Details about Mathias Mandla Manguzvane

Access statistics for papers by Mathias Mandla Manguzvane.

Last updated 2023-05-08. Update your information in the RePEc Author Service.

Short-id: pma3322

Working Papers

2023

1. Assessing the contribution of South African Insurance Firms to Systemic Risk
   MPRA Paper, University Library of Munich, Germany View citations (1)
2. Exchange rate risk and sovereign debt risk in South Africa: A Regime Dependent Approach
   Economics Working Papers, College of Business and Economics, University of Johannesburg, South Africa
3. Stock market correlation and geographical distance: does the degree of economic integration matter?
   MPRA Paper, University Library of Munich, Germany

2022

4. REMITTANCES AND ECONOMIC GROWTH IN SOUTH AFRICA: APPLYING ARDL BOUNDS TESTING ANALYSIS IN THE PRESENCE OF STRUCTURAL BREAKS
   Economics Working Papers, College of Business and Economics, University of Johannesburg, South Africa

2018

5. 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)

Journal Articles

2022

1. South African Banks’ Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall
   IJFS, 2022, 10, (1), 1-19 View citations (1)

2021

2. Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective
   The African Finance Journal, 2021, 23, (2), 36-49

2020

3. 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)
4. Contagion risk in african sovereign debt markets: A spatial econometrics approach
   International Finance, 2020, 23, (3), 506-536 View citations (1)
5. GAS Copula models on who’s systemically important in South Africa: Banks or Insurers?
   Empirical Economics, 2020, 59, (4), 1573-1604 View citations (3)