange rate and interest yields : a case study of South Africa

This 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...

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Bibliographic Details
Main Author: Sikwanda, Andrew
Other Authors: Gstraunthaler, Thomas
Format: Thesis
Language:English
Published: Department of Finance and Tax 2015
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