Skip to content

Author

Mulalo Mamburu

2 papers indexed here

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

Review Open access Aug 2026

Local‐Currency Sovereign Risk on South African Government Bonds: The Role of Sovereign and Exchange Rate Risk as Drivers of Changes in Nominal Bond Yields

While local‐currency bond markets have become a dominant source of emerging‐market financing and an integral component of the global financial system, market‐observed measures of sovereign default risk are still based on foreign‐currency denominated debt. This paper assesses the Du–Schreger credit risk spread on loca...

Mulalo Mamburu · 0 citations
Review Open access Aug 2026

Government bond-backed repo markets: between resilience and vulnerability

This paper synthesizes the literature on vulnerabilities in government bond-backed repo markets, focusing on the features that contribute to both the fragility and stability of these markets. The literature shows that the same features that enable efficient liquidity provision, including short-term funding, dealer inte...

Ayelen Banegas, Lucas Devigne, Mulalo Mamburu et al. · 0 citations

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.