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 2 4 14 143
An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio 2 2 2 66 8 8 14 282
An empirical analysis of systemic and macroeconomic risk in South Africa: an application of the quantile regression 0 0 2 21 5 14 27 80
Another reason why the efficient market hypothesis is fuzzy 0 0 0 14 2 2 8 80
Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas 0 0 0 24 0 5 17 142
Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies 0 0 0 18 4 8 18 72
Climate variability impacts on agricultural output in East Africa 0 0 0 9 2 4 10 39
Dependence Structure of Insurance Credit Default Swaps 0 0 1 13 4 5 18 50
Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note 0 0 0 48 2 3 7 55
Empirical evidence of systemic tail risk premium in the Johannesburg Stock Exchange 0 0 0 29 3 4 7 66
Energy Demand in South Africa: Is it Asymmetric? 0 0 0 0 1 3 10 72
Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective 0 0 0 27 4 5 9 53
Extreme conditional value at risk: a coherent scenario for risk management 0 0 0 21 3 6 16 110
Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes 0 0 0 10 4 5 12 141
International diversification and dependence structure of equity portfolios during market crashes: the Archimedean copula approach 0 0 0 13 2 2 9 67
Modelling Asset Correlations of Revolving Loan Defaults in South Africa 0 1 1 28 0 3 6 71
Modelling the short-term interest rate with stochastic differential equation in continuous time: linear and nonlinear models 0 0 1 41 2 3 15 161
On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model 0 0 0 7 1 1 4 45
Panel threshold effect of climate variability on agricultural output in Eastern African countries 0 0 0 15 2 4 10 42
Posterior outperformance, selectivity and market timing skills in hedge funds: do they persist altogether? 0 0 0 3 3 3 6 37
Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model 0 0 0 16 3 6 11 89
Risk spillover between climate variables and the agricultural commodity market in East Africa 0 0 0 14 2 2 20 34
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 0 3 11 91
Sentiment, emotions and stock market predictability in developed and emerging markets 0 0 0 64 3 12 46 445
The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach 0 0 0 21 2 2 7 174
The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach 0 0 0 13 1 5 10 54
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 4 9 30 290
The predictability of asset returns in the BRICS countries: a nonparametric approach 0 0 0 4 2 2 3 29
Total Working Papers 2 3 7 732 71 133 375 3,014
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 2 2 7 73
An Empirical Evaluation of Hedge Fund Managerial Skills using Bayesian Techniques 0 0 1 3 4 6 16 49
Assessing Market Risk in BRICS and Oil Markets: An Application of Markov Switching and Vine Copula 0 0 0 5 3 3 7 27
Climate variability impacts on agricultural output in East Africa 0 0 1 1 3 3 18 32
Contagion risk in african sovereign debt markets: A spatial econometrics approach 0 0 1 10 5 7 11 35
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 3 6 13
Determinants of Sovereign Credit Ratings: An Application of the Naïve Bayes Classifier 1 2 5 24 3 9 20 129
Do Basel III Higher Common Equity Capital Requirements Matter for Bank Risk-taking Behaviour? Lessons from South Africa 0 0 0 17 3 7 16 88
Does Economic Freedom Matter For CO2 Emissions? Lessons From Africa 0 0 3 94 1 1 22 311
Does Economic Inequality Account for Cross-Country Discrepancies in Relative Social Mobility: An Empirical Investigation 0 0 0 2 1 3 12 29
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 1 3 15 19
Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note 0 0 0 7 3 7 15 93
Dynamic correlation and hedging ability of precious metals in pre- and post-COVID periods 0 0 1 5 2 7 9 14
EXTREME VALUE AT RISK: A SCENARIO FOR RISK MANAGEMENT 0 0 0 0 2 2 4 104
Economic Policy Uncertainty, U.S. Real Housing Returns and Their Volatility: A Nonparametric Approach 0 2 3 4 3 9 19 26
Electricity demand in South Africa: is it asymmetric? 1 1 1 16 1 4 7 53
Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective 1 1 1 3 1 2 8 28
Financial behavior, confidence, risk preferences and financial literacy of university students 0 0 1 8 2 4 19 79
Financial tail risks in conventional and Islamic stock markets: A comparative analysis 0 0 0 19 3 5 11 150
GAS Copula models on who’s systemically important in South Africa: Banks or Insurers? 0 0 0 9 3 17 32 88
Herding Behaviour in Financial Markets: Empirical Evidence from the Johannesburg Stock Exchange 0 0 0 70 3 5 9 213
IMPLEMENTING A ROBUST RISK MODEL FOR SOUTH AFRICAN EQUITY MARKETS: A PEAK-OVER-THRESHOLD APPROACH 0 0 0 12 2 2 9 51
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 0 5 19 29
Incentivized Time Preferences, Level of Education in a Household and Financial Literacy: Laboratory Evidence 0 0 0 2 4 6 11 26
Linking bank regulatory capital buffer to business cycle fluctuations 0 0 1 4 4 5 6 22
Modeling System Risk in the South African Insurance Sector: A Dynamic Mixture Copula Approach 0 0 0 5 4 5 15 40
Modelling Aggregate Risk of the South African Banking Industry: An Application to Pillar II Economic Capital 0 0 0 14 0 1 3 55
Modelling systemic risk in the South African banking sector using CoVaR 0 0 2 19 0 3 17 99
Multi-Objective Portfolio Optimization: An Application of the Non-Dominated Sorting Genetic Algorithm III 0 0 0 3 5 9 23 42
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 18
On the Protection of Investment Capital During Financial Crisis in the South African Equity Market: A Risk-Based Asset Allocation Approach 0 0 4 32 2 3 19 149
Panel threshold effect of climate variability on agricultural output in Eastern African countries 0 0 1 2 1 3 12 15
Predictability of Stock Price Behaviour in South Africa: A Non-Parametric Approach 0 0 0 55 3 4 8 204
Predicting Foreign Exchange Rate Movements: An Application of the Ensemble Method 0 0 0 18 1 1 9 48
Prediction of Stock Market Direction: Application of Machine Learning Models 0 1 2 31 9 14 35 129
South African Banks’ Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall 0 0 1 4 2 3 11 23
Sovereign Credit Ratings Analysis Using the Logistic Regression Model 0 1 2 10 1 5 24 74
THE PREDICTABILITY OF STOCK MARKET RETURNS IN SOUTH AFRICA: PARAMETRIC VS. NON‐PARAMETRIC METHODS 0 0 0 38 1 3 8 106
The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach 0 0 0 4 2 3 10 31
Total Journal Articles 3 8 31 578 91 187 529 2,814
1 registered items for which data could not be found
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