Volume 5, Part 1, 2003
Contents 

New Evidence on The Predictability of South African FX Volatility in Heterogenenous Bi-lateral Markets   

1

Gordon H Dash jr; Nina Kajiji

Abstract

Testing the Random Walk Hypothesis on Thinly-Traded Markets: The Case of four African Stock Markets    

16

C. Mlambo; N. Biekpe; E vd M Smit

Abstract

Foreign Direct Investment and Uncertainty: Empirical Evidence from Africa                                       

36

Adugna Lemi; Sisay Asefa

Abstract

Measuring market risk using extreme value theory: an empirical study using South African Rand/Dollar one-year futures contract                                    

68

Shahiem Ganief and Nicholas Biekpe

Abstract