Figures & data
Figure 1. Daily spot exchange rate of the rand against the US dollar from 1 October 2009 to 28 February 2017
![Figure 1. Daily spot exchange rate of the rand against the US dollar from 1 October 2009 to 28 February 2017](/cms/asset/a89bc59d-51d8-4775-ae64-0d996e60e444/oaef_a_1741308_f0001_oc.jpg)
Figure 2. Daily spot exchange rate of the euro against the US dollar from 1 October 2009 to 28 February 2017
![Figure 2. Daily spot exchange rate of the euro against the US dollar from 1 October 2009 to 28 February 2017](/cms/asset/4199daa7-a0f8-43c5-9edd-5338165be7a0/oaef_a_1741308_f0002_oc.jpg)
Table 1. Summary statistics
Figure 5. Density histogram and QQ plot under the Gaussian normal distribution assumption for the yield of the rand versus the US dollar
![Figure 5. Density histogram and QQ plot under the Gaussian normal distribution assumption for the yield of the rand versus the US dollar](/cms/asset/d1bdd540-5885-4a83-90b5-af27a835658a/oaef_a_1741308_f0005_oc.jpg)
Figure 6. Density histogram and QQ plot under the Gaussian normal distribution assumption for the yield of the euro versus the US dollar
![Figure 6. Density histogram and QQ plot under the Gaussian normal distribution assumption for the yield of the euro versus the US dollar](/cms/asset/d67a76fd-2c42-4f5c-82a1-a93815999812/oaef_a_1741308_f0006_oc.jpg)
Table 2. Summary of the BEKK-GARCH model parameter estimates for the rand and euro during the crisis period
Table 3. Summary of the BEKK-GARCH model parameter estimates for the rand and euro during the post-crisis period
Table 4. Summary of parameter estimates for the DCC model during the crisis period
Table 5. Summary of parameter estimates for the t-DCC model during the crisis period
Table 6. Summary of parameter estimates for the DCC model during the post-crisis period
Table 7. Summary of parameter estimates for the t-DCC model during the post-crisis period