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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

Uncovering equity market contagion among BRICS countries : an application of the multivariate GARCH model

Bonga-Bonga, Lumengo - In: The quarterly review of economics and finance : journal … 67 (2018), pp. 36-44

Persistent link: https://www.econbiz.de/10012034396

Volatility forecasting and value-at-risk estimation in emerging markets : the case of the stock market index portfolio in South Africa

Bonga-Bonga, Lumengo; Mutema, George - In: South African journal of economic and management sciences 12 (2009) 4, pp. 401-411

Persistent link: https://www.econbiz.de/10003962746

The macroeconomic effects of uncertainty shocks in India

Bonga-Bonga, Lumengo; Gupta, Rangan; Jooste, Charl - In: Economia internazionale 68 (2015) 3, pp. 373-383

Persistent link: https://www.econbiz.de/10011348844

Volatility spillovers between the equity market and foreign exchange market in South Africa in the 1995 - 2010 period

Bonga-Bonga, Lumengo; Hoveni, Jamela - In: The South African journal of economics 81 (2013) 2, pp. 260-274

Persistent link: https://www.econbiz.de/10009786128

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

The impact of exchange rate volatility on the security markets in brics economies

Gnagne, Pascal Xavier; Bonga-Bonga, Lumengo - In: Economia internazionale 73 (2020) 1, pp. 21-50

Persistent link: https://www.econbiz.de/10012301005

Economic policy uncertainty, U.S. real housing returns and their volatility : a nonparametric approach

André, Christophe; Bonga-Bonga, Lumengo; Gupta, Rangan; … - In: The journal of real estate research 39 (2017) 4, pp. 493-513

Persistent link: https://www.econbiz.de/10011825541

The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010 : evidence from South Africa

Bonga-Bonga, Lumengo; Umoetok, Ekerete - In: Applied economics 48 (2016) 40/42, pp. 3999-4018

Persistent link: https://www.econbiz.de/10011639941