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Mathias Mandla Manguzvane

Observed names: Manguzvane, Mathias Mandla, Mathias Manguzvane
Observed institution: University of Johannesburg
ORCID: 0000-0003-4342-5204
Observed ORCID: 0000-0003-4342-5204
OpenAlex ID: A5034997484
Modelling systemic risk in the South African banking sector using CoVaR
2019 · Mathias Manguzvane, John Weirstrass Muteba Mwamba · International Review of Applied Economics · 22
The spillover and contagion effects of sovereign risk on stock markets
2024 · Pascal Xavier Gnagne, Beatrice D. Simo-Kengne, et al. · Economic Modelling · 18
GAS Copula models on who’s systemically important in South Africa: Banks or Insurers?
2019 · Mathias Mandla Manguzvane, John Weirstrass Muteba Mwamba · Empirical Economics · 7
Carbon Emissions and Growth: The Role of Trade and Urbanization in Sub-Saharan Africa
2024 · Zwakele Dlamini, Ntokozo Nzimande, et al. · International Journal of Energy Economics and Policy · 5
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A Component Expected Shortfall Approach to Systemic Risk: An Application in the South African Financial Industry
2023 · Mathias Mandla Manguzvane, Sibusiso Blessing Ngobese · International Journal of Financial Studies · 4
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The interconnectedness and spillover effects among economic uncertainty, energy-related risks and sovereign risk in BRICS economies
2024 · Pascal Xavier Gnagne, Beatrice D. Simo-Kengne, et al. · Investment Analysts Journal · 3
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South African Banks’ Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall
2022 · Mathias Mandla Manguzvane, John Weirstrass Muteba Mwamba · International Journal of Financial Studies · 3
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Contagion risk in african sovereign debt markets: A spatial econometrics approach
2020 · J. W. Muteba Mwamba, Mathias Manguzvane · International Finance · 3
Examining the Dependence Structure Between Carry Trade and Equity Market Returns in BRICS Economies
2024 · Kabelo Collen Makhanya, Lumengo Bonga-Bonga, et al. · International Economic Journal · 1
Assessing the extent of contagion of sovereign credit risk among BRICS countries
2018 · Lumengo Bonga‐Bonga, Mathias Mandla Manguzvane · Munich Personal RePEc Archive (Ludwig Maximilian University of Munich) · 1
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Remittances and economic growth: Evidence from South Africa using ARDL in the presence of structural breaks
2024 · Mduduzi Biyase, Thomas Udimal, et al. · Humanities and Social Sciences Letters
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Modelling Systemic Risk in the South African Banking Sector Using CoVar
2017 · Mathias Mandla Manguzvane, John Weirstrass Muteba Mwamba · RePEc: Research Papers in Economics
Works count: 17
Citation count: 68
H-index: 4
I10-index: 2
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