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 0 61 5 5 17 148
An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio 0 0 2 66 1 2 19 289
An empirical analysis of systemic and macroeconomic risk in South Africa: an application of the quantile regression 0 0 0 21 2 2 26 86
Another reason why the efficient market hypothesis is fuzzy 0 0 0 14 2 4 12 85
Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas 0 0 0 24 2 5 22 152
Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies 0 0 0 18 0 2 18 75
Climate variability impacts on agricultural output in East Africa 0 0 0 9 3 7 18 48
Dependence Structure of Insurance Credit Default Swaps 0 0 0 13 1 1 16 51
Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note 0 0 0 48 4 4 10 59
Empirical evidence of systemic tail risk premium in the Johannesburg Stock Exchange 0 0 0 29 2 4 11 70
Energy Demand in South Africa: Is it Asymmetric? 0 0 0 0 0 0 8 72
Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective 0 0 0 27 2 5 14 58
Extreme conditional value at risk: a coherent scenario for risk management 0 0 1 22 3 4 18 117
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 4 16 145
International diversification and dependence structure of equity portfolios during market crashes: the Archimedean copula approach 0 0 0 13 2 2 12 72
Modelling Asset Correlations of Revolving Loan Defaults in South Africa 0 0 1 28 0 2 12 77
Modelling the short-term interest rate with stochastic differential equation in continuous time: linear and nonlinear models 0 0 0 41 1 1 13 163
On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model 0 0 0 7 2 2 7 48
Panel threshold effect of climate variability on agricultural output in Eastern African countries 0 0 0 15 2 3 15 47
Posterior outperformance, selectivity and market timing skills in hedge funds: do they persist altogether? 0 0 0 3 1 2 7 40
Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model 0 0 0 16 2 2 14 92
Risk spillover between climate variables and the agricultural commodity market in East Africa 0 0 0 14 1 1 19 36
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 2 9 93
Sentiment, emotions and stock market predictability in developed and emerging markets 0 0 0 64 1 2 42 459
The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach 0 0 0 21 2 3 8 178
The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach 0 0 0 13 3 4 14 58
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 3 4 31 297
The predictability of asset returns in the BRICS countries: a nonparametric approach 1 1 1 5 2 3 8 34
Total Working Papers 1 1 5 734 54 82 436 3,149
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 3 3 11 77
An Empirical Evaluation of Hedge Fund Managerial Skills using Bayesian Techniques 0 0 0 3 0 1 16 51
Assessing Market Risk in BRICS and Oil Markets: An Application of Markov Switching and Vine Copula 0 0 0 5 5 6 13 33
Asymmetric Volatility Spillovers in Varying Market Conditions and Portfolio Performance Analysis of the South African Foreign Exchange Market 0 1 2 3 2 4 26 28
Climate variability impacts on agricultural output in East Africa 0 0 0 1 0 1 17 37
Contagion risk in african sovereign debt markets: A spatial econometrics approach 0 0 0 10 1 1 14 39
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 0 2 1 1 5 14
Determinants of Sovereign Credit Ratings: An Application of the Naïve Bayes Classifier 1 1 5 25 2 5 24 137
Do Basel III Higher Common Equity Capital Requirements Matter for Bank Risk-taking Behaviour? Lessons from South Africa 0 0 0 17 0 3 16 93
Does Economic Freedom Matter For CO2 Emissions? Lessons From Africa 0 0 0 94 1 1 16 316
Does Economic Inequality Account for Cross-Country Discrepancies in Relative Social Mobility: An Empirical Investigation 0 0 0 2 1 1 12 32
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 0 0 12 19
Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note 0 0 0 7 1 3 19 99
Dynamic Portfolio Optimization with Diversification Analysis and Asset Selection Amidst High Correlation Using Cryptocurrencies and Bank Equities 0 0 0 0 0 1 14 16
Dynamic correlation and hedging ability of precious metals in pre- and post-COVID periods 0 0 0 5 3 3 11 18
EXTREME VALUE AT RISK: A SCENARIO FOR RISK MANAGEMENT 0 0 0 0 4 4 9 109
Economic Policy Uncertainty, U.S. Real Housing Returns and Their Volatility: A Nonparametric Approach 0 0 3 5 2 3 23 35
Electricity demand in South Africa: is it asymmetric? 0 0 1 16 3 3 11 57
Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective 0 0 2 4 2 5 14 35
Few-Shot Portfolio Optimization: Can Large Language Models Outperform Quantitative Portfolio Optimization? A Comparative Study of LLMs and Optimized Portfolio Allocators 1 2 3 3 3 12 18 18
Financial behavior, confidence, risk preferences and financial literacy of university students 1 1 2 10 3 6 16 86
Financial tail risks in conventional and Islamic stock markets: A comparative analysis 0 0 1 20 3 4 14 155
GAS Copula models on who’s systemically important in South Africa: Banks or Insurers? 0 0 0 9 2 2 30 92
Herding Behaviour in Financial Markets: Empirical Evidence from the Johannesburg Stock Exchange 0 0 0 70 3 4 15 220
IMPLEMENTING A ROBUST RISK MODEL FOR SOUTH AFRICAN EQUITY MARKETS: A PEAK-OVER-THRESHOLD APPROACH 0 0 0 12 4 4 13 55
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 0 2 8 8 27 39
Integration and Risk Transmission Dynamics Between Bitcoin, Currency Pairs, and Traditional Financial Assets in South Africa 0 0 0 1 1 2 13 17
Linking bank regulatory capital buffer to business cycle fluctuations 0 0 0 4 3 3 10 27
Modeling System Risk in the South African Insurance Sector: A Dynamic Mixture Copula Approach 0 1 1 6 1 2 13 43
Modelling Aggregate Risk of the South African Banking Industry: An Application to Pillar II Economic Capital 0 0 0 14 4 5 8 60
Modelling systemic risk in the South African banking sector using CoVaR 0 0 1 19 1 1 14 102
Multi-Objective Portfolio Optimization: An Application of the Non-Dominated Sorting Genetic Algorithm III 0 1 1 4 4 8 29 55
Multivariate models for the prediction of stock returns in an emerging market economy: comparison of parametric and non-parametric models 0 0 1 3 2 4 11 23
On the Protection of Investment Capital During Financial Crisis in the South African Equity Market: A Risk-Based Asset Allocation Approach 0 0 1 32 1 3 17 154
Panel threshold effect of climate variability on agricultural output in Eastern African countries 0 0 0 2 0 0 11 18
Predictability of Stock Price Behaviour in South Africa: A Non-Parametric Approach 0 0 0 55 2 3 12 208
Predicting Foreign Exchange Rate Movements: An Application of the Ensemble Method 0 0 1 19 1 1 12 53
Prediction of Stock Market Direction: Application of Machine Learning Models 0 0 2 32 1 3 35 136
South African Banks’ Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall 0 0 1 4 3 4 17 29
Sovereign Credit Ratings Analysis Using the Logistic Regression Model 0 1 2 11 1 3 24 80
THE PREDICTABILITY OF STOCK MARKET RETURNS IN SOUTH AFRICA: PARAMETRIC VS. NON‐PARAMETRIC METHODS 0 0 0 38 3 3 10 109
The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach 0 0 0 4 0 2 13 34
Total Journal Articles 3 8 30 595 85 136 665 3,058
2 registered items for which data could not be found
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