Lumengo Bonga-Bonga : Citation Profile


Are you Lumengo Bonga-Bonga?

University of Johannesburg

5

H index

1

i10 index

62

Citations

RESEARCH PRODUCTION:

19

Articles

42

Papers

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 3
   Journals where Lumengo Bonga-Bonga has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 18 (22.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbo595
   Updated: 2019-04-20    RAS profile: 2019-04-03    
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Relations with other researchers


Works with:

GUPTA, RANGAN (4)

Muteba Mwamba, John Weirstrasd (2)

Simo-Kengne, Beatrice Desiree (2)

Jooste, Charl (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Lumengo Bonga-Bonga.

Is cited by:

GUPTA, RANGAN (15)

Balcilar, Mehmet (8)

Phiri, Andrew (7)

Jooste, Charl (4)

Wohar, Mark (3)

Miller, Stephen (3)

Burger, Rulof (3)

Ozdemir, Zeynel (3)

van Eyden, Renee (2)

Pacheco, Gail (2)

Kotze, Kevin (2)

Cites to:

Engle, Robert (15)

Bollerslev, Tim (11)

Pesaran, M (11)

Diebold, Francis (8)

GUPTA, RANGAN (8)

shin, yongcheol (8)

Yilmaz, Kamil (7)

Rigobon, Roberto (7)

Nguyen, Duc Khuong (7)

Kabundi, Alain (7)

Woodford, Michael (6)

Main data


Where Lumengo Bonga-Bonga has published?


Journals with more than one article published# docs
The African Finance Journal4
Journal of Developing Areas3
Economia Internazionale / International Economics3
South African Journal of Economics3

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany25
Working Papers / Economic Research Southern Africa8
Working Papers / University of Pretoria, Department of Economics3

Recent works citing Lumengo Bonga-Bonga (2019 and 2018)


YearTitle of citing document
2017Granger Causality Between Exchange Rate and Stock Price: A Toda Yamamoto Approach. (2017). Siami-Namini, Sima. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-70.

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2018Asymmetric volatility transmission between the real exchange rate and stock returns in South Africa. (2018). Sikhosana, Ayanda ; Aye, Goodness C. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:60:y:2018:i:c:p:1-8.

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2018Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:117-133.

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2018News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets. (2018). Gupta, Rangan ; Wohar, Mark E ; Papadamou, Stephanos ; Kollias, Christos. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:47-48:y:2018:i::p:76-90.

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2017Nonlinear adjustment effects in the purchasing power parity. (2017). Phiri, Andrew. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2017_08.

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2017Energy-Extended CES Aggregate Production: Current Aspects of Their Specification and Econometric Estimation. (2017). Brockway, Paul E ; Barrett, John R ; Santos, Joo ; Heun, Matthew K. In: Energies. RePEc:gam:jeners:v:10:y:2017:i:2:p:202-:d:89995.

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2017Incidence of value added taxation on inequality: Evidence from Sri Lanka. (2017). Sivashankar, Pathmanathan ; Smith, Christine ; Jayasinghe, Maneka ; Rathnayake, Rmps . In: Discussion Papers in Economics. RePEc:gri:epaper:economics:201704.

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2017Returns Effect, Shocks and Volatility Transmission between Foreign Exchange-Stock Markets in Nigeria. (2017). Adi, Agya. In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:3:y:2017:i:1:p:29-38.

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2018Revisiting effectiveness of interest rate as a tool to control inflation: evidence from Malaysia based on ARDL and NARDL. (2018). Masih, Abul ; Hamzah, Nurrawaida Husna. In: MPRA Paper. RePEc:pra:mprapa:87576.

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2018Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis. (2018). Pereira, Dirceu. In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0011.

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Works by Lumengo Bonga-Bonga:


YearTitleTypeCited
2008Modelling the Rand-Dollar Future Spot Rates: The Kalman Filter Approach In: The African Finance Journal.
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article5
2008Modeling the Rand-Dollar Future Spot Rates: The Kalman Filter Approach.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 5
paper
2009An Assessment of the Degree of South Africas Financial Integration into the World Economy In: The African Finance Journal.
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article1
2011Monetary Policy Action and Inflation in South Africa: An Empirical Analysis In: The African Finance Journal.
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article5
2013Assessing the Stock Market Wealth Effect in South Africa In: The African Finance Journal.
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article0
2017Assessing the readiness of the BRICS grouping for mutually beneficial financial integration In: Review of Development Economics.
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article0
2009THE SOUTH AFRICAN AGGREGATE PRODUCTION FUNCTION: ESTIMATION OF THE CONSTANT ELASTICITY OF SUBSTITUTION FUNCTION In: South African Journal of Economics.
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article7
2011THE PREDICTABILITY OF STOCK MARKET RETURNS IN SOUTH AFRICA: PARAMETRIC VS. NON‐PARAMETRIC METHODS In: South African Journal of Economics.
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article2
2013Volatility Spillovers between the Equity Market and Foreign Exchange Market in South Africa in the 1995-2010 Period In: South African Journal of Economics.
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article3
2007South Africa’s Growth Paradox In: DEGIT Conference Papers.
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paper0
2018Assessing the relationship between total factor productivity and foreign direct investment in an economy with a skills shortage: the case of South Africa In: Economics Bulletin.
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article0
2017Assessing the relationship between total factor productivity and foreign direct investment in an economy with a skills shortage: the case of South Africa.(2017) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
paper
2017Assessing the Effectiveness of the Monetary Policy Instrument during the Inflation Targeting Period in South Africa In: International Journal of Economics and Financial Issues.
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article1
2017Assessing the effectiveness of the monetary policy instrument during the inflation targeting period in South Africa.(2017) In: MPRA Paper.
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This paper has another version. Agregated cites: 1
paper
2018Uncovering equity market contagion among BRICS countries: An application of the multivariate GARCH model In: The Quarterly Review of Economics and Finance.
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article3
2015Uncovering equity market contagion among BRICS countries: an application of the multivariate GARCH model.(2015) In: MPRA Paper.
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This paper has another version. Agregated cites: 3
paper
2002Monetary Policy and Long Term Interest Rate in South Africa In: EcoMod2009.
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paper5
2009Monetary Policy and Long-Term Interest Rates in South Africa.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 5
paper
2002A CGE Simulation of a Flat Tax as a Possibility for Tax Reform in South Africa In: EcoMod2008.
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paper3
2002Modeling Stock Returns in the South African Stock Exchange: a Nonlinear Approach In: EcoMod2010.
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paper3
2012Interaction between levels and volatilities of Stock market returns and exchange rate in the BRICS grouping In: EcoMod2012.
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paper0
0000Economic Growth and Redistribution Policy: the Role of Fiscal Policy in South Africa In: EcoMod2006.
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paper0
2016ASSESSING THE DETREMINANTS OF ECONOMIC GROWTH IN GHANA In: Journal of Developing Areas.
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article0
2018Effects of Reducing Tariffs in the Democratic Republic of Congo (DRC) A CGE Analysis In: Journal of Developing Areas.
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article0
2014Effects of Reducing Tariffs in The Democratic Republic of Congo(DRC): A CGE Analysis.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2019Rethinking The Current Inflation Target Range In South Africa In: Journal of Developing Areas.
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article0
2016Rethinking the current inflation target range in South Africa.(2016) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
paper
2014Assessing the readiness of BRICS grouping for mutually beneficial financial integration In: MPRA Paper.
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paper0
2015A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models In: MPRA Paper.
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paper0
2015The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010: Evidence from South Africa In: MPRA Paper.
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2016The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010: Evidence from South Africa.(2016) In: Applied Economics.
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This paper has another version. Agregated cites: 0
article
2015Monetary Policy Instrument and Inflation in South Africa: Structural Vector Error Correction Model Approach In: MPRA Paper.
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paper10
2015Determinants of Economic Growth in Sub-Saharan Africa: The case of Ghana In: MPRA Paper.
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paper0
2016The relationship between savings and economic growth at the disaggregated level In: MPRA Paper.
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paper2
2017THE RELATIONSHIP BETWEEN SAVINGS AND ECONOMIC GROWTH AT THE DISAGGREGATED LEVEL.(2017) In: Economia Internazionale / International Economics.
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This paper has another version. Agregated cites: 2
article
2016How financially integrated are trading blocs in Africa? In: MPRA Paper.
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paper0
2016Assessing portfolio market risk in the BRICS economies: use of multivariate GARCH models In: MPRA Paper.
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paper0
2018Assessing Portfolio Market Risk in the BRICS Economies: Use of Multivariate GARCH Models.(2018) In: Economia Internazionale / International Economics.
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This paper has another version. Agregated cites: 0
article
2017The unbiased forward rate hypothesis before and after the inflation targeting regime in South Africa: A cointegration Analysis In: MPRA Paper.
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paper0
2017Inflation and output growth dynamics in South Africa: Evidence from the Markov switching vector auto-regression model In: MPRA Paper.
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2017Fiscal policy, Monetary policy and External imbalances: Cross-country evidence from Africa’s three largest economies (Nigeria, South Africa and Egypt) In: MPRA Paper.
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2017The impact of exchange rate volatility on capital flows in BRICS economies In: MPRA Paper.
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2018The impact of oil and gold price fluctuations on the South African equity market: volatility spillovers and implications for portfolio management In: MPRA Paper.
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2018Return and volatility spillovers between South African and Nigerian equity markets In: MPRA Paper.
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2018The impact of Chinese textile imports on employment and value added in the manufacturing sector of the South African economy. In: MPRA Paper.
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2018Assessing the extent of contagion of sovereign credit risk among BRICS countries In: MPRA Paper.
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2018CGE Microsimulation Analysis of Electricity Tariff Increases: The Case of South Africa In: MPRA Paper.
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2018Impacts of Public Infrastructure Investment in South Africa: A SAM and CGE-Based Analysis of the Public Economic Sector In: MPRA Paper.
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2019Municipal infrastructure spending capacity in South Africa: a panel smooth transition regression (PSTR) approach In: MPRA Paper.
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2019The growth effect of trade openness on African countries: evidence from using an Instrumental Variable Panel Smooth Transition Model In: MPRA Paper.
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2019An analysis of the unbiased forward rate hypothesis in developed and emerging economies In: MPRA Paper.
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2015The Macroeconomic Effects of Uncertainty Shocks in India In: Working Papers.
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2015The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach In: Working Papers.
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2016Impact of Activity Tax in the Property-Owning and Subletting of Fixed Property Sectors on the South African Economy: A CGE Analysis In: Working Papers.
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paper0
2015The Macroeconomic Effects of Uncertainty Shocks in India - Gli effetti macroeconomici degli shock di incertezza in India In: Economia Internazionale / International Economics.
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article0
2009Forward Exchange Rate Puzzle: Joining the Missing Pieces in the Rand-US Dollar Exchange Market In: Working Papers.
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2011Volatility Spillovers between the Equity Market and Foreign Exchange Market in South Africa In: Working Papers.
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2013Wage Subsidy in the DRC: A CGE Analysis In: Working Papers.
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paper0
2015Trade Linkages and Business Cycle Co-movement: An Empirical Analysis of Africa and its Main Trading Partners using Global VAR In: Working Papers.
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paper1
2008National Saving and Fiscal Policy in South Africa: an Empirical Analysis Sector in South Africa In: Working Papers.
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paper0
2018Inflation and Output Growth Dynamics in South Africa: Evidence from the Markov Switching Vector Autoregressive Model In: Journal of African Business.
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