Nico Frederick Katzke : Citation Profile


Are you Nico Frederick Katzke?

University of Stellenbosch

3

H index

0

i10 index

17

Citations

RESEARCH PRODUCTION:

1

Articles

9

Papers

RESEARCH ACTIVITY:

   4 years (2013 - 2017). See details.
   Cites by year: 4
   Journals where Nico Frederick Katzke has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pka859
   Updated: 2020-10-17    RAS profile: 2017-06-12    
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Relations with other researchers


Works with:

Balcilar, Mehmet (6)

GUPTA, RANGAN (6)

Authors registered in RePEc who have co-authored more than one work in the last five years with Nico Frederick Katzke.

Is cited by:

GUPTA, RANGAN (6)

Boshoff, Willem (2)

Demirer, Riza (2)

DAS, SONALI (2)

Naik, Pramod (1)

Bonga-Bonga, Lumengo (1)

Wohar, Mark (1)

Fedderke, Johannes (1)

Binge, Laurie (1)

Škrinjarić, Tihana (1)

Obikili, Nonso (1)

Cites to:

Phillips, Peter (7)

Engle, Robert (7)

Fedderke, Johannes (7)

Bettendorf, Timo (6)

Yu, Jun (5)

Degiannakis, Stavros (4)

Evans, George (4)

Grossman, Herschel (3)

Laurent, Sébastien (3)

Bollerslev, Tim (3)

Saiz, Albert (3)

Main data


Where Nico Frederick Katzke has published?


Working Papers Series with more than one paper published# docs
Working Papers / Stellenbosch University, Department of Economics5
Working Papers / University of Pretoria, Department of Economics2
Working Papers / Eastern Mediterranean University, Department of Economics2

Recent works citing Nico Frederick Katzke (2020 and 2019)


YearTitle of citing document
2019Volatility spillover impact of world oil prices on leading Asian energy exporting and importing economies’ stock returns. (2019). Maqbool, Rashid ; Tang, Yong ; Ashfaq, Saleha. In: Energy. RePEc:eee:energy:v:188:y:2019:i:c:s0360544219316962.

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2019Investigating ICAPM with mean-reverting dynamic conditional correlation: Evidence from an emerging stock exchange. (2019). Zakaria, Muhammad ; Iqbal, Khurram ; Rafique, Amir ; Mujtaba, Ghulam. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:514-523.

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2019The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis. (2019). GUPTA, RANGAN ; Demirer, Riza ; Mangisa, Siphumlile ; Das, Sonali. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:50:y:2019:i:c:p:132-147.

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2019The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis. (2019). GUPTA, RANGAN ; Demirer, Riza ; Mangisa, Siphumlile ; Das, Sonali. In: Working Papers. RePEc:pre:wpaper:201908.

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2019.

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2019Markups and market structure in South Africa: What can be learnt from new administrative data?. (2019). Joshua, Budlender. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp-2019-58.

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Works by Nico Frederick Katzke:


YearTitleTypeCited
2017Do precious metal prices help in forecasting South African inflation? In: The North American Journal of Economics and Finance.
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article2
2015Do Precious Metal Prices Help in Forecasting South African Inflation?.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
2015Do Precious Metal Prices Help in Forecasting South African Inflation?.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2015Identifying Periods of US Housing Market Explosivity In: Working Papers.
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paper2
2015Identifying Periods of US Housing Market Explosivity.(2015) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
2015Identifying Periods of US Housing Market Explosivity.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2014Date Stamping Historical Oil Price Bubbles: 1876-2014 In: Working Papers.
[Citation analysis]
paper3
2013South African Sector Return Correlations: using DCC and ADCC Multivariate GARCH techniques to uncover the underlying dynamics. In: Working Papers.
[Full Text][Citation analysis]
paper5
2015Mark-ups and competition: a comparison of the profitability of listed South African industrial companies In: Working Papers.
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paper3
2015Do Long Memory and Asymmetries Matter When Assessing Downside Return Risk? In: Working Papers.
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paper2

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