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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
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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
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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
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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
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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