Driving swap spreads in South Africa : an investigation into the dominant factors influencing swap spreads in the South African market by Henshall-Howard, James

“…The theoretical drivers of interest rate swap spreads identified in studies conducted in the United States and United Kingdom markets were applied to the South African market and were found to be largely consistent with the former. …”
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Credit default swaps in a roll-over risk framework by Petersen, Nicholas

“…Defining the roll-over risk state variables in an affine form, this dissertation prices a credit default swap using an “affine transform” methodology. …”
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Roll-over risk in the South African interest rate market by Von Ahlften, Edela

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Incorporating derivative order flow in foreign exchange microstructure theory by Condon, Kieran

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ATM cash management for a South African retail bank by Du Toit, Delyno Johannes

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The Psychological cost of Indebtedness in South Africa - Evidence from NIDS Wave 2 and 4 by Sakela, Viwe

“…Lastly, in the fixed effects logit model, we swap out the debt variables with debt types to look at the changes in debt types and changes in the depression outcome. …”
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