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 1 59 0 1 2 121
An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio 0 0 0 63 0 1 2 263
An empirical analysis of systemic and macroeconomic risk in South Africa: an application of the quantile regression 0 0 1 19 1 3 6 49
Another reason why the efficient market hypothesis is fuzzy 0 0 1 14 0 0 2 71
Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas 0 0 0 24 0 0 2 123
Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies 0 0 2 17 0 0 13 39
Climate variability impacts on agricultural output in East Africa 0 0 0 7 0 0 2 18
Dependence Structure of Insurance Credit Default Swaps 0 0 0 11 0 0 0 21
Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note 0 0 0 48 0 0 0 48
Empirical evidence of systemic tail risk premium in the Johannesburg Stock Exchange 0 0 3 29 0 0 4 59
Energy Demand in South Africa: Is it Asymmetric? 0 0 0 0 0 0 0 60
Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective 0 0 1 26 0 1 4 40
Extreme conditional value at risk: a coherent scenario for risk management 0 0 1 20 0 0 1 90
Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes 0 0 0 10 0 0 1 124
International diversification and dependence structure of equity portfolios during market crashes: the Archimedean copula approach 2 2 2 13 2 2 2 57
Modelling Asset Correlations of Revolving Loan Defaults in South Africa 0 0 0 25 1 1 5 57
Modelling Systemic Risk in the South African Banking Sector Using CoVar 0 0 1 86 1 1 2 204
Modelling the short-term interest rate with stochastic differential equation in continuous time: linear and nonlinear models 0 0 0 39 0 0 2 142
On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model 0 0 0 7 0 0 0 40
Panel threshold effect of climate variability on agricultural output in Eastern African countries 0 0 1 14 0 0 1 26
Posterior outperformance, selectivity and market timing skills in hedge funds: do they persist altogether? 0 0 0 3 0 0 0 29
Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model 0 0 0 16 0 0 1 76
Risk spillover between climate variables and the agricultural commodity market in East Africa 0 0 0 14 0 0 1 14
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 0 1 78
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 43 0 0 0 81
Sentiment, emotions and stock market predictability in developed and emerging markets 0 0 0 64 3 7 72 362
The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach 0 0 0 21 2 4 10 156
The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach 0 0 0 13 0 1 1 43
The impact of exchange rate volatility on international trade between South Africa, China and USA: The case of the manufacturing sector 0 1 2 69 0 1 6 245
The predictability of asset returns in the BRICS countries: a nonparametric approach 0 0 0 4 0 0 1 26
Total Working Papers 2 3 16 839 10 23 144 2,762


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 0 0 66
An Empirical Evaluation of Hedge Fund Managerial Skills using Bayesian Techniques 0 0 0 2 0 0 0 30
Assessing Market Risk in BRICS and Oil Markets: An Application of Markov Switching and Vine Copula 0 0 1 5 0 0 3 18
Contagion risk in african sovereign debt markets: A spatial econometrics approach 0 0 4 7 0 1 8 20
Determinants of Sovereign Credit Ratings: An Application of the Naïve Bayes Classifier 1 3 4 13 1 9 32 85
Do Basel III Higher Common Equity Capital Requirements Matter for Bank Risk-taking Behaviour? Lessons from South Africa 0 0 0 17 0 0 2 64
Does Economic Freedom Matter For CO2 Emissions? Lessons From Africa 1 2 13 78 2 4 36 265
Does Economic Inequality Account for Cross-Country Discrepancies in Relative Social Mobility: An Empirical Investigation 0 0 0 2 0 1 6 14
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 1 2
Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note 0 0 0 6 0 0 0 74
EXTREME VALUE AT RISK: A SCENARIO FOR RISK MANAGEMENT 0 0 0 0 0 0 0 99
Electricity demand in South Africa: is it asymmetric? 0 0 0 13 0 0 0 43
Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective 0 0 0 0 1 1 2 13
Financial behavior, confidence, risk preferences and financial literacy of university students 0 0 2 6 1 3 8 53
Financial tail risks in conventional and Islamic stock markets: A comparative analysis 0 0 1 18 0 0 11 134
GAS Copula models on who’s systemically important in South Africa: Banks or Insurers? 0 0 1 8 0 0 6 52
Herding Behaviour in Financial Markets: Empirical Evidence from the Johannesburg Stock Exchange 0 0 1 67 0 1 6 199
IMPLEMENTING A ROBUST RISK MODEL FOR SOUTH AFRICAN EQUITY MARKETS: A PEAK-OVER-THRESHOLD APPROACH 0 0 0 10 1 1 3 40
Incentivized Time Preferences, Level of Education in a Household and Financial Literacy: Laboratory Evidence 0 0 1 2 0 0 1 14
Linking bank regulatory capital buffer to business cycle fluctuations 0 0 0 3 0 1 1 14
Modeling System Risk in the South African Insurance Sector: A Dynamic Mixture Copula Approach 0 0 0 5 1 1 6 23
Modelling Aggregate Risk of the South African Banking Industry: An Application to Pillar II Economic Capital 0 0 0 13 0 0 1 47
Modelling systemic risk in the South African banking sector using CoVaR 0 2 4 16 0 2 10 72
On the Protection of Investment Capital During Financial Crisis in the South African Equity Market: A Risk-Based Asset Allocation Approach 0 0 3 20 0 1 11 115
Predictability of Stock Price Behaviour in South Africa: A Non-Parametric Approach 0 0 0 55 0 1 2 192
Predicting Foreign Exchange Rate Movements: An Application of the Ensemble Method 0 0 10 17 0 1 14 32
Prediction of Stock Market Direction: Application of Machine Learning Models 0 0 5 23 0 1 12 75
South African Banks’ Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall 0 0 0 2 0 0 2 11
Sovereign Credit Ratings Analysis Using the Logistic Regression Model 1 1 1 7 2 5 14 39
THE PREDICTABILITY OF STOCK MARKET RETURNS IN SOUTH AFRICA: PARAMETRIC VS. NON‐PARAMETRIC METHODS 0 0 0 36 0 0 2 96
The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach 0 0 0 4 0 0 0 19
Total Journal Articles 3 8 51 477 9 34 200 2,020
1 registered items for which data could not be found


Statistics updated 2024-02-04