To what extent is South Africa affected by G8 economies and BRIC
growth shocks? This book identifies channels that amplify these
shock effects, the relevance of third country transmission effects
and the effects of the first and second rounds of US quantitative
easing. The changing reactions of South African variables over time
to financial shocks emanating from the US and selected countries in
the Euro area, is presented. The book quantifies the effects of
capital flow shocks, determines the counterfactuals of asset prices
and economic growth variables, and compares the contribution of
capital flows and domestic macro factors on asset prices. The
effects of the exchange rate depreciation are contrasted to the
decline in investment as key drivers of the trade balance. Stock
market interdependence is determined amongst South African, Indian
and Brazilian equities. The contributions of stock price returns
and volatility on South African economic growth are contrasted. The
authors construct a financial stress index for South Africa and
determine how it amplifies shocks.
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