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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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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Department of Finance and Tax
2015
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| _version_ | 1867614191030894592 |
|---|---|
| access_status_str | Open Access |
| author | Sikwanda, Andrew |
| author2 | Gstraunthaler, Thomas |
| author_browse | Gstraunthaler, Thomas Sikwanda, Andrew |
| author_facet | Gstraunthaler, Thomas Sikwanda, Andrew |
| author_sort | Sikwanda, Andrew |
| collection | Thesis |
| description | 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 between the dollar/rand exchange rate and interest rate yields. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/11057 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:48:06.942Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2015 |
| publishDateRange | 2015 |
| publishDateSort | 2015 |
| publisher | Department of Finance and Tax |
| publisherStr | Department of Finance and Tax |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/11057 An empirical investigation of the relationship between the exchange rate and interest yields : a case study of South Africa Sikwanda, Andrew Gstraunthaler, Thomas Financial Management 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 between the dollar/rand exchange rate and interest rate yields. 2015-01-02T09:28:00Z 2015-01-02T09:28:00Z 2011 Master Thesis Masters MCom http://hdl.handle.net/11427/11057 eng application/pdf Department of Finance and Tax Faculty of Commerce University of Cape Town |
| spellingShingle | Financial Management Sikwanda, Andrew An empirical investigation of the relationship between the exchange rate and interest yields : a case study of South Africa |
| thesis_degree_str | Master's |
| title | An empirical investigation of the relationship between the exchange rate and interest yields : a case study of South Africa |
| title_full | An empirical investigation of the relationship between the exchange rate and interest yields : a case study of South Africa |
| title_fullStr | An empirical investigation of the relationship between the exchange rate and interest yields : a case study of South Africa |
| title_full_unstemmed | An empirical investigation of the relationship between the exchange rate and interest yields : a case study of South Africa |
| title_short | An empirical investigation of the relationship between the exchange rate and interest yields : a case study of South Africa |
| title_sort | empirical investigation of the relationship between the exchange rate and interest yields a case study of south africa |
| topic | Financial Management |
| url | http://hdl.handle.net/11427/11057 |
| work_keys_str_mv | AT sikwandaandrew anempiricalinvestigationoftherelationshipbetweentheexchangerateandinterestyieldsacasestudyofsouthafrica AT sikwandaandrew empiricalinvestigationoftherelationshipbetweentheexchangerateandinterestyieldsacasestudyofsouthafrica |