Lumengo Bonga-Bonga

Lumengo Bonga-Bonga

University of Johannesburg

H-index: 15

Africa-South Africa

About Lumengo Bonga-Bonga

Lumengo Bonga-Bonga, With an exceptional h-index of 15 and a recent h-index of 12 (since 2020), a distinguished researcher at University of Johannesburg, specializes in the field of Financial Economics, CGE modelling, Econometrics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Multivariate models for the prediction of stock returns in an emerging market economy: comparison of parametric and non-parametric models

Spillover effects from China and the United States to Key Regional Emerging Markets: A dynamic analysis

Examining the Dependence Structure Between Carry Trade and Equity Market Returns in BRICS Economies

Exploring the sensitivity of BRICS stock markets to oil Price shocks: a quantile-on-quantile perspective

Navigating extreme market fluctuations: asset allocation strategies in developed vs. emerging economies.

The impact of public infrastructure investment on South Africa’s economy: evidence from social accounting matrix and computable general equilibrium-based approaches

The growth effect of trade openness on African countries: Evidence from using an instrumental variable panel smooth transition model

Municipal infrastructure spending capacity in South Africa: A panel smooth transition regression approach

Lumengo Bonga-Bonga Information

University

Position

Professor of Economics

Citations(all)

848

Citations(since 2020)

579

Cited By

465

hIndex(all)

15

hIndex(since 2020)

12

i10Index(all)

26

i10Index(since 2020)

14

Email

University Profile Page

University of Johannesburg

Google Scholar

View Google Scholar Profile

Lumengo Bonga-Bonga Skills & Research Interests

Financial Economics

CGE modelling

Econometrics

Top articles of Lumengo Bonga-Bonga

Title

Journal

Author(s)

Publication Date

Multivariate models for the prediction of stock returns in an emerging market economy: comparison of parametric and non-parametric models

Macroeconomics and Finance in Emerging Market Economies

Lumengo Bonga-Bonga

Muteba John Mwamba

2024/1/2

Spillover effects from China and the United States to Key Regional Emerging Markets: A dynamic analysis

International Review of Financial Analysis

Lumengo Bonga-Bonga

Salifya Mpoha

2024/1/1

Examining the Dependence Structure Between Carry Trade and Equity Market Returns in BRICS Economies

Kabelo Collen Makhanya

Lumengo Bonga-Bonga

Mathias Mandla Manguzvane

2023

Exploring the sensitivity of BRICS stock markets to oil Price shocks: a quantile-on-quantile perspective

Lumengo Bonga-Bonga

2024/2/14

Navigating extreme market fluctuations: asset allocation strategies in developed vs. emerging economies.

Lumengo Bonga-Bonga

Keitumetse Montshioa

2024/1/17

The impact of public infrastructure investment on South Africa’s economy: evidence from social accounting matrix and computable general equilibrium-based approaches

Quality & Quantity

Vandudzai Mbanda

Lumengo Bonga-Bonga

2024/1/6

The growth effect of trade openness on African countries: Evidence from using an instrumental variable panel smooth transition model

Bulletin of Economic Research

Emilie Kinfack

Lumengo Bonga‐Bonga

2023/4

Municipal infrastructure spending capacity in South Africa: A panel smooth transition regression approach

Vandudzai Mbanda

Lumengo Bonga-Bonga

2023/2/1

The determinants of the dynamic correlation between foreign exchange and equity markets: Cross-Country comparisons

Mulanga Tshikalange

Lumengo Bonga-Bonga

2023/8/28

Do trade frictions distort the purchasing power parity (PPP) hypothesis? A closer look.

Lumengo Bonga-Bonga

2023

The dynamic relationship between digital currency and other financial markets in developed and emerging markets

Lumengo Bonga-Bonga

Muhammad Masood Khalique

2023/8/23

Assessing the contribution of South African Insurance Firms to Systemic Risk

Thulani Zulu

Mathias Mandla Manguzvane

Lumengo Bonga-Bonga

2023

The role of personal characteristics in shaping gender-biased job losses during the COVID-19 pandemic: The case of South Africa

Sustainability

Lumengo Bonga-Bonga

Thabiso Molemohi

Frederich Kirsten

2023/4/20

Stock market correlation and geographical distance: does the degree of economic integration matter?

Lumengo Bonga-Bonga

Mathias Mandla Manguzvane

2023

Intra‐regional spillovers from Nigeria and South Africa to the rest of Africa: New evidence from a FAVAR model

The World Economy

Oyenyinka Sunday Omoshoro‐Jones

Lumengo Bonga‐Bonga

2022/1

Carry trade and capital market returns in South Africa

Journal of risk and financial management

Lumengo Bonga-Bonga

Sefora Motena Rangoanana

2022/10/27

Testing for the purchasing power parity (PPP) hypothesis between South Africa and its main trading partners: application of the quantile approach

Johannes Jurgens Hendriks

Lumengo Bonga-Bonga

2022/5/1

Return and volatility spillovers between South African and Nigerian equity markets

Maphelane Palesa Phume

2017

Spillover Effects from China and the Us to Global Emerging Markets: A Dynamic Analysis

Salifya Mpoha

Lumengo Bonga-Bonga

2021/8/24

Contagion or decoupling? Evidence from emerging stock markets

Zinzile Lorna Ndiweni

Lumengo Bonga-Bonga

2022

See List of Professors in Lumengo Bonga-Bonga University(University of Johannesburg)