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 0 2 14 143
An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio 0 2 2 66 4 13 18 287
An empirical analysis of systemic and macroeconomic risk in South Africa: an application of the quantile regression 0 0 0 21 1 8 25 83
Another reason why the efficient market hypothesis is fuzzy 0 0 0 14 0 3 9 81
Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas 0 0 0 24 0 4 19 146
Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies 0 0 0 18 0 5 19 73
Climate variability impacts on agricultural output in East Africa 0 0 0 9 0 4 12 41
Dependence Structure of Insurance Credit Default Swaps 0 0 1 13 0 4 17 50
Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note 0 0 0 48 0 2 7 55
Empirical evidence of systemic tail risk premium in the Johannesburg Stock Exchange 0 0 0 29 0 3 7 66
Energy Demand in South Africa: Is it Asymmetric? 0 0 0 0 0 1 10 72
Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective 0 0 0 27 0 4 9 53
Extreme conditional value at risk: a coherent scenario for risk management 0 1 1 22 1 6 18 113
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 4 12 141
International diversification and dependence structure of equity portfolios during market crashes: the Archimedean copula approach 0 0 0 13 1 5 12 70
Modelling Asset Correlations of Revolving Loan Defaults in South Africa 0 0 1 28 1 4 10 75
Modelling the short-term interest rate with stochastic differential equation in continuous time: linear and nonlinear models 0 0 0 41 0 2 14 161
On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model 0 0 0 7 0 2 5 46
Panel threshold effect of climate variability on agricultural output in Eastern African countries 0 0 0 15 0 4 12 44
Posterior outperformance, selectivity and market timing skills in hedge funds: do they persist altogether? 0 0 0 3 0 3 5 37
Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model 0 0 0 16 0 4 12 90
Risk spillover between climate variables and the agricultural commodity market in East Africa 0 0 0 14 0 3 20 35
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 11 91
Sentiment, emotions and stock market predictability in developed and emerging markets 0 0 0 64 8 14 49 456
The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach 0 0 0 21 0 2 6 174
The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach 0 0 0 13 0 1 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 1 6 31 292
The predictability of asset returns in the BRICS countries: a nonparametric approach 0 0 0 4 0 3 4 30
Total Working Papers 0 3 5 733 17 116 397 3,059
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 3 8 74
An Empirical Evaluation of Hedge Fund Managerial Skills using Bayesian Techniques 0 0 0 3 0 4 15 49
Assessing Market Risk in BRICS and Oil Markets: An Application of Markov Switching and Vine Copula 0 0 0 5 0 3 7 27
Climate variability impacts on agricultural output in East Africa 0 0 0 1 1 7 19 36
Contagion risk in african sovereign debt markets: A spatial econometrics approach 0 0 1 10 0 8 14 38
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 0 1 5 13
Determinants of Sovereign Credit Ratings: An Application of the Naïve Bayes Classifier 0 1 5 24 0 4 21 130
Do Basel III Higher Common Equity Capital Requirements Matter for Bank Risk-taking Behaviour? Lessons from South Africa 0 0 0 17 1 4 17 89
Does Economic Freedom Matter For CO2 Emissions? Lessons From Africa 0 0 1 94 2 4 22 314
Does Economic Inequality Account for Cross-Country Discrepancies in Relative Social Mobility: An Empirical Investigation 0 0 0 2 1 2 13 30
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 1 15 19
Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note 0 0 0 7 1 6 18 96
Dynamic correlation and hedging ability of precious metals in pre- and post-COVID periods 0 0 0 5 0 3 8 15
EXTREME VALUE AT RISK: A SCENARIO FOR RISK MANAGEMENT 0 0 0 0 0 2 4 104
Economic Policy Uncertainty, U.S. Real Housing Returns and Their Volatility: A Nonparametric Approach 0 0 2 4 5 8 23 31
Electricity demand in South Africa: is it asymmetric? 0 1 1 16 0 2 8 54
Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective 0 2 2 4 1 3 10 30
Financial behavior, confidence, risk preferences and financial literacy of university students 0 1 1 9 0 3 15 80
Financial tail risks in conventional and Islamic stock markets: A comparative analysis 1 1 1 20 1 4 12 151
GAS Copula models on who’s systemically important in South Africa: Banks or Insurers? 0 0 0 9 0 5 33 90
Herding Behaviour in Financial Markets: Empirical Evidence from the Johannesburg Stock Exchange 0 0 0 70 0 5 11 215
IMPLEMENTING A ROBUST RISK MODEL FOR SOUTH AFRICAN EQUITY MARKETS: A PEAK-OVER-THRESHOLD APPROACH 0 0 0 12 0 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 1 2 21 31
Incentivized Time Preferences, Level of Education in a Household and Financial Literacy: Laboratory Evidence 0 0 0 2 0 6 12 28
Linking bank regulatory capital buffer to business cycle fluctuations 0 0 1 4 0 5 7 23
Modeling System Risk in the South African Insurance Sector: A Dynamic Mixture Copula Approach 0 0 0 5 0 4 15 40
Modelling Aggregate Risk of the South African Banking Industry: An Application to Pillar II Economic Capital 0 0 0 14 0 0 3 55
Modelling systemic risk in the South African banking sector using CoVaR 0 0 2 19 0 1 17 100
Multi-Objective Portfolio Optimization: An Application of the Non-Dominated Sorting Genetic Algorithm III 0 0 0 3 1 7 20 44
Multivariate models for the prediction of stock returns in an emerging market economy: comparison of parametric and non-parametric models 1 1 1 3 1 1 8 19
On the Protection of Investment Capital During Financial Crisis in the South African Equity Market: A Risk-Based Asset Allocation Approach 0 0 2 32 0 3 16 150
Panel threshold effect of climate variability on agricultural output in Eastern African countries 0 0 1 2 0 4 14 18
Predictability of Stock Price Behaviour in South Africa: A Non-Parametric Approach 0 0 0 55 0 4 9 205
Predicting Foreign Exchange Rate Movements: An Application of the Ensemble Method 0 0 0 18 0 2 8 49
Prediction of Stock Market Direction: Application of Machine Learning Models 0 1 3 32 1 12 37 132
South African Banks’ Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall 0 0 1 4 1 4 13 25
Sovereign Credit Ratings Analysis Using the Logistic Regression Model 0 0 2 10 0 2 24 75
THE PREDICTABILITY OF STOCK MARKET RETURNS IN SOUTH AFRICA: PARAMETRIC VS. NON‐PARAMETRIC METHODS 0 0 0 38 0 1 8 106
The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach 0 0 0 4 0 3 11 32
Total Journal Articles 2 8 27 583 19 145 550 2,868
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10