| Modelling systemic risk in the South African banking sector using CoVaR M Manguzvane, JW Muteba Mwamba International Review of Applied Economics 33 (5), 624-641, 2019 | 17 | 2019 |
| GAS Copula models on who’s systemically important in South Africa: Banks or Insurers? MM Manguzvane, JW Muteba Mwamba Empirical Economics 59 (4), 1573-1604, 2020 | 10 | 2020 |
| Remittances and Economic Growth in South Africa: Applying ARDL Bounds Testing Analysis in the Presence of Structural Breaks M Biyase, MM Manguzvane, T Udimal Economic and Well-being Research Group, 2022 | 4 | 2022 |
| Assessing the extent of contagion of sovereign credit risk among BRICS countries L Bonga-Bonga, MM Manguzvane | 3 | 2018 |
| Assessing the contribution of South African Insurance Firms to Systemic Risk T Zulu, MM Manguzvane, L Bonga-Bonga | 1 | 2023 |
| South African Banks’ Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall MM Manguzvane, JW Muteba Mwamba International Journal of Financial Studies 10 (1), 18, 2022 | 1 | 2022 |
| Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective CRT Djemo, JWM Mwamba, MM Manguzvane African Finance Journal 23 (2), 36-49, 2021 | 1 | 2021 |
| Contagion risk in african sovereign debt markets: A spatial econometrics approach JW Muteba Mwamba, M Manguzvane International Finance 23 (3), 506-536, 2020 | 1 | 2020 |
| Examining the Dependence Structure Between Carry Trade and Equity Market Returns in BRICS Economies KC Makhanya, L Bonga-Bonga, MM Manguzvane International Economic Journal, 1-20, 2024 | | 2024 |
| Remittances and economic growth: Evidence from South Africa using ARDL in the presence of structural breaks M Biyase, T Udimal, M Manguzvane Humanities and Social Sciences Letters 12 (2), 331-344, 2024 | | 2024 |
| A Component Expected Shortfall Approach to Systemic Risk: An Application in the South African Financial Industry MM Manguzvane, SB Ngobese International Journal of Financial Studies 11 (4), 146, 2023 | | 2023 |
| Exchange rate risk and sovereign debt risk in South Africa: A Regime Dependent Approach MM Manguzvane, M Biyase Economic and Well-being Research Group, 2023 | | 2023 |
| Stock market correlation and geographical distance: does the degree of economic integration matter? L Bonga-Bonga, MM Manguzvane | | 2023 |
| Essays on Systemic Risk Modelling and its Impact on the Banking Sector MM Manguzvane PQDT-Global, 2020 | | 2020 |
