Access Statistics for John Weirstrass Muteba Mwamba

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models 0 0 2 61 5 8 16 139
An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio 0 0 0 64 4 4 8 274
An empirical analysis of systemic and macroeconomic risk in South Africa: an application of the quantile regression 0 0 2 21 1 6 14 66
Another reason why the efficient market hypothesis is fuzzy 0 0 0 14 2 5 6 78
Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas 0 0 0 24 3 7 13 137
Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies 0 0 1 18 6 7 18 64
Climate variability impacts on agricultural output in East Africa 0 0 0 9 1 5 8 35
Dependence Structure of Insurance Credit Default Swaps 0 0 1 13 6 10 13 45
Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note 0 0 0 48 1 3 4 52
Empirical evidence of systemic tail risk premium in the Johannesburg Stock Exchange 0 0 0 29 1 3 3 62
Energy Demand in South Africa: Is it Asymmetric? 0 0 0 0 1 5 7 69
Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective 0 0 0 27 2 4 6 48
Extreme conditional value at risk: a coherent scenario for risk management 0 0 0 21 5 5 12 104
Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes 0 0 0 10 3 7 10 136
International diversification and dependence structure of equity portfolios during market crashes: the Archimedean copula approach 0 0 0 13 1 5 7 65
Modelling Asset Correlations of Revolving Loan Defaults in South Africa 0 0 1 27 2 3 6 68
Modelling the short-term interest rate with stochastic differential equation in continuous time: linear and nonlinear models 0 0 2 41 3 8 14 158
On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model 0 0 0 7 0 3 4 44
Panel threshold effect of climate variability on agricultural output in Eastern African countries 0 0 0 15 3 6 7 38
Posterior outperformance, selectivity and market timing skills in hedge funds: do they persist altogether? 0 0 0 3 0 1 5 34
Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model 0 0 0 16 2 5 5 83
Risk spillover between climate variables and the agricultural commodity market in East Africa 0 0 0 14 11 15 18 32
SAVINGS and economic growth: a historical analysis of the relationship between savings and economic growth in the CAPE Colony economy, 1850-1909 0 0 0 61 2 4 9 88
Sentiment, emotions and stock market predictability in developed and emerging markets 0 0 0 64 7 16 47 433
The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach 0 0 0 21 1 2 5 172
The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach 0 0 0 13 2 5 6 49
The impact of exchange rate volatility on international trade between South Africa, China and USA: The case of the manufacturing sector 0 0 0 71 6 15 23 281
The predictability of asset returns in the BRICS countries: a nonparametric approach 0 0 0 4 1 1 1 27
Total Working Papers 0 0 9 729 82 168 295 2,881
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
APPLYING A GENETIC ALGORITHM TO INTERNATIONAL DIVERSIFICATION OF EQUITY PORTFOLIOS: A SOUTH AFRICAN INVESTOR PERSPECTIVE 0 0 0 22 1 5 5 71
An Empirical Evaluation of Hedge Fund Managerial Skills using Bayesian Techniques 0 0 1 3 3 8 12 43
Assessing Market Risk in BRICS and Oil Markets: An Application of Markov Switching and Vine Copula 0 0 0 5 2 4 4 24
Climate variability impacts on agricultural output in East Africa 0 0 1 1 6 9 18 29
Contagion risk in african sovereign debt markets: A spatial econometrics approach 0 0 1 10 2 3 5 28
Dependence Structure and Time–Frequency Impact of Exchange Rates on Crude Oil and Stock Markets of BRICS Countries: Markov-Switching-Based Wavelet Analysis 0 0 1 2 1 1 5 10
Determinants of Sovereign Credit Ratings: An Application of the Naïve Bayes Classifier 0 2 4 22 5 7 13 120
Do Basel III Higher Common Equity Capital Requirements Matter for Bank Risk-taking Behaviour? Lessons from South Africa 0 0 0 17 2 4 9 81
Does Economic Freedom Matter For CO2 Emissions? Lessons From Africa 0 0 5 94 3 10 27 310
Does Economic Inequality Account for Cross-Country Discrepancies in Relative Social Mobility: An Empirical Investigation 0 0 0 2 2 6 10 26
Dynamic Asymmetric Effect of Currency Risk Pricing of Exchange Rate on Equity Markets: A Regime-Switching Based C-Vine Copulas Method 0 0 0 0 8 9 13 16
Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note 0 0 0 7 5 6 8 86
Dynamic correlation and hedging ability of precious metals in pre- and post-COVID periods 0 0 2 5 0 0 4 7
EXTREME VALUE AT RISK: A SCENARIO FOR RISK MANAGEMENT 0 0 0 0 1 2 3 102
Economic Policy Uncertainty, U.S. Real Housing Returns and Their Volatility: A Nonparametric Approach 0 0 1 2 4 5 12 17
Electricity demand in South Africa: is it asymmetric? 0 0 0 15 3 3 3 49
Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective 0 0 0 2 1 5 6 26
Financial behavior, confidence, risk preferences and financial literacy of university students 0 0 1 8 2 5 18 75
Financial tail risks in conventional and Islamic stock markets: A comparative analysis 0 0 0 19 2 4 6 145
GAS Copula models on who’s systemically important in South Africa: Banks or Insurers? 0 0 0 9 2 9 16 71
Herding Behaviour in Financial Markets: Empirical Evidence from the Johannesburg Stock Exchange 0 0 2 70 1 3 6 208
IMPLEMENTING A ROBUST RISK MODEL FOR SOUTH AFRICAN EQUITY MARKETS: A PEAK-OVER-THRESHOLD APPROACH 0 0 0 12 5 7 7 49
Impacts of U.S. Stock Market Crash on South African Top Sector Indices, Volatility, and Market Linkages: Evidence of Copula-Based BEKK-GARCH Models 0 0 1 2 4 12 16 24
Incentivized Time Preferences, Level of Education in a Household and Financial Literacy: Laboratory Evidence 0 0 0 2 2 3 6 20
Linking bank regulatory capital buffer to business cycle fluctuations 0 0 1 4 0 0 1 17
Modeling System Risk in the South African Insurance Sector: A Dynamic Mixture Copula Approach 0 0 0 5 3 5 10 35
Modelling Aggregate Risk of the South African Banking Industry: An Application to Pillar II Economic Capital 0 0 0 14 1 2 2 54
Modelling systemic risk in the South African banking sector using CoVaR 1 1 2 19 4 8 18 96
Multi-Objective Portfolio Optimization: An Application of the Non-Dominated Sorting Genetic Algorithm III 0 0 3 3 3 7 27 33
Multivariate models for the prediction of stock returns in an emerging market economy: comparison of parametric and non-parametric models 0 0 0 2 0 3 7 15
On the Protection of Investment Capital During Financial Crisis in the South African Equity Market: A Risk-Based Asset Allocation Approach 0 1 8 32 5 9 22 146
Panel threshold effect of climate variability on agricultural output in Eastern African countries 0 0 2 2 4 5 12 12
Predictability of Stock Price Behaviour in South Africa: A Non-Parametric Approach 0 0 0 55 4 4 5 200
Predicting Foreign Exchange Rate Movements: An Application of the Ensemble Method 0 0 0 18 4 6 8 47
Prediction of Stock Market Direction: Application of Machine Learning Models 0 0 3 30 7 14 28 115
South African Banks’ Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall 0 1 2 4 3 8 9 20
Sovereign Credit Ratings Analysis Using the Logistic Regression Model 0 0 1 9 7 13 21 69
THE PREDICTABILITY OF STOCK MARKET RETURNS IN SOUTH AFRICA: PARAMETRIC VS. NON‐PARAMETRIC METHODS 0 0 0 38 3 4 5 103
The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach 0 0 0 4 4 7 7 28
Total Journal Articles 1 5 42 570 119 225 414 2,627
1 registered items for which data could not be found
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