Details about Lumengo Bonga-Bonga

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Short-id: pbo595

Working Papers

2025

1. Foreign exchange intervention and exchange rate exposure: evidence from South Africa and Japan
   MPRA Paper, University Library of Munich, Germany

2024

2. Assessing the impossible trinity principle in BRICS grouping
   MPRA Paper, University Library of Munich, Germany
3. Assessing the performance of safe haven assets during major crises
   MPRA Paper, University Library of Munich, Germany
4. Corruption and ethnicity on the African continent: the mediating role of institutions
   MPRA Paper, University Library of Munich, Germany
5. Escaping the poverty-environment trap: exploring the nonlinear relationship between poverty and environmental concern in the Southern African Development Community Countries
   MPRA Paper, University Library of Munich, Germany
6. Exploring the sensitivity of BRICS stock markets to oil Price shocks: a quantile-on-quantile perspective
   MPRA Paper, University Library of Munich, Germany
7. Monetary policy regime and survival of price shocks in inflation targeting regime: does the level of countries‘ development matter?
   MPRA Paper, University Library of Munich, Germany
8. Navigating extreme market fluctuations: asset allocation strategies in developed vs. emerging economies
   MPRA Paper, University Library of Munich, Germany
9. Renewable energy generation and financial market dynamics in Europe: a disaggregated approach
   MPRA Paper, University Library of Munich, Germany
10. The connectedness of financial risk and green financial instruments: a dynamic and frequency analysis
    MPRA Paper, University Library of Munich, Germany
11. The role of moderating factors in the nexus natural resource rents and renewable energy adoption
    MPRA Paper, University Library of Munich, Germany

2023

12. Assessing the contribution of South African Insurance Firms to Systemic Risk
    MPRA Paper, University Library of Munich, Germany View citations (1)
13. Do trade frictions distort the purchasing power parity (PPP) hypothesis? A closer look
    MPRA Paper, University Library of Munich, Germany
14. Examining the dependence structure between carry trade and equity market returns in BRICS countries
    MPRA Paper, University Library of Munich, Germany
15. Stock market correlation and geographical distance: does the degree of economic integration matter?
    MPRA Paper, University Library of Munich, Germany
16. The determinants of the dynamic correlation between foreign exchange and equity markets: Cross-Country comparisons
    MPRA Paper, University Library of Munich, Germany
17. The dynamic relationship between digital currency and other financial markets in developed and emerging markets
    MPRA Paper, University Library of Munich, Germany
18. The role of personal characteristics in shaping gender-biased job losses during the COVID-19 pandemic: The case of South Africa
    Economics Working Papers, College of Business and Economics, University of Johannesburg, South Africa
    See also Journal Article The Role of Personal Characteristics in Shaping Gender-Biased Job Losses during the COVID-19 Pandemic: The Case of South Africa, Sustainability, MDPI (2023) (2023)

2022

19. Contagion or decoupling? Evidence from emerging stock markets
    MPRA Paper, University Library of Munich, Germany
20. Testing for the purchasing power parity (PPP) hypothesis between South Africa and its main trading partners: application of the quantile approach
    MPRA Paper, University Library of Munich, Germany

2021

21. Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies
    MPRA Paper, University Library of Munich, Germany
22. Capital inflows and economic growth nexus in Sub-Saharan Africa: evidence on the role of institutions
    MPRA Paper, University Library of Munich, Germany View citations (1)
23. Exchange rate misalignments and current accounts in BRICS countries
    MPRA Paper, University Library of Munich, Germany
24. Spillover effects from China and the US to global emerging markets: a dynamic analysis
    MPRA Paper, University Library of Munich, Germany

2020

25. Assessing the extent of exchange rate risk pricing in equity markets: emerging versus developed economies
    MPRA Paper, University Library of Munich, Germany
26. Carry trade and capital market returns in South Africa
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Carry Trade and Capital Market Returns in South Africa, JRFM, MDPI (2022) View citations (1) (2022)
27. House prices and fertility in South Africa: A spatial econometric analysis
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article House prices and fertility in South Africa: A spatial econometric analysis, Economics Bulletin, AccessEcon (2020) View citations (1) (2020)
28. 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
    See also Journal Article Intra‐regional spillovers from Nigeria and South Africa to the rest of Africa: New evidence from a FAVAR model, The World Economy, Wiley Blackwell (2022) (2022)
29. Sectoral dependence and contagion in the BRICS grouping: an application of the R-Vine copulas
    MPRA Paper, University Library of Munich, Germany
30. The effects of oil prices on equity market returns in BRICS grouping: A quantile-on-quantile approach
    MPRA Paper, University Library of Munich, Germany

2019

31. An analysis of the unbiased forward rate hypothesis in developed and emerging economies
    MPRA Paper, University Library of Munich, Germany
32. Determinants of global capital volatility in the BRICS grouping
    MPRA Paper, University Library of Munich, Germany
33. Empirical evidence of systemic tail risk premium in the Johannesburg Stock Exchange
    MPRA Paper, University Library of Munich, Germany
34. Municipal infrastructure spending capacity in South Africa: a panel smooth transition regression (PSTR) approach
    MPRA Paper, University Library of Munich, Germany View citations (1)
35. 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 View citations (4)
36. The relationship between carry trade and asset markets in South Africa
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article The Relationship between Carry Trade and Asset Markets in South Africa, JRFM, MDPI (2021) View citations (1) (2021)

2018

37. Assessing the extent of contagion of sovereign credit risk among BRICS countries
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Assessing the extent of contagion of sovereign credit risk among BRICS countries, Economics Bulletin, AccessEcon (2020) View citations (2) (2020)
38. CGE Microsimulation Analysis of Electricity Tariff Increases: The Case of South Africa
    MPRA Paper, University Library of Munich, Germany View citations (1)
39. 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 View citations (2)
40. Return and volatility spillovers between South African and Nigerian equity markets
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Return and volatility spillovers between South African and Nigerian equity markets, African Journal of Economic and Management Studies, Emerald Group Publishing Limited (2022) View citations (1) (2022)
41. 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
42. 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 View citations (2)

2017

43. Assessing the effectiveness of the monetary policy instrument during the inflation targeting period in South Africa
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Assessing the Effectiveness of the Monetary Policy Instrument during the Inflation Targeting Period in South Africa, International Journal of Economics and Financial Issues, Econjournals (2017) View citations (3) (2017)
44. 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
    See also Journal Article 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, AccessEcon (2018) View citations (2) (2018)
45. 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 View citations (1)
46. How financially integrated are trading blocs in Africa?
    EcoMod2017, EcoMod
    Also in MPRA Paper, University Library of Munich, Germany (2016) View citations (2)
    See also Journal Article How financially integrated are trading blocs in Africa?, The Quarterly Review of Economics and Finance, Elsevier (2020) View citations (4) (2020)
47. Inflation and output growth dynamics in South Africa: Evidence from the Markov switching vector auto-regression model
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Inflation and Output Growth Dynamics in South Africa: Evidence from the Markov Switching Vector Autoregressive Model, Journal of African Business, Taylor & Francis Journals (2018) View citations (24) (2018)
48. The impact of exchange rate volatility on capital flows in BRICS economies
    MPRA Paper, University Library of Munich, Germany View citations (1)
49. 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

2016

50. Assessing portfolio market risk in the BRICS economies: use of multivariate GARCH models
    MPRA Paper, University Library of Munich, Germany View citations (3)
    See also Journal Article Assessing Portfolio Market Risk in the BRICS Economies: Use of Multivariate GARCH Models, Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova (2018) View citations (3) (2018)
51. 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)
    See also Journal Article Impact of Activity Tax in the Property-Owning and Subletting of Fixed Property Sectors on the South African Economy: A CGE Analysis, Journal of Real Estate Literature, Taylor & Francis Journals (2016) (2016)
52. Rethinking the current inflation target range in South Africa
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Rethinking The Current Inflation Target Range In South Africa, Journal of Developing Areas, Tennessee State University, College of Business (2019) (2019)
53. The relationship between savings and economic growth at the disaggregated level
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article THE RELATIONSHIP BETWEEN SAVINGS AND ECONOMIC GROWTH AT THE DISAGGREGATED LEVEL, Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova (2017) View citations (6) (2017)

2015

54. 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 View citations (2)
55. Determinants of Economic Growth in Sub-Saharan Africa: The case of Ghana
    MPRA Paper, University Library of Munich, Germany
56. Dynamic portfolio rebalancing with safe-haven assets
    MPRA Paper, University Library of Munich, Germany
57. Monetary Policy Instrument and Inflation in South Africa: Structural Vector Error Correction Model Approach
    MPRA Paper, University Library of Munich, Germany View citations (13)
58. 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 View citations (1)
59. The Macroeconomic Effects of Uncertainty Shocks in India
    Working Papers, University of Pretoria, Department of Economics
60. 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
    See also Journal Article The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010: Evidence from South Africa, Applied Economics, Taylor & Francis Journals (2016) View citations (5) (2016)
61. Uncovering equity market contagion among BRICS countries: an application of the multivariate GARCH model
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Uncovering equity market contagion among BRICS countries: An application of the multivariate GARCH model, The Quarterly Review of Economics and Finance, Elsevier (2018) View citations (25) (2018)

2014

62. Assessing the readiness of BRICS grouping for mutually beneficial financial integration
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Assessing the readiness of the BRICS grouping for mutually beneficial financial integration, Review of Development Economics, Wiley Blackwell (2017) View citations (6) (2017)

2012

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

2010

64. Modeling Stock Returns in the South African Stock Exchange: a Nonlinear Approach
    EcoMod2010, EcoMod View citations (6)

2009

65. Monetary Policy and Long Term Interest Rate in South Africa
    EcoMod2009, EcoMod View citations (3)

2008

66. A CGE Simulation of a Flat Tax as a Possibility for Tax Reform in South Africa
    EcoMod2008, EcoMod View citations (2)

2007

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

2006

68. Economic Growth and Redistribution Policy: the Role of Fiscal Policy in South Africa
    EcoMod2006, EcoMod

Journal Articles

2025

1. The Effects of Foreign Direct Investment and Technological Innovation on Renewable Energy Consumption Under Varying Market Conditions in the EU
   Energies, 2025, 18, (6), 1-15

2024

2. Examining the Dependence Structure Between Carry Trade and Equity Market Returns in BRICS Economies
   International Economic Journal, 2024, 38, (2), 365-384 View citations (1)
3. Multivariate models for the prediction of stock returns in an emerging market economy: comparison of parametric and non-parametric models
   Macroeconomics and Finance in Emerging Market Economies, 2024, 17, (1), 25-41
4. Spillover effects from China and the United States to Key Regional Emerging Markets: A dynamic analysis
   International Review of Financial Analysis, 2024, 91, (C)
5. The impact of public infrastructure investment on South Africa’s economy: evidence from social accounting matrix and computable general equilibrium-based approaches
   Quality & Quantity: International Journal of Methodology, 2024, 58, (4), 3535-3558

2023

6. Municipal Infrastructure Spending Capacity in South Africa: A Panel Smooth Transition Regression Approach
   Economia Internazionale / International Economics, 2023, 76, (1), 41-64
7. The Role of Personal Characteristics in Shaping Gender-Biased Job Losses during the COVID-19 Pandemic: The Case of South Africa
   Sustainability, 2023, 15, (8), 1-14
   See also Working Paper The role of personal characteristics in shaping gender-biased job losses during the COVID-19 pandemic: The case of South Africa, Economics Working Papers (2023) (2023)

2022

8. Carry Trade and Capital Market Returns in South Africa
   JRFM, 2022, 15, (11), 1-13 View citations (1)
   See also Working Paper Carry trade and capital market returns in South Africa, MPRA Paper (2020) (2020)
9. Intra‐regional spillovers from Nigeria and South Africa to the rest of Africa: New evidence from a FAVAR model
   The World Economy, 2022, 45, (1), 251-275
   See also Working Paper Intra-regional spillovers from Nigeria and South Africa to the rest of Africa: New evidence from a FAVAR model, MPRA Paper (2020) (2020)
10. Return and volatility spillovers between South African and Nigerian equity markets
    African Journal of Economic and Management Studies, 2022, 13, (2), 205-218 View citations (1)
    See also Working Paper Return and volatility spillovers between South African and Nigerian equity markets, MPRA Paper (2018) View citations (2) (2018)

2021

11. Global imbalances, external adjustment and propagated shocks: An African perspective from a global VAR model
    International Economics, 2021, 165, (C), 186-203
    Also in International Economics, 2021, (165), 186-203 (2021) View citations (1)
12. Prediction of Stock Market Direction: Application of Machine Learning Models
    Economia Internazionale / International Economics, 2021, 74, (4), 499-536
13. The Relationship between Carry Trade and Asset Markets in South Africa
    JRFM, 2021, 14, (7), 1-13 View citations (1)
    See also Working Paper The relationship between carry trade and asset markets in South Africa, MPRA Paper (2019) (2019)

2020

14. Assessing the extent of contagion of sovereign credit risk among BRICS countries
    Economics Bulletin, 2020, 40, (2), 1017-1032 View citations (2)
    See also Working Paper Assessing the extent of contagion of sovereign credit risk among BRICS countries, MPRA Paper (2018) View citations (1) (2018)
15. House prices and fertility in South Africa: A spatial econometric analysis
    Economics Bulletin, 2020, 40, (4), 3193-3210 View citations (1)
    See also Working Paper House prices and fertility in South Africa: A spatial econometric analysis, MPRA Paper (2020) View citations (1) (2020)
16. How financially integrated are trading blocs in Africa?
    The Quarterly Review of Economics and Finance, 2020, 75, (C), 84-94 View citations (4)
    See also Working Paper How financially integrated are trading blocs in Africa?, EcoMod2017 (2017) (2017)
17. The Impact of Exchange Rate Volatility on the Security Markets in BRICS Economies
    Economia Internazionale / International Economics, 2020, 73, (1), 21-50 View citations (1)
18. 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 View citations (2)
19. The impact of oil and gold price fluctuations on the South African equity market: Volatility spillovers and financial policy implications
    Resources Policy, 2020, 68, (C) View citations (41)
20. 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 View citations (2)

2019

21. 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 View citations (4)
22. Rethinking The Current Inflation Target Range In South Africa
    Journal of Developing Areas, 2019, 53, (2), 13-27
    See also Working Paper Rethinking the current inflation target range in South Africa, MPRA Paper (2016) (2016)
23. 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
24. The Impact of the Dividend Tax in South Africa: A Dynamic CGE Model Analysis
    Economia Internazionale / International Economics, 2019, 72, (2), 185-208 View citations (1)

2018

25. Assessing Portfolio Market Risk in the BRICS Economies: Use of Multivariate GARCH Models
    Economia Internazionale / International Economics, 2018, 71, (2), 87-128 View citations (3)
    See also Working Paper Assessing portfolio market risk in the BRICS economies: use of multivariate GARCH models, MPRA Paper (2016) View citations (3) (2016)
26. 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 View citations (2)
    See also Working Paper 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 (2017) (2017)
27. Effects of Reducing Tariffs in the Democratic Republic of Congo (DRC) A CGE Analysis
    Journal of Developing Areas, 2018, 52, (3), 55-72 View citations (1)
28. 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 View citations (24)
    See also Working Paper Inflation and output growth dynamics in South Africa: Evidence from the Markov switching vector auto-regression model, MPRA Paper (2017) (2017)
29. 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 View citations (25)
    See also Working Paper Uncovering equity market contagion among BRICS countries: an application of the multivariate GARCH model, MPRA Paper (2015) View citations (1) (2015)

2017

30. 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 View citations (3)
    See also Working Paper Assessing the effectiveness of the monetary policy instrument during the inflation targeting period in South Africa, MPRA Paper (2017) View citations (2) (2017)
31. Assessing the readiness of the BRICS grouping for mutually beneficial financial integration
    Review of Development Economics, 2017, 21, (4), e204-e219 View citations (6)
    See also Working Paper Assessing the readiness of BRICS grouping for mutually beneficial financial integration, MPRA Paper (2014) View citations (2) (2014)
32. Economic Policy Uncertainty, U.S. Real Housing Returns and Their Volatility: A Nonparametric Approach
    Journal of Real Estate Research, 2017, 39, (4), 493-514 View citations (3)
33. THE RELATIONSHIP BETWEEN SAVINGS AND ECONOMIC GROWTH AT THE DISAGGREGATED LEVEL
    Economia Internazionale / International Economics, 2017, 70, (1), 1-24 View citations (6)
    See also Working Paper The relationship between savings and economic growth at the disaggregated level, MPRA Paper (2016) (2016)

2016

34. ASSESSING THE DETREMINANTS OF ECONOMIC GROWTH IN GHANA
    Journal of Developing Areas, 2016, 50, (4), 153-172
35. Impact of Activity Tax in the Property-Owning and Subletting of Fixed Property Sectors on the South African Economy: A CGE Analysis
    Journal of Real Estate Literature, 2016, 24, (2), 345-357
    See also Working Paper Impact of Activity Tax in the Property-Owning and Subletting of Fixed Property Sectors on the South African Economy: A CGE Analysis, Working Papers (2016) View citations (1) (2016)
36. 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 View citations (5)
    See also Working Paper The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010: Evidence from South Africa, MPRA Paper (2015) (2015)

2015

37. 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

2013

38. Assessing the Stock Market Wealth Effect in South Africa
    The African Finance Journal, 2013, 15, (1), 1-12
39. 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 View citations (14)

2011

40. Monetary Policy Action and Inflation in South Africa: An Empirical Analysis
    The African Finance Journal, 2011, 13, (2), 25-37 View citations (10)
41. THE PREDICTABILITY OF STOCK MARKET RETURNS IN SOUTH AFRICA: PARAMETRIC VS. NON‐PARAMETRIC METHODS
    South African Journal of Economics, 2011, 79, (3), 301-311 View citations (9)

2009

42. An Assessment of the Degree of South Africa's Financial Integration into the World Economy
    The African Finance Journal, 2009, 11, (2), 67-79 View citations (3)
43. Forward Exchange Rate Puzzle: Joining the Missing Pieces in the Rand-US Dollar Exchange Market
    Studies in Economics and Econometrics, 2009, 33, (2), 33-48
44. THE SOUTH AFRICAN AGGREGATE PRODUCTION FUNCTION: ESTIMATION OF THE CONSTANT ELASTICITY OF SUBSTITUTION FUNCTION
    South African Journal of Economics, 2009, 77, (2), 332-349 View citations (7)

2008

45. Modelling the Rand-Dollar Future Spot Rates: The Kalman Filter Approach
    The African Finance Journal, 2008, 10, (2), 60-75 View citations (6)