Mathias Mandla Manguzvane
Personal Details
First Name: | Mathias |
Middle Name: | Mandla |
Last Name: | Manguzvane |
Suffix: | |
RePEc Short-ID: | pma3322 |
[This author has chosen not to make the email address public] | |
Affiliation
College of Business and Economics
University of Johannesburg
Auckland Park, South Africahttps://www.uj.ac.za/faculties/college-of-business-and-economics/
RePEc:edi:serauza (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Mathias Manguzvane & Mduduzi Biyase, 2023. "Exchange rate risk and sovereign debt risk in South Africa: A Regime Dependent Approach," Economics Working Papers edwrg-04-2023, College of Business and Economics, University of Johannesburg, South Africa, revised 2023.
- Zulu, Thulani & Manguzvane, Mathias Mandla & Bonga-Bonga, Lumengo, 2023. "Assessing the contribution of South African Insurance Firms to Systemic Risk," MPRA Paper 116815, University Library of Munich, Germany.
- Bonga-Bonga, Lumengo & Manguzvane, Mathias Mandla, 2023. "Stock market correlation and geographical distance: does the degree of economic integration matter?," MPRA Paper 116476, University Library of Munich, Germany.
- Mduduzi Biyase & Mathias Manguzvane & Thomas Udiman, 2022. "Remittances And Economic Growth In South Africa: Applying Ardl Bounds Testing Analysis In The Presence Of Structural Breaks," Economics Working Papers edwrg-07-2022, College of Business and Economics, University of Johannesburg, South Africa, revised 2022.
- Bonga-Bonga, Lumengo & Manguzvane, Mathias Mandla, 2018.
"Assessing the extent of contagion of sovereign credit risk among BRICS countries,"
MPRA Paper
89200, University Library of Munich, Germany.
- Lumengo Bonga-Bonga & Mathias mandla Manguzvane, 2020. "Assessing the extent of contagion of sovereign credit risk among BRICS countries," Economics Bulletin, AccessEcon, vol. 40(2), pages 1017-1032.
- Mathias Manguzvane, 2017.
"Modelling Systemic Risk in the South African Banking Sector Using CoVar,"
Working Papers
709, Economic Research Southern Africa.
- Mathias Manguzvane & John Weirstrass Muteba Mwamba, 2019. "Modelling systemic risk in the South African banking sector using CoVaR," International Review of Applied Economics, Taylor & Francis Journals, vol. 33(5), pages 624-641, September.
- Andrew S. Duncan & Guangling Dave Liu, 2009.
"Modelling South African Currency Crises as Structural Changes in the Volatility of the Rand,"
Working Papers
140, Economic Research Southern Africa.
- Andrew Stuart Duncan & Guangling“dave” Liu, 2009. "Modelling South African Currency Crises As Structural Changes In The Volatility Of The Rand," South African Journal of Economics, Economic Society of South Africa, vol. 77(3), pages 363-379, September.
Articles
- Mathias Mandla Manguzvane & John Weirstrass Muteba Mwamba, 2022. "South African Banks’ Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall," IJFS, MDPI, vol. 10(1), pages 1-19, March.
- Charles Raoul Tchuinkam Djemo & John Weirstrass Muteba Mwamba & Mathias Mandla Manguzvane, 2021.
"Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective,"
The African Finance Journal, Africagrowth Institute, vol. 23(2), pages 36-49.
- Muteba Mwamba, John Weirstrass & Tchuinkam Djemo, Charles Raoul, 2019. "Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective," MPRA Paper 97338, University Library of Munich, Germany.
- J. W. Muteba Mwamba & Mathias Manguzvane, 2020. "Contagion risk in african sovereign debt markets: A spatial econometrics approach," International Finance, Wiley Blackwell, vol. 23(3), pages 506-536, December.
- Mathias Mandla Manguzvane & John Weirstrass Muteba Mwamba, 2020. "GAS Copula models on who’s systemically important in South Africa: Banks or Insurers?," Empirical Economics, Springer, vol. 59(4), pages 1573-1604, October.
- Lumengo Bonga-Bonga & Mathias mandla Manguzvane, 2020.
"Assessing the extent of contagion of sovereign credit risk among BRICS countries,"
Economics Bulletin, AccessEcon, vol. 40(2), pages 1017-1032.
- Bonga-Bonga, Lumengo & Manguzvane, Mathias Mandla, 2018. "Assessing the extent of contagion of sovereign credit risk among BRICS countries," MPRA Paper 89200, University Library of Munich, Germany.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Zulu, Thulani & Manguzvane, Mathias Mandla & Bonga-Bonga, Lumengo, 2023.
"Assessing the contribution of South African Insurance Firms to Systemic Risk,"
MPRA Paper
116815, University Library of Munich, Germany.
Cited by:
- Xiang, Youtao & Borjigin, Sumuya, 2024. "Investment network and stock’s systemic risk contribution: Evidence from China," The Quarterly Review of Economics and Finance, Elsevier, vol. 94(C), pages 113-132.
- Bonga-Bonga, Lumengo & Manguzvane, Mathias Mandla, 2018.
"Assessing the extent of contagion of sovereign credit risk among BRICS countries,"
MPRA Paper
89200, University Library of Munich, Germany.
- Lumengo Bonga-Bonga & Mathias mandla Manguzvane, 2020. "Assessing the extent of contagion of sovereign credit risk among BRICS countries," Economics Bulletin, AccessEcon, vol. 40(2), pages 1017-1032.
Cited by:
- Ndiweni, Zinzile Lorna & Bonga-Bonga, Lumengo, 2022. "Contagion or decoupling? Evidence from emerging stock markets," MPRA Paper 115170, University Library of Munich, Germany.
- Zulu, Thulani & Manguzvane, Mathias Mandla & Bonga-Bonga, Lumengo, 2023. "Assessing the contribution of South African Insurance Firms to Systemic Risk," MPRA Paper 116815, University Library of Munich, Germany.
- Mathias Manguzvane, 2017.
"Modelling Systemic Risk in the South African Banking Sector Using CoVar,"
Working Papers
709, Economic Research Southern Africa.
- Mathias Manguzvane & John Weirstrass Muteba Mwamba, 2019. "Modelling systemic risk in the South African banking sector using CoVaR," International Review of Applied Economics, Taylor & Francis Journals, vol. 33(5), pages 624-641, September.
Cited by:
- Somnath Chatterjee & Marea Sing, 2021. "Measuring Systemic Risk in South African Banks," Working Papers 11004, South African Reserve Bank.
- Mathias Mandla Manguzvane & John Weirstrass Muteba Mwamba, 2020. "GAS Copula models on who’s systemically important in South Africa: Banks or Insurers?," Empirical Economics, Springer, vol. 59(4), pages 1573-1604, October.
- Jalan, Akanksha & Matkovskyy, Roman, 2023.
"Systemic risks in the cryptocurrency market: Evidence from the FTX collapse,"
Finance Research Letters, Elsevier, vol. 53(C).
- Akanksha Jalan & Roman Matkovskyy, 2023. "Systemic risks in the cryptocurrency market: Evidence from the FTX collapse," Post-Print hal-04047924, HAL.
- Pierre Nkou Mananga & Shiqiang Lin & Hairui Zhang, 2023. "A network approach to interbank contagion risk in South Africa," Working Papers 11052, South African Reserve Bank.
- Serena Merrino & Ilias Chondrogiannis, 2024. "Did Basel III reduce bank spillovers in South Africa," Working Papers 11060, South African Reserve Bank.
- Ghufran Ahmad & Muhammad Suhail Rizwan & Dawood Ashraf, 2021. "Systemic risk and macroeconomic forecasting: A globally applicable copula‐based approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1420-1443, December.
- Kanga, Désiré & Soumaré, Issouf & Amenounvé, Edoh, 2023. "Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market," Emerging Markets Review, Elsevier, vol. 55(C).
- Eita, Joel Hinaunye & Ngobese, Sibusiso Blessing & Muteba Mwamba, John Weirstrass, 2020. "An empirical analysis of systemic and macroeconomic risk in South Africa: an application of the quantile regression," MPRA Paper 101493, University Library of Munich, Germany.
- Ouyang, Zi-sheng & Liu, Meng-tian & Huang, Su-su & Yao, Ting, 2022. "Does the source of oil price shocks matter for the systemic risk?," Energy Economics, Elsevier, vol. 109(C).
- Zulu, Thulani & Manguzvane, Mathias Mandla & Bonga-Bonga, Lumengo, 2023. "Assessing the contribution of South African Insurance Firms to Systemic Risk," MPRA Paper 116815, University Library of Munich, Germany.
- Fenghua Wen & Kaiyan Weng & Wei-Xing Zhou, 2020. "Measuring the contribution of Chinese financial institutions to systemic risk: an extended asymmetric CoVaR approach," Risk Management, Palgrave Macmillan, vol. 22(4), pages 310-337, December.
- Huichen Jiang & Jun Zhang, 2020. "Discovering Systemic Risks of China's Listed Banks by CoVaR Approach in the Digital Economy Era," Mathematics, MDPI, vol. 8(2), pages 1-28, February.
- Andrew S. Duncan & Guangling Dave Liu, 2009.
"Modelling South African Currency Crises as Structural Changes in the Volatility of the Rand,"
Working Papers
140, Economic Research Southern Africa.
- Andrew Stuart Duncan & Guangling“dave” Liu, 2009. "Modelling South African Currency Crises As Structural Changes In The Volatility Of The Rand," South African Journal of Economics, Economic Society of South Africa, vol. 77(3), pages 363-379, September.
Cited by:
- Daniel King & Ferdi Botha, 2014.
"Modelling Stock Return Volatility Dynamics in Selected African Markets,"
Working Papers
410, Economic Research Southern Africa.
- King, Daniel & Botha, Ferdi, 2015. "Modelling stock return volatility dynamics in selected African markets," Economic Modelling, Elsevier, vol. 45(C), pages 50-73.
- Fiona Tregenna & Kabeya C. Mulamba, 2019. "Spatial dependence of per capita property tax income in South Africa," Working Papers 202, Economic Research Southern Africa.
- Nasha Maveé & Mr. Roberto Perrelli & Mr. Axel Schimmelpfennig, 2016. "Surprise, Surprise: What Drives the Rand / U.S. Dollar Exchange Rate Volatility?," IMF Working Papers 2016/205, International Monetary Fund.
- Sandile Hlatshwayo & Mr. Magnus Saxegaard, 2016. "The Consequences of Policy Uncertainty: Disconnects and Dilutions in the South African Real Effective Exchange Rate-Export Relationship," IMF Working Papers 2016/113, International Monetary Fund.
- Duncan, Andrew S. & Kabundi, Alain, 2013. "Domestic and foreign sources of volatility spillover to South African asset classes," Economic Modelling, Elsevier, vol. 31(C), pages 566-573.
Articles
- Mathias Mandla Manguzvane & John Weirstrass Muteba Mwamba, 2022.
"South African Banks’ Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall,"
IJFS, MDPI, vol. 10(1), pages 1-19, March.
Cited by:
- Serena Merrino & Ilias Chondrogiannis, 2024. "Did Basel III reduce bank spillovers in South Africa," Working Papers 11060, South African Reserve Bank.
- Mathias Mandla Manguzvane & John Weirstrass Muteba Mwamba, 2020.
"GAS Copula models on who’s systemically important in South Africa: Banks or Insurers?,"
Empirical Economics, Springer, vol. 59(4), pages 1573-1604, October.
Cited by:
- Adeabah, David & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Hammoudeh, Shawkat, 2023. "How far have we come and where should we go after 30+ years of research on Africa's emerging financial markets? A systematic review and a bibliometric network analysis," Emerging Markets Review, Elsevier, vol. 55(C).
- Kanga, Désiré & Soumaré, Issouf & Amenounvé, Edoh, 2023. "Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market," Emerging Markets Review, Elsevier, vol. 55(C).
- Jiang, Kunliang & Ye, Wuyi, 2022. "Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?," Economic Modelling, Elsevier, vol. 117(C).
- Lumengo Bonga-Bonga & Mathias mandla Manguzvane, 2020.
"Assessing the extent of contagion of sovereign credit risk among BRICS countries,"
Economics Bulletin, AccessEcon, vol. 40(2), pages 1017-1032.
See citations under working paper version above.
- Bonga-Bonga, Lumengo & Manguzvane, Mathias Mandla, 2018. "Assessing the extent of contagion of sovereign credit risk among BRICS countries," MPRA Paper 89200, University Library of Munich, Germany.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FDG: Financial Development and Growth (3) 2022-12-12 2023-03-20 2023-04-17
- NEP-RMG: Risk Management (3) 2017-10-15 2023-03-27 2023-04-17
- NEP-AFR: Africa (2) 2017-10-15 2023-04-17
- NEP-BAN: Banking (1) 2017-10-15
- NEP-CBA: Central Banking (1) 2017-10-15
- NEP-CIS: Confederation of Independent States (1) 2018-10-08
- NEP-CNA: China (1) 2018-10-08
- NEP-DES: Economic Design (1) 2023-04-17
- NEP-FMK: Financial Markets (1) 2023-03-20
- NEP-GRO: Economic Growth (1) 2022-12-12
- NEP-INT: International Trade (1) 2023-03-20
- NEP-OPM: Open Economy Macroeconomics (1) 2023-03-27
- NEP-PAY: Payment Systems and Financial Technology (1) 2022-12-12
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