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Zivanemoyo Chinzara

Personal Details

First Name:Zivanemoyo
Middle Name:
Last Name:Chinzara
Suffix:
RePEc Short-ID:pch1108

Affiliation

(75%) Macroeconomics and Growth Research
World Bank Group

Washington, District of Columbia (United States)
http://www.worldbank.org/programs/macroeconomics/

(202) 477-1234

1818 H Street, N.W., Washington, DC 20433
RePEc:edi:egrwbus (more details at EDIRC)

(25%) School of Economics and Finance
Business School
Queensland University of Technology

Brisbane, Australia
http://www.bus.qut.edu.au/schools/economics/



GPO Box 2434, BRISBANE QLD 4001
RePEc:edi:sequtau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Gregory Smith & Fiona Davies & Zivanemoyo Chinzara, 2016. "Beating the Slowdown in Zambia," World Bank Other Operational Studies 25270, The World Bank.
  2. Zivanemoyo Chinzara, 2014. "Financial Development and the Diffusion of Technologies under Uncertainty in Africa," Working Papers 472, Economic Research Southern Africa.
  3. Tinashe Harry Dumile Kambadza & Zivanemoyo Chinzara, 2012. "Returns Correlation Structure and Volatility Spillovers Among the Major African Stock Markets," Working Papers 305, Economic Research Southern Africa.
  4. T. Mangwengwende & Z. Chinzara & H. Nel, 2011. "Bank concentration and the interest rate pass-through in Sub-Saharan African countries," Working Papers 233, Economic Research Southern Africa.
  5. Z. Chinzara, 2010. "Macroeconomic uncertainty and emerging market stock market volatility: The case for South Africa," Working Papers 187, Economic Research Southern Africa.
  6. N.Z Mandimika & Z. Chinzara, 2010. "Risk-return tradeoff and the behaviour of volatility on the South African stock market: Evidence from both aggregate and disaggregate data," Working Papers 198, Economic Research Southern Africa.
  7. Z. Chinzara & M.J. Aziakpono, 2009. "Dynamic Returns Linkages and Volatility Transmission between South African and World Major Stock Markets," Working Papers 146, Economic Research Southern Africa.
    repec:qut:dpaper:286 is not listed on IDEAS
    repec:qut:dpaper:295 is not listed on IDEAS
    repec:qut:dpaper:280 is not listed on IDEAS

Articles

  1. Lahiri, Radhika & Ding, Juhong & Chinzara, Zivanemoyo, 2018. "Technology adoption, adaptation and growth," Economic Modelling, Elsevier, vol. 70(C), pages 469-483.
  2. Zivanemoyo Chinzara & Radhika Lahiri & En Te Chen, 2017. "Financial liberalization and sectoral reallocation of capital in South Africa," Empirical Economics, Springer, vol. 52(1), pages 309-356, February.
  3. Zivanemoyo Chinzara & Tinashe Harry Dumile Kambadza, 2014. "Evidence Of Segmentation Among African Equity Markets," The African Finance Journal, Africagrowth Institute, vol. 16(1), pages 19-38.
  4. Bartholomew Armah & Mama Keita & Aissatou Gueye & Valerio Bosco & Judith Ameso & Zivanemoyo Chinzara, 2014. "Structural Transformation for Inclusive Development in Africa: The role of active government policies*," Development, Palgrave Macmillan;Society for International Deveopment, vol. 57(3-4), pages 438-451, December.
  5. Neville Zivanayi Mandimika & Zivanemoyo Chinzara, 2012. "Risk–Return Trade-Off And Behaviour Of Volatility On The South African Stock Market: Evidence From Both Aggregate And Disaggregate Data," South African Journal of Economics, Economic Society of South Africa, vol. 80(3), pages 345-366, September.
  6. Zivanemoyo Chinzara, 2011. "Macroeconomic Uncertainty And Conditional Stock Market Volatility In South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 79(1), pages 27-49, March.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Gregory Smith & Fiona Davies & Zivanemoyo Chinzara, 2016. "Beating the Slowdown in Zambia," World Bank Other Operational Studies 25270, The World Bank.

    Cited by:

    1. Saungweme, Talknice & Odhiambo, Nicholas M, 2019. "Does public debt impact economic growth in Zambia? An ARDL -bounds testing approach," Working Papers 25666, University of South Africa, Department of Economics.
    2. Sudha Bala Krishnan & Dino Merotto & Teresa Peterburs & David Ian Walker, 2017. "Zambia Jobs Diagnostic," World Bank Other Operational Studies 26960, The World Bank.

  2. Tinashe Harry Dumile Kambadza & Zivanemoyo Chinzara, 2012. "Returns Correlation Structure and Volatility Spillovers Among the Major African Stock Markets," Working Papers 305, Economic Research Southern Africa.

    Cited by:

    1. Guney, Yilmaz & Kallinterakis, Vasileios & Komba, Gabriel, 2017. "Herding in frontier markets: Evidence from African stock exchanges," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 47(C), pages 152-175.

  3. T. Mangwengwende & Z. Chinzara & H. Nel, 2011. "Bank concentration and the interest rate pass-through in Sub-Saharan African countries," Working Papers 233, Economic Research Southern Africa.

    Cited by:

    1. Mordi, Charles N. O. & Adebiyi, Michael A. & Omotosho, Babatunde S., 2019. "Modelling interest rates pass-through in Nigeria: An error correction approach with asymmetric adjustments and structural breaks," MPRA Paper 96171, University Library of Munich, Germany.
    2. Patrick Mumbi Chileshe & Olusegun Ayodele Akanbi, 2016. "The effect of Bank competition on the effectiveness of the Interest Rate Channel of Monetary Policy Transmission," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 5(3), pages 10-32, September.
    3. Machava, Agostinho, 2017. "The Macroeconomic Determinants of the Pass-Through from the Market Interest Rate to the Bank Lending Rate in Mozambique," Umeå Economic Studies 954, Umeå University, Department of Economics.

  4. Z. Chinzara, 2010. "Macroeconomic uncertainty and emerging market stock market volatility: The case for South Africa," Working Papers 187, Economic Research Southern Africa.

    Cited by:

    1. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2012. "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers 1211, University of Nevada, Las Vegas , Department of Economics.
    2. Tinashe Harry Dumile Kambadza & Zivanemoyo Chinzara, 2012. "Returns Correlation Structure and Volatility Spillovers Among the Major African Stock Markets," Working Papers 305, Economic Research Southern Africa.
    3. Ali Umar Ahmad & Adam Abdullah & Zunaidah Sulong & Ahmad Tijjani Abdullahi, 2015. "The Review of Stock Returns and Macroeconomic Variables," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 5(5), pages 154-181, May.
    4. Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2015. "Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 14(2), pages 176-196, August.
    5. Rangan Gupta & Monique Reid, 2012. "Macroeconomic Surprises and Stock Returns in South Africa," Working Papers 201212, University of Pretoria, Department of Economics.
    6. Rangan Gupta & Charl Jooste & Kanyane Matlou, 2013. "A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa," Working Papers 201303, University of Pretoria, Department of Economics.
    7. Alexander Zimper, 2014. "The minimal confidence levels of Basel capital regulation," Journal of Banking Regulation, Palgrave Macmillan, vol. 15(2), pages 129-143, April.

  5. N.Z Mandimika & Z. Chinzara, 2010. "Risk-return tradeoff and the behaviour of volatility on the South African stock market: Evidence from both aggregate and disaggregate data," Working Papers 198, Economic Research Southern Africa.

    Cited by:

    1. Tinashe Harry Dumile Kambadza & Zivanemoyo Chinzara, 2012. "Returns Correlation Structure and Volatility Spillovers Among the Major African Stock Markets," Working Papers 305, Economic Research Southern Africa.
    2. Karunanithy Banumathy & Ramachandran Azhagaiah, 2015. "Modelling Stock Market Volatility: Evidence from India," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 13(1 (Spring), pages 27-41.
    3. Faisal Khan & Saif-Ur-Rehman Khan & Hashim Khan, 2016. "Pricing of Risk, Various Volatility Dynamics and Macroeconomic Exposure of Firm Returns: New Evidence on Age Effect," International Journal of Economics and Financial Issues, Econjournals, vol. 6(2), pages 551-561.
    4. Sharif Ullah Jan & Hashim Khan, 2018. "Return Volatility and Macroeconomic Factors: A Comparison of US and Pakistani Firms," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 10(2), pages 1-28, June.

  6. Z. Chinzara & M.J. Aziakpono, 2009. "Dynamic Returns Linkages and Volatility Transmission between South African and World Major Stock Markets," Working Papers 146, Economic Research Southern Africa.

    Cited by:

    1. T. Mangwengwende & Z. Chinzara & H. Nel, 2011. "Bank concentration and the interest rate pass-through in Sub-Saharan African countries," Working Papers 233, Economic Research Southern Africa.
    2. Olivier Niyitegeka & Dev D Tewari, 2019. "Modelling Financial Contagion in the South African Equity Markets Following the Subprime Crisis," Journal of Economics and Behavioral Studies, AMH International, vol. 10(6), pages 164-176.
    3. Tinashe Harry Dumile Kambadza & Zivanemoyo Chinzara, 2012. "Returns Correlation Structure and Volatility Spillovers Among the Major African Stock Markets," Working Papers 305, Economic Research Southern Africa.
    4. Nico Katzke, 2013. "South African Sector Return Correlations: using DCC and ADCC Multivariate GARCH techniques to uncover the underlying dynamics," Working Papers 17/2013, Stellenbosch University, Department of Economics.
    5. Othieno, Ferdinand & Biekpe, Nicholas, 2019. "Estimating the conditional equity risk premium in African frontier markets," Research in International Business and Finance, Elsevier, vol. 47(C), pages 538-551.
    6. Sharif Ullah Jan & Hashim Khan, 2018. "Return Volatility and Macroeconomic Factors: A Comparison of US and Pakistani Firms," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 10(2), pages 1-28, June.
    7. Yu Hsing, 2011. "The Stock Market and Macroeconomic Variables in a BRICS Country and Policy Implications," International Journal of Economics and Financial Issues, Econjournals, vol. 1(1), pages 12-18.
    8. Ahmed, Abdullahi D. & Huo, Rui, 2018. "China–Africa financial markets linkages: Volatility and interdependence," Journal of Policy Modeling, Elsevier, vol. 40(6), pages 1140-1164.
    9. Sugimoto, Kimiko & Matsuki, Takashi & Yoshida, Yushi, 2013. "The global financial crisis: An analysis of the spillover effects on African stock markets," MPRA Paper 50473, University Library of Munich, Germany.
    10. Priviledge Cheteni, 2017. "Stock Market Volatility Using GARCH Models: Evidence from South Africa and China Stock Markets," Journal of Economics and Behavioral Studies, AMH International, vol. 8(6), pages 237-245.
    11. Bajo-Rubio, Oscar & Berke, Burcu & McMillan, David, 2017. "The behaviour of asset return and volatility spillovers in Turkey: A tale of two crises," Research in International Business and Finance, Elsevier, vol. 41(C), pages 577-589.
    12. Syed Kamran Ali Haider & Shujahat Haider Hashmi & Ishtiaq Ahmed, 2017. "Systematic Risk Factors And Stock Return Volatility," APSTRACT: Applied Studies in Agribusiness and Commerce, AGRIMBA, vol. 11(1-2), September.

Articles

  1. Lahiri, Radhika & Ding, Juhong & Chinzara, Zivanemoyo, 2018. "Technology adoption, adaptation and growth," Economic Modelling, Elsevier, vol. 70(C), pages 469-483.

    Cited by:

    1. He, Qichun, 2018. "Inflation and health in a Schumpeterian growth model: Theory and evidence," Economic Modelling, Elsevier, vol. 75(C), pages 159-168.

  2. Zivanemoyo Chinzara & Tinashe Harry Dumile Kambadza, 2014. "Evidence Of Segmentation Among African Equity Markets," The African Finance Journal, Africagrowth Institute, vol. 16(1), pages 19-38.

    Cited by:

    1. Boako, Gideon & Alagidede, Paul, 2018. "African stock markets in the midst of the global financial crisis: Recoupling or decoupling?," Research in International Business and Finance, Elsevier, vol. 46(C), pages 166-180.
    2. Boako, Gideon & Alagidede, Paul, 2017. "Co-movement of Africa’s equity markets: Regional and global analysis in the frequency–time domains," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 359-380.

  3. Bartholomew Armah & Mama Keita & Aissatou Gueye & Valerio Bosco & Judith Ameso & Zivanemoyo Chinzara, 2014. "Structural Transformation for Inclusive Development in Africa: The role of active government policies*," Development, Palgrave Macmillan;Society for International Deveopment, vol. 57(3-4), pages 438-451, December.

    Cited by:

    1. Juliet U. Elu & Gregory N. Price, 2017. "Science Labor Supply in Sub-Saharan Africa: Is There a Gender Disparity in Preferences?," African Development Review, African Development Bank, vol. 29(3), pages 367-375, September.

  4. Neville Zivanayi Mandimika & Zivanemoyo Chinzara, 2012. "Risk–Return Trade-Off And Behaviour Of Volatility On The South African Stock Market: Evidence From Both Aggregate And Disaggregate Data," South African Journal of Economics, Economic Society of South Africa, vol. 80(3), pages 345-366, September. See citations under working paper version above.
  5. Zivanemoyo Chinzara, 2011. "Macroeconomic Uncertainty And Conditional Stock Market Volatility In South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 79(1), pages 27-49, March.

    Cited by:

    1. Kola Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta, 2016. "The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective," Working Papers 201643, University of Pretoria, Department of Economics.
    2. Godfrey Marozva & Margaret Rutendo Magwedere, 2017. "Macroeconomic Variables, Leverage, Stock Returns and Stock Return Volatility," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 13(4), pages 264-288, AUGUST.
    3. Nico Katzke, 2013. "South African Sector Return Correlations: using DCC and ADCC Multivariate GARCH techniques to uncover the underlying dynamics," Working Papers 17/2013, Stellenbosch University, Department of Economics.
    4. Faisal Khan & Saif-Ur-Rehman Khan & Hashim Khan, 2016. "Pricing of Risk, Various Volatility Dynamics and Macroeconomic Exposure of Firm Returns: New Evidence on Age Effect," International Journal of Economics and Financial Issues, Econjournals, vol. 6(2), pages 551-561.
    5. Cakan Esin & Rangan Gupta, 2017. "Does the US. macroeconomic news make the South African stock market riskier?," Journal of Developing Areas, Tennessee State University, College of Business, vol. 51(4), pages 17-27, October-D.
    6. Md Sharif Hossain, & Md.Thasinul Abedin, 2017. "Socio-economy and stock market volatility," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 5(4), pages 1-11, August.
    7. Sharif Ullah Jan & Hashim Khan, 2018. "Return Volatility and Macroeconomic Factors: A Comparison of US and Pakistani Firms," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 10(2), pages 1-28, June.
    8. Yu Hsing, 2011. "The Stock Market and Macroeconomic Variables in a BRICS Country and Policy Implications," International Journal of Economics and Financial Issues, Econjournals, vol. 1(1), pages 12-18.
    9. Ahmed Al Samman & Mahmoud Moustafa Otaify, 2017. "How Does Volatility of Characteristics-sorted Portfolios Respond to Macroeconomic Volatility?," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 300-315.
    10. Lawal Isola ADEDOYIN & Frank AWONUSI & Martins I. OLOYE, 2015. "All share price and inflation volatility in Nigeria. An application of the EGARCH model," EuroEconomica, Danubius University of Galati, issue 1(34), pages 75-82, May.
    11. Carl H. Korkpoe & Peterson Owusu Junior, 2018. "Behaviour of Johannesburg Stock Exchange All Share Index Returns - An Asymmetric GARCH and News Impact Effects Approach," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 68(1), pages 26-42, January-M.
    12. Babajide Abiola Ayopo & Lawal Adedoyin Isola & Somoye Russel Olukayode, 2016. "Stock Market Response to Economic Growth and Interest Rate Volatility: Evidence from Nigeria," International Journal of Economics and Financial Issues, Econjournals, vol. 6(1), pages 354-360.
    13. Babajide Abiola Ayopo & Lawal Adedoyin Isola & Somoye Russel Olukayode, 2016. "Stock Market Volatility: Does Our Fundamentals Matter?," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 33-42.
    14. Lin, Boqiang & Su, Tong, 2020. "The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach," Energy Economics, Elsevier, vol. 88(C).
    15. Syed Kamran Ali Haider & Shujahat Haider Hashmi & Ishtiaq Ahmed, 2017. "Systematic Risk Factors And Stock Return Volatility," APSTRACT: Applied Studies in Agribusiness and Commerce, AGRIMBA, vol. 11(1-2), September.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-AFR: Africa (6) 2010-10-02 2010-12-11 2011-08-22 2012-07-23 2012-08-23 2014-11-17. Author is listed
  2. NEP-MAC: Macroeconomics (3) 2010-10-02 2011-08-22 2014-11-17
  3. NEP-DGE: Dynamic General Equilibrium (2) 2012-05-02 2012-12-15
  4. NEP-CBA: Central Banking (1) 2011-08-22
  5. NEP-ENT: Entrepreneurship (1) 2012-05-02
  6. NEP-FDG: Financial Development & Growth (1) 2012-05-02
  7. NEP-FMK: Financial Markets (1) 2012-08-23
  8. NEP-ICT: Information & Communication Technologies (1) 2014-11-17
  9. NEP-MON: Monetary Economics (1) 2011-08-22
  10. NEP-POL: Positive Political Economics (1) 2012-12-15
  11. NEP-PPM: Project, Program & Portfolio Management (1) 2012-05-02
  12. NEP-RMG: Risk Management (1) 2010-12-11

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