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 53 0 1 7 113
An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio 0 1 1 62 1 5 12 248
An empirical analysis of systemic and macroeconomic risk in South Africa: an application of the quantile regression 1 2 8 17 2 4 21 32
Another reason why the efficient market hypothesis is fuzzy 0 0 0 13 0 2 6 69
Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas 0 0 0 24 0 2 8 118
Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies 0 0 11 11 0 0 15 15
Dependence Structure of Insurance Credit Default Swaps 0 0 0 11 0 1 4 18
Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note 0 0 0 48 0 0 1 47
Empirical evidence of systemic tail risk premium in the Johannesburg Stock Exchange 1 1 3 24 1 3 11 49
Energy Demand in South Africa: Is it Asymmetric? 0 0 0 0 0 1 5 59
Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective 0 0 0 22 0 3 8 27
Extreme conditional value at risk: a coherent scenario for risk management 0 0 2 19 0 1 8 84
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 12 121
International diversification and dependence structure of equity portfolios during market crashes: the Archimedean copula approach 0 0 0 9 1 2 6 45
Modelling Asset Correlations of Revolving Loan Defaults in South Africa 0 0 2 23 1 3 14 36
Modelling Systemic Risk in the South African Banking Sector Using CoVar 3 5 8 76 7 13 44 174
Modelling the short-term interest rate with stochastic differential equation in continuous time: linear and nonlinear models 0 0 2 37 0 1 18 136
On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model 0 0 2 7 0 1 4 38
Panel threshold effect of climate variability on agricultural output in Eastern African countries 1 10 10 10 2 17 17 17
Posterior outperformance, selectivity and market timing skills in hedge funds: do they persist altogether? 0 0 0 3 0 1 1 27
Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model 0 0 0 16 2 3 7 74
SAVINGS and economic growth: a historical analysis of the relationship between savings and economic growth in the CAPE Colony economy, 1850-1909 0 0 1 61 0 2 12 73
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 41 0 0 4 77
Sentiment, emotions and stock market predictability in developed and emerging markets 2 2 27 53 12 27 106 173
The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach 0 0 0 21 1 6 14 131
The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach 0 0 0 13 0 0 1 42
The impact of exchange rate volatility on international trade between South Africa, China and USA: The case of the manufacturing sector 0 1 7 65 0 4 33 225
The predictability of asset returns in the BRICS countries: a nonparametric approach 0 0 0 4 0 2 3 21
Total Working Papers 8 22 85 753 30 109 402 2,289


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 2 22 0 0 4 64
An Empirical Evaluation of Hedge Fund Managerial Skills using Bayesian Techniques 0 0 0 2 0 3 6 25
Assessing Market Risk in BRICS and Oil Markets: An Application of Markov Switching and Vine Copula 0 0 2 2 1 3 11 11
Contagion risk in african sovereign debt markets: A spatial econometrics approach 0 0 3 3 0 0 7 7
Determinants of Sovereign Credit Ratings: An Application of the Naïve Bayes Classifier 0 0 0 0 1 2 12 12
Do Basel III Higher Common Equity Capital Requirements Matter for Bank Risk-taking Behaviour? Lessons from South Africa 0 0 1 15 0 2 8 58
Does Economic Freedom Matter For CO2 Emissions? Lessons From Africa 0 2 15 44 5 10 53 169
Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note 0 0 0 5 0 2 6 69
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 2 12 0 2 6 41
Financial behavior, confidence, risk preferences and financial literacy of university students 0 1 2 3 1 4 13 24
Financial tail risks in conventional and Islamic stock markets: A comparative analysis 0 1 2 11 1 5 16 87
GAS Copula models on who’s systemically important in South Africa: Banks or Insurers? 0 0 5 5 1 1 31 33
Herding Behaviour in Financial Markets: Empirical Evidence from the Johannesburg Stock Exchange 0 0 6 56 0 1 25 174
IMPLEMENTING A ROBUST RISK MODEL FOR SOUTH AFRICAN EQUITY MARKETS: A PEAK-OVER-THRESHOLD APPROACH 0 0 0 10 0 2 4 32
Incentivized Time Preferences, Level of Education in a Household and Financial Literacy: Laboratory Evidence 0 0 0 0 1 1 2 8
Linking bank regulatory capital buffer to business cycle fluctuations: Do revenue diversification, market power and cost of funding matter? 0 0 1 1 1 1 9 9
Modeling System Risk in the South African Insurance Sector: A Dynamic Mixture Copula Approach 0 1 1 1 1 3 7 7
Modelling Aggregate Risk of the South African Banking Industry: An Application to Pillar II Economic Capital 0 1 8 9 0 3 21 32
Modelling systemic risk in the South African banking sector using CoVaR 1 1 3 6 1 3 16 40
On the Protection of Investment Capital During Financial Crisis in the South African Equity Market: A Risk-Based Asset Allocation Approach 0 0 3 13 1 3 38 88
Performance evaluation of equity unit trusts in South Africa 0 0 0 3 2 9 16 41
Predictability of Stock Price Behaviour in South Africa: A Non-Parametric Approach 0 0 1 55 0 0 5 190
THE PREDICTABILITY OF STOCK MARKET RETURNS IN SOUTH AFRICA: PARAMETRIC VS. NON‐PARAMETRIC METHODS 0 0 2 35 1 2 7 91
The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach 0 0 0 4 0 2 3 19
Total Journal Articles 1 7 59 317 18 64 326 1,430


Statistics updated 2021-10-04