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Transmission of volatility shocks between the equity and foreign exchange markets in South Africa

Bonga-Bonga, Lumengo - In: The journal of applied business research 29 (2013) 5, pp. 1529-1539

Persistent link: https://www.econbiz.de/10010198088

The predictability of stock market returns in South Africa : parametric vs. non-parametric methods

Bonga-Bonga, Lumengo; Muteba Mwamba, John - In: The South African journal of economics 79 (2011) 3, pp. 301-311

Persistent link: https://www.econbiz.de/10009376640

The relationship between carry trade and asset markets in South Africa

Bonga-Bonga, Lumengo; Maake, Tebogo - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-13

This paper investigates the extent of volatility or risk spillovers between the currency carry trade and asset markets, namely the equity and bond markets, in South Africa to infer the extent of the connectivity between the two markets. The carry trade operation examined in this paper involves...

Persistent link: https://www.econbiz.de/10012622503

Return and volatility spillovers between South African and Nigerian equity markets

Bonga-Bonga, Lumengo; Phume, Maphelane Palesa - In: African journal of economic and management studies 13 (2022) 2, pp. 205-218

Persistent link: https://www.econbiz.de/10013279227

Multivariate models for the prediction of stock returns in an emerging market economy : comparison of parametric and non-parametric models

Bonga-Bonga, Lumengo; Mwamba, Muteba John - In: Macroeconomics and finance in emerging market economies 17 (2024) 1, pp. 25-41

Persistent link: https://www.econbiz.de/10014511846

Examining the dependence structure between carry trade and equity market returns in BRICS economies

Makhanya, Kabelo Collen; Bonga-Bonga, Lumengo; … - In: International economic journal 38 (2024) 2, pp. 365-384

Persistent link: https://www.econbiz.de/10014577873