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

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dc.contributor.advisorGstraunthaler, Thomasen_ZA
dc.contributor.authorSikwanda, Andrewen_ZA
dc.date.accessioned2015-01-02T09:28:00Z
dc.date.available2015-01-02T09:28:00Z
dc.date.issued2011en_ZA
dc.description.abstractThis 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.en_ZA
dc.identifier.apacitationSikwanda, A. (2011). <i>An empirical investigation of the relationship between the exchange rate and interest yields : a case study of South Africa</i>. (Thesis). University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax. Retrieved from http://hdl.handle.net/11427/11057en_ZA
dc.identifier.chicagocitationSikwanda, Andrew. <i>"An empirical investigation of the relationship between the exchange rate and interest yields : a case study of South Africa."</i> Thesis., University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax, 2011. http://hdl.handle.net/11427/11057en_ZA
dc.identifier.citationSikwanda, A. 2011. An empirical investigation of the relationship between the exchange rate and interest yields : a case study of South Africa. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Sikwanda, Andrew AB - 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. DA - 2011 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2011 T1 - An empirical investigation of the relationship between the exchange rate and interest yields : a case study of South Africa TI - An empirical investigation of the relationship between the exchange rate and interest yields : a case study of South Africa UR - http://hdl.handle.net/11427/11057 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/11057
dc.identifier.vancouvercitationSikwanda A. An empirical investigation of the relationship between the exchange rate and interest yields : a case study of South Africa. [Thesis]. University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax, 2011 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/11057en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentDepartment of Finance and Taxen_ZA
dc.publisher.facultyFaculty of Commerceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherFinancial Managementen_ZA
dc.titleAn empirical investigation of the relationship between the exchange rate and interest yields : a case study of South Africaen_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMComen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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