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Details about Lumengo Bonga-Bonga

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Workplace:Faculty of Economic and Financial Sciences, University of Johannesburg, (more information at EDIRC)

Access statistics for papers by Lumengo Bonga-Bonga.

Last updated 2020-06-30. Update your information in the RePEc Author Service.

Short-id: pbo595


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Working Papers

2020

  1. Assessing the extent of exchange rate risk pricing in equity markets: emerging versus developed economies
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Carry trade and capital market returns in South Africa
    MPRA Paper, University Library of Munich, Germany Downloads
  3. House prices and fertility in South Africa: A spatial econometric analysis
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Intra-regional spillovers from Nigeria and South Africa to the rest of Africa: New evidence from a FAVAR model
    MPRA Paper, University Library of Munich, Germany Downloads
  5. The effects of oil prices on equity market returns in BRICS grouping: A quantile-on-quantile approach
    MPRA Paper, University Library of Munich, Germany Downloads

2019

  1. An analysis of the unbiased forward rate hypothesis in developed and emerging economies
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Determinants of global capital volatility in the BRICS grouping
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Empirical evidence of systemic tail risk premium in the Johannesburg Stock Exchange
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Municipal infrastructure spending capacity in South Africa: a panel smooth transition regression (PSTR) approach
    MPRA Paper, University Library of Munich, Germany Downloads
  5. The growth effect of trade openness on African countries: evidence from using an Instrumental Variable Panel Smooth Transition Model
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  6. The relationship between carry trade and asset markets in South Africa
    MPRA Paper, University Library of Munich, Germany Downloads

2018

  1. Assessing the extent of contagion of sovereign credit risk among BRICS countries
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Economics Bulletin (2020)
  2. CGE Microsimulation Analysis of Electricity Tariff Increases: The Case of South Africa
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Impacts of Public Infrastructure Investment in South Africa: A SAM and CGE-Based Analysis of the Public Economic Sector
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  4. Return and volatility spillovers between South African and Nigerian equity markets
    MPRA Paper, University Library of Munich, Germany Downloads
  5. The impact of Chinese textile imports on employment and value added in the manufacturing sector of the South African economy
    MPRA Paper, University Library of Munich, Germany Downloads
  6. The impact of oil and gold price fluctuations on the South African equity market: volatility spillovers and implications for portfolio management
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

2017

  1. Assessing the effectiveness of the monetary policy instrument during the inflation targeting period in South Africa
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in International Journal of Economics and Financial Issues (2017)
  2. Assessing the relationship between total factor productivity and foreign direct investment in an economy with a skills shortage: the case of South Africa
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Economics Bulletin (2018)
  3. Fiscal policy, Monetary policy and External imbalances: Cross-country evidence from Africa’s three largest economies (Nigeria, South Africa and Egypt)
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  4. Inflation and output growth dynamics in South Africa: Evidence from the Markov switching vector auto-regression model
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of African Business (2018)
  5. The impact of exchange rate volatility on capital flows in BRICS economies
    MPRA Paper, University Library of Munich, Germany Downloads
  6. The unbiased forward rate hypothesis before and after the inflation targeting regime in South Africa: A cointegration Analysis
    MPRA Paper, University Library of Munich, Germany Downloads

2016

  1. Assessing portfolio market risk in the BRICS economies: use of multivariate GARCH models
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Economia Internazionale / International Economics (2018)
  2. How financially integrated are trading blocs in Africa?
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in The Quarterly Review of Economics and Finance (2020)
  3. Impact of Activity Tax in the Property-Owning and Subletting of Fixed Property Sectors on the South African Economy: A CGE Analysis
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  4. Rethinking the current inflation target range in South Africa
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Developing Areas (2019)
  5. The relationship between savings and economic growth at the disaggregated level
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Economia Internazionale / International Economics (2017)

2015

  1. A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  2. Determinants of Economic Growth in Sub-Saharan Africa: The case of Ghana
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Monetary Policy Instrument and Inflation in South Africa: Structural Vector Error Correction Model Approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (12)
  4. The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach
    Working Papers, University of Pretoria, Department of Economics
  5. The Macroeconomic Effects of Uncertainty Shocks in India
    Working Papers, University of Pretoria, Department of Economics
  6. The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010: Evidence from South Africa
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Applied Economics (2016)
  7. Trade Linkages and Business Cycle Co-movement: An Empirical Analysis of Africa and its Main Trading Partners using Global VAR
    Working Papers, Economic Research Southern Africa Downloads View citations (2)
  8. Uncovering equity market contagion among BRICS countries: an application of the multivariate GARCH model
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in The Quarterly Review of Economics and Finance (2018)

2014

  1. Assessing the readiness of BRICS grouping for mutually beneficial financial integration
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Review of Development Economics (2017)
  2. Effects of Reducing Tariffs in The Democratic Republic of Congo(DRC): A CGE Analysis
    Working Papers, Economic Research Southern Africa Downloads
    See also Journal Article in Journal of Developing Areas (2018)

2013

  1. Wage Subsidy in the DRC: A CGE Analysis
    Working Papers, Economic Research Southern Africa Downloads

2012

  1. Interaction between levels and volatilities of Stock market returns and exchange rate in the BRICS grouping
    EcoMod2012, EcoMod Downloads

2011

  1. Volatility Spillovers between the Equity Market and Foreign Exchange Market in South Africa
    Working Papers, Economic Research Southern Africa Downloads View citations (3)

2009

  1. Forward Exchange Rate Puzzle: Joining the Missing Pieces in the Rand-US Dollar Exchange Market
    Working Papers, Economic Research Southern Africa Downloads View citations (9)
  2. Monetary Policy and Long-Term Interest Rates in South Africa
    Working Papers, Economic Research Southern Africa Downloads View citations (4)
    Also in EcoMod2009, EcoMod Downloads View citations (2)

2008

  1. Modeling the Rand-Dollar Future Spot Rates: The Kalman Filter Approach
    Working Papers, Economic Research Southern Africa Downloads View citations (1)
    See also Journal Article in The African Finance Journal (2008)
  2. National Saving and Fiscal Policy in South Africa: an Empirical Analysis Sector in South Africa
    Working Papers, Economic Research Southern Africa Downloads View citations (4)

2007

  1. South Africa’s Growth Paradox
    DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade Downloads View citations (1)

Undated

  1. A CGE Simulation of a Flat Tax as a Possibility for Tax Reform in South Africa
    EcoMod2008, EcoMod Downloads View citations (3)
  2. Economic Growth and Redistribution Policy: the Role of Fiscal Policy in South Africa
    EcoMod2006, EcoMod Downloads
  3. Modeling Stock Returns in the South African Stock Exchange: a Nonlinear Approach
    EcoMod2010, EcoMod Downloads View citations (4)

Journal Articles

2020

  1. Assessing the extent of contagion of sovereign credit risk among BRICS countries
    Economics Bulletin, 2020, 40, (2), 1017-1032 Downloads
    See also Working Paper (2018)
  2. How financially integrated are trading blocs in Africa?
    The Quarterly Review of Economics and Finance, 2020, 75, (C), 84-94 Downloads
    See also Working Paper (2016)
  3. The Impact of Exchange Rate Volatility on the Security Markets in BRICS Economies
    Economia Internazionale / International Economics, 2020, 73, (1), 21-50 Downloads
  4. The emergence of regional business cycle in Africa—a reality or myth? A Bayesian dynamic factor model analysis
    The World Economy, 2020, 43, (1), 239-273 Downloads
  5. Trade Linkages and Business Cycle Co-movement: Analysis of Trade between African Economies and their Main Trading partners
    Economia Internazionale / International Economics, 2020, 73, (2), 275-306 Downloads

2019

  1. Fiscal policy, monetary policy and external imbalances: Cross-country evidence from Africa's three largest economies
    The Journal of International Trade & Economic Development, 2019, 28, (2), 123-136 Downloads View citations (1)
  2. Rethinking The Current Inflation Target Range In South Africa
    Journal of Developing Areas, 2019, 53, (2), 13-27 Downloads
    See also Working Paper (2016)
  3. THE IMPACT OF THE CHINESE TEXTILE IMPORTS ON EMPLOYMENT AND VALUE ADDED IN THE TEXTILE INDUSTRY OF THE SOUTH AFRICAN ECONOMY
    Global Economy Journal (GEJ), 2019, 19, (02), 1-13 Downloads
  4. The Impact of the Dividend Tax in South Africa: A Dynamic CGE Model Analysis
    Economia Internazionale / International Economics, 2019, 72, (2), 185-208 Downloads

2018

  1. Assessing Portfolio Market Risk in the BRICS Economies: Use of Multivariate GARCH Models
    Economia Internazionale / International Economics, 2018, 71, (2), 87-128 Downloads View citations (2)
    See also Working Paper (2016)
  2. Assessing the relationship between total factor productivity and foreign direct investment in an economy with a skills shortage: the case of South Africa
    Economics Bulletin, 2018, 38, (3), 1395-1405 Downloads View citations (1)
    See also Working Paper (2017)
  3. Effects of Reducing Tariffs in the Democratic Republic of Congo (DRC) A CGE Analysis
    Journal of Developing Areas, 2018, 52, (3), 55-72 Downloads
    See also Working Paper (2014)
  4. Inflation and Output Growth Dynamics in South Africa: Evidence from the Markov Switching Vector Autoregressive Model
    Journal of African Business, 2018, 19, (1), 143-154 Downloads View citations (8)
    See also Working Paper (2017)
  5. Uncovering equity market contagion among BRICS countries: An application of the multivariate GARCH model
    The Quarterly Review of Economics and Finance, 2018, 67, (C), 36-44 Downloads View citations (6)
    See also Working Paper (2015)

2017

  1. Assessing the Effectiveness of the Monetary Policy Instrument during the Inflation Targeting Period in South Africa
    International Journal of Economics and Financial Issues, 2017, 7, (4), 706-713 Downloads View citations (1)
    See also Working Paper (2017)
  2. Assessing the readiness of the BRICS grouping for mutually beneficial financial integration
    Review of Development Economics, 2017, 21, (4), e204-e219 Downloads View citations (3)
    See also Working Paper (2014)
  3. THE RELATIONSHIP BETWEEN SAVINGS AND ECONOMIC GROWTH AT THE DISAGGREGATED LEVEL
    Economia Internazionale / International Economics, 2017, 70, (1), 1-24 Downloads View citations (5)
    See also Working Paper (2016)

2016

  1. ASSESSING THE DETREMINANTS OF ECONOMIC GROWTH IN GHANA
    Journal of Developing Areas, 2016, 50, (4), 153-172 Downloads
  2. The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010: Evidence from South Africa
    Applied Economics, 2016, 48, (42), 3999-4018 Downloads View citations (1)
    See also Working Paper (2015)

2015

  1. The Macroeconomic Effects of Uncertainty Shocks in India - Gli effetti macroeconomici degli shock di incertezza in India
    Economia Internazionale / International Economics, 2015, 68, (3), 373-383 Downloads

2013

  1. Assessing the Stock Market Wealth Effect in South Africa
    The African Finance Journal, 2013, 15, (1), 1-12 Downloads
  2. Volatility Spillovers between the Equity Market and Foreign Exchange Market in South Africa in the 1995-2010 Period
    South African Journal of Economics, 2013, 81, (2), 260-274 Downloads View citations (9)

2011

  1. Monetary Policy Action and Inflation in South Africa: An Empirical Analysis
    The African Finance Journal, 2011, 13, (2), 25-37 Downloads View citations (8)
  2. THE PREDICTABILITY OF STOCK MARKET RETURNS IN SOUTH AFRICA: PARAMETRIC VS. NON‐PARAMETRIC METHODS
    South African Journal of Economics, 2011, 79, (3), 301-311 Downloads View citations (9)

2009

  1. An Assessment of the Degree of South Africa's Financial Integration into the World Economy
    The African Finance Journal, 2009, 11, (2), 67-79 Downloads View citations (3)
  2. THE SOUTH AFRICAN AGGREGATE PRODUCTION FUNCTION: ESTIMATION OF THE CONSTANT ELASTICITY OF SUBSTITUTION FUNCTION
    South African Journal of Economics, 2009, 77, (2), 332-349 Downloads View citations (6)

2008

  1. Modelling the Rand-Dollar Future Spot Rates: The Kalman Filter Approach
    The African Finance Journal, 2008, 10, (2), 60-75 Downloads View citations (6)
    See also Working Paper (2008)
 
Page updated 2020-08-06