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 2 61 1 3 10 132
An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio 0 0 0 64 0 0 5 270
An empirical analysis of systemic and macroeconomic risk in South Africa: an application of the quantile regression 0 0 2 21 2 4 10 62
Another reason why the efficient market hypothesis is fuzzy 0 0 0 14 2 2 3 75
Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas 0 0 0 24 1 3 7 131
Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies 0 0 1 18 1 1 14 58
Climate variability impacts on agricultural output in East Africa 0 0 0 9 1 1 7 31
Dependence Structure of Insurance Credit Default Swaps 0 0 1 13 2 2 7 37
Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note 0 0 0 48 1 2 2 50
Empirical evidence of systemic tail risk premium in the Johannesburg Stock Exchange 0 0 0 29 1 1 1 60
Energy Demand in South Africa: Is it Asymmetric? 0 0 0 0 1 1 4 65
Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective 0 0 0 27 0 0 3 44
Extreme conditional value at risk: a coherent scenario for risk management 0 0 0 21 0 1 7 99
Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes 0 0 0 10 2 2 5 131
International diversification and dependence structure of equity portfolios during market crashes: the Archimedean copula approach 0 0 0 13 2 2 4 62
Modelling Asset Correlations of Revolving Loan Defaults in South Africa 0 0 1 27 1 1 5 66
Modelling the short-term interest rate with stochastic differential equation in continuous time: linear and nonlinear models 0 0 2 41 2 4 8 152
On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model 0 0 0 7 2 2 3 43
Panel threshold effect of climate variability on agricultural output in Eastern African countries 0 0 0 15 1 1 2 33
Posterior outperformance, selectivity and market timing skills in hedge funds: do they persist altogether? 0 0 0 3 1 1 5 34
Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model 0 0 0 16 2 2 3 80
Risk spillover between climate variables and the agricultural commodity market in East Africa 0 0 0 14 0 1 3 17
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 2 5 84
Sentiment, emotions and stock market predictability in developed and emerging markets 0 0 0 64 4 6 37 421
The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach 0 0 0 21 0 2 9 170
The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach 0 0 0 13 1 1 2 45
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 7 12 15 273
The predictability of asset returns in the BRICS countries: a nonparametric approach 0 0 0 4 0 0 0 26
Total Working Papers 0 0 9 729 38 60 186 2,751
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 2 68
An Empirical Evaluation of Hedge Fund Managerial Skills using Bayesian Techniques 0 0 1 3 1 2 5 36
Assessing Market Risk in BRICS and Oil Markets: An Application of Markov Switching and Vine Copula 0 0 0 5 2 2 3 22
Climate variability impacts on agricultural output in East Africa 0 0 1 1 2 5 13 22
Contagion risk in african sovereign debt markets: A spatial econometrics approach 0 0 1 10 0 0 2 25
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 1 2 0 1 5 9
Determinants of Sovereign Credit Ratings: An Application of the Naïve Bayes Classifier 0 0 2 20 0 3 6 113
Do Basel III Higher Common Equity Capital Requirements Matter for Bank Risk-taking Behaviour? Lessons from South Africa 0 0 0 17 0 3 6 77
Does Economic Freedom Matter For CO2 Emissions? Lessons From Africa 0 0 8 94 3 9 24 303
Does Economic Inequality Account for Cross-Country Discrepancies in Relative Social Mobility: An Empirical Investigation 0 0 0 2 1 2 5 21
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 2 5 7
Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note 0 0 0 7 1 2 3 81
Dynamic correlation and hedging ability of precious metals in pre- and post-COVID periods 0 0 5 5 0 0 7 7
EXTREME VALUE AT RISK: A SCENARIO FOR RISK MANAGEMENT 0 0 0 0 1 1 2 101
Economic Policy Uncertainty, U.S. Real Housing Returns and Their Volatility: A Nonparametric Approach 0 0 2 2 0 3 9 12
Electricity demand in South Africa: is it asymmetric? 0 0 0 15 0 0 1 46
Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective 0 0 0 2 2 3 5 23
Financial behavior, confidence, risk preferences and financial literacy of university students 0 0 1 8 2 6 15 72
Financial tail risks in conventional and Islamic stock markets: A comparative analysis 0 0 0 19 2 4 4 143
GAS Copula models on who’s systemically important in South Africa: Banks or Insurers? 0 0 1 9 3 6 11 65
Herding Behaviour in Financial Markets: Empirical Evidence from the Johannesburg Stock Exchange 0 0 2 70 1 1 4 206
IMPLEMENTING A ROBUST RISK MODEL FOR SOUTH AFRICAN EQUITY MARKETS: A PEAK-OVER-THRESHOLD APPROACH 0 0 1 12 1 1 2 43
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 1 2 1 2 5 13
Incentivized Time Preferences, Level of Education in a Household and Financial Literacy: Laboratory Evidence 0 0 0 2 1 2 4 18
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 2 6 31
Modelling Aggregate Risk of the South African Banking Industry: An Application to Pillar II Economic Capital 0 0 0 14 1 1 1 53
Modelling systemic risk in the South African banking sector using CoVaR 0 0 1 18 2 4 13 90
Multi-Objective Portfolio Optimization: An Application of the Non-Dominated Sorting Genetic Algorithm III 0 0 3 3 1 1 27 27
Multivariate models for the prediction of stock returns in an emerging market economy: comparison of parametric and non-parametric models 0 0 1 2 0 1 7 12
On the Protection of Investment Capital During Financial Crisis in the South African Equity Market: A Risk-Based Asset Allocation Approach 1 1 8 32 3 4 16 140
Panel threshold effect of climate variability on agricultural output in Eastern African countries 0 1 2 2 0 1 7 7
Predictability of Stock Price Behaviour in South Africa: A Non-Parametric Approach 0 0 0 55 0 0 4 196
Predicting Foreign Exchange Rate Movements: An Application of the Ensemble Method 0 0 0 18 0 0 4 41
Prediction of Stock Market Direction: Application of Machine Learning Models 0 0 3 30 2 4 19 103
South African Banks’ Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall 1 1 2 4 4 4 5 16
Sovereign Credit Ratings Analysis Using the Logistic Regression Model 0 1 1 9 2 6 11 58
THE PREDICTABILITY OF STOCK MARKET RETURNS IN SOUTH AFRICA: PARAMETRIC VS. NON‐PARAMETRIC METHODS 0 0 0 38 0 1 1 99
The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach 0 0 0 4 3 3 4 24
Total Journal Articles 2 4 49 567 45 94 274 2,447
1 registered items for which data could not be found
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