3
H index
1
i10 index
25
Citations
University of Johannesburg | 3 H index 1 i10 index 25 Citations RESEARCH PRODUCTION: 5 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mathias Mandla Manguzvane. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 3 |
Economics Working Papers / College of Business and Economics, University of Johannesburg, South Africa | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | . Full description at Econpapers || Download paper |
2024 | The spillover and contagion effects of sovereign risk on stock markets. (2024). Simo-Kengne, Beatrice Desiree ; Gnagne, Pascal Xavier ; Manguzvane, Mathias Mandla. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002785. Full description at Econpapers || Download paper |
2024 | Investment network and stock’s systemic risk contribution: Evidence from China. (2024). Borjigin, Sumuya ; Xiang, Youtao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:113-132. Full description at Econpapers || Download paper |
2024 | Did Basel III reduce bank spillovers in South Africa. (2024). Chondrogiannis, Ilias ; Merrino, Serena. In: Working Papers. RePEc:rbz:wpaper:11060. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2023 | Exchange rate risk and sovereign debt risk in South Africa: A Regime Dependent Approach In: Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | REMITTANCES AND ECONOMIC GROWTH IN SOUTH AFRICA: APPLYING ARDL BOUNDS TESTING ANALYSIS IN THE PRESENCE OF STRUCTURAL BREAKS. In: Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective In: The African Finance Journal. [Full Text][Citation analysis] | article | 0 |
2020 | Contagion risk in african sovereign debt markets: A spatial econometrics approach In: International Finance. [Full Text][Citation analysis] | article | 1 |
2020 | Assessing the extent of contagion of sovereign credit risk among BRICS countries In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
2018 | Assessing the extent of contagion of sovereign credit risk among BRICS countries.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2022 | South African Banks’ Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall In: IJFS. [Full Text][Citation analysis] | article | 1 |
2023 | Stock market correlation and geographical distance: does the degree of economic integration matter? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2023 | Assessing the contribution of South African Insurance Firms to Systemic Risk In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2009 | Modelling South African Currency Crises as Structural Changes in the Volatility of the Rand In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2017 | Modelling Systemic Risk in the South African Banking Sector Using CoVar In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
2020 | GAS Copula models on who’s systemically important in South Africa: Banks or Insurers? In: Empirical Economics. [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team