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 1 8 11 140
An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio 0 0 0 64 0 4 8 274
An empirical analysis of systemic and macroeconomic risk in South Africa: an application of the quantile regression 0 0 2 21 8 12 22 74
Another reason why the efficient market hypothesis is fuzzy 0 0 0 14 0 3 6 78
Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas 0 0 0 24 5 11 18 142
Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies 0 0 1 18 1 7 18 65
Climate variability impacts on agricultural output in East Africa 0 0 0 9 1 5 8 36
Dependence Structure of Insurance Credit Default Swaps 0 0 1 13 0 8 13 45
Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note 0 0 0 48 0 2 4 52
Empirical evidence of systemic tail risk premium in the Johannesburg Stock Exchange 0 0 0 29 1 3 4 63
Energy Demand in South Africa: Is it Asymmetric? 0 0 0 0 1 5 8 70
Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective 0 0 0 27 1 5 6 49
Extreme conditional value at risk: a coherent scenario for risk management 0 0 0 21 1 6 12 105
Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes 0 0 0 10 1 6 11 137
International diversification and dependence structure of equity portfolios during market crashes: the Archimedean copula approach 0 0 0 13 0 3 7 65
Modelling Asset Correlations of Revolving Loan Defaults in South Africa 0 0 0 27 2 4 5 70
Modelling the short-term interest rate with stochastic differential equation in continuous time: linear and nonlinear models 0 0 2 41 1 7 14 159
On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model 0 0 0 7 0 1 4 44
Panel threshold effect of climate variability on agricultural output in Eastern African countries 0 0 0 15 1 6 8 39
Posterior outperformance, selectivity and market timing skills in hedge funds: do they persist altogether? 0 0 0 3 0 0 4 34
Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model 0 0 0 16 1 4 6 84
Risk spillover between climate variables and the agricultural commodity market in East Africa 0 0 0 14 0 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 1 5 10 89
Sentiment, emotions and stock market predictability in developed and emerging markets 0 0 0 64 5 17 48 438
The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach 0 0 0 21 0 2 5 172
The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach 0 0 0 13 4 8 10 53
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 11 26 284
The predictability of asset returns in the BRICS countries: a nonparametric approach 0 0 0 4 0 1 1 27
Total Working Papers 0 0 6 729 39 169 315 2,920
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 0 3 5 71
An Empirical Evaluation of Hedge Fund Managerial Skills using Bayesian Techniques 0 0 1 3 1 8 13 44
Assessing Market Risk in BRICS and Oil Markets: An Application of Markov Switching and Vine Copula 0 0 0 5 0 2 4 24
Climate variability impacts on agricultural output in East Africa 0 0 1 1 0 7 17 29
Contagion risk in african sovereign debt markets: A spatial econometrics approach 0 0 1 10 2 5 6 30
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 2 4 11
Determinants of Sovereign Credit Ratings: An Application of the Naïve Bayes Classifier 0 2 4 22 4 11 16 124
Do Basel III Higher Common Equity Capital Requirements Matter for Bank Risk-taking Behaviour? Lessons from South Africa 0 0 0 17 3 7 12 84
Does Economic Freedom Matter For CO2 Emissions? Lessons From Africa 0 0 4 94 0 7 25 310
Does Economic Inequality Account for Cross-Country Discrepancies in Relative Social Mobility: An Empirical Investigation 0 0 0 2 2 7 12 28
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 2 11 15 18
Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note 0 0 0 7 3 8 11 89
Dynamic correlation and hedging ability of precious metals in pre- and post-COVID periods 0 0 1 5 4 4 7 11
EXTREME VALUE AT RISK: A SCENARIO FOR RISK MANAGEMENT 0 0 0 0 0 1 2 102
Economic Policy Uncertainty, U.S. Real Housing Returns and Their Volatility: A Nonparametric Approach 0 0 1 2 2 7 14 19
Electricity demand in South Africa: is it asymmetric? 0 0 0 15 3 6 6 52
Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective 0 0 0 2 1 4 7 27
Financial behavior, confidence, risk preferences and financial literacy of university students 0 0 1 8 1 4 17 76
Financial tail risks in conventional and Islamic stock markets: A comparative analysis 0 0 0 19 2 4 8 147
GAS Copula models on who’s systemically important in South Africa: Banks or Insurers? 0 0 0 9 13 19 28 84
Herding Behaviour in Financial Markets: Empirical Evidence from the Johannesburg Stock Exchange 0 0 1 70 1 3 6 209
IMPLEMENTING A ROBUST RISK MODEL FOR SOUTH AFRICAN EQUITY MARKETS: A PEAK-OVER-THRESHOLD APPROACH 0 0 0 12 0 6 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 0 2 1 12 15 25
Incentivized Time Preferences, Level of Education in a Household and Financial Literacy: Laboratory Evidence 0 0 0 2 2 4 8 22
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 1 5 11 36
Modelling Aggregate Risk of the South African Banking Industry: An Application to Pillar II Economic Capital 0 0 0 14 0 1 2 54
Modelling systemic risk in the South African banking sector using CoVaR 0 1 2 19 2 8 17 98
Multi-Objective Portfolio Optimization: An Application of the Non-Dominated Sorting Genetic Algorithm III 0 0 3 3 1 7 23 34
Multivariate models for the prediction of stock returns in an emerging market economy: comparison of parametric and non-parametric models 0 0 0 2 2 5 7 17
On the Protection of Investment Capital During Financial Crisis in the South African Equity Market: A Risk-Based Asset Allocation Approach 0 0 8 32 0 6 21 146
Panel threshold effect of climate variability on agricultural output in Eastern African countries 0 0 2 2 1 6 13 13
Predictability of Stock Price Behaviour in South Africa: A Non-Parametric Approach 0 0 0 55 1 5 5 201
Predicting Foreign Exchange Rate Movements: An Application of the Ensemble Method 0 0 0 18 0 6 8 47
Prediction of Stock Market Direction: Application of Machine Learning Models 1 1 4 31 2 14 29 117
South African Banks’ Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall 0 0 2 4 1 5 10 21
Sovereign Credit Ratings Analysis Using the Logistic Regression Model 0 0 1 9 3 14 23 72
THE PREDICTABILITY OF STOCK MARKET RETURNS IN SOUTH AFRICA: PARAMETRIC VS. NON‐PARAMETRIC METHODS 0 0 0 38 2 6 7 105
The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach 0 0 0 4 1 5 8 29
Total Journal Articles 1 4 38 571 65 245 450 2,692
1 registered items for which data could not be found
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