John Weirstrass Muteba Mwamba : Citation Profile


Are you John Weirstrass Muteba Mwamba?

University of Johannesburg

5

H index

2

i10 index

71

Citations

RESEARCH PRODUCTION:

24

Articles

28

Papers

RESEARCH ACTIVITY:

   11 years (2010 - 2021). See details.
   Cites by year: 6
   Journals where John Weirstrass Muteba Mwamba has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 10 (12.35 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmu298
   Updated: 2021-10-16    RAS profile: 2021-08-26    
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Relations with other researchers


Works with:

GUPTA, RANGAN (6)

Wohar, Mark (2)

Bonga-Bonga, Lumengo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with John Weirstrass Muteba Mwamba.

Is cited by:

GUPTA, RANGAN (28)

Wohar, Mark (5)

Demirer, Riza (5)

Bonga-Bonga, Lumengo (5)

McAleer, Michael (4)

Lau, Chi Keung (4)

Asai, Manabu (4)

Ji, Qiang (3)

Salisu, Afees (2)

Bouri, Elie (2)

DAS, SONALI (2)

Cites to:

GUPTA, RANGAN (9)

Campbell, John (7)

TARAZI, Amine (7)

Nguyen, Duc Khuong (6)

Capocci, Daniel (6)

Shiller, Robert (5)

Bonga-Bonga, Lumengo (5)

Hansen, Bruce (4)

Bekiros, Stelios (4)

Beine, Michel (4)

Demertzis, Maria (4)

Main data


Where John Weirstrass Muteba Mwamba has published?


Journals with more than one article published# docs
South African Journal of Economics4
The African Finance Journal3
International Journal of Financial Studies2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany18
Working Papers / University of Pretoria, Department of Economics7
Working Papers / Economic Research Southern Africa2

Recent works citing John Weirstrass Muteba Mwamba (2021 and 2020)


YearTitle of citing document
2020Determining the Interaction of the International Portfolio Flows with Exchange Rate Volatility in Developing Countries. (2020). Altunoz, Utku. In: World Journal of Applied Economics. RePEc:ana:journl:v:6:y:2020:i:1:p:41-54.

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2020Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396.

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2020Risk Fluctuation Characteristics of Internet Finance: Combining Industry Characteristics with Ecological Value. (2020). Shuai, Hefan ; Xiao, Yadong ; Marshall, Tom ; Ye, Nan ; Mi, Chuanmin ; Xu, Runjie. In: Papers. RePEc:arx:papers:2001.09798.

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2020Political uncertainty and the us tourism index returns. (2020). Demiralay, Sercan. In: Annals of Tourism Research. RePEc:eee:anture:v:84:y:2020:i:c:s0160738320300190.

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2020Tornado activity, house prices, and stock returns. (2020). Jüppner, Marcus ; Ghisletti, M ; Paradiso, A ; Juppner, M ; Donadelli, M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300590.

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2021House price synchronization across the US states: The role of structural oil shocks. (2021). Ji, Qiang ; GUPTA, RANGAN ; Marfatia, Hardik A ; Sheng, Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000127.

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2020Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195.

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2020Moments-based spillovers across gold and oil markets. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Bonato, Matteo ; Wang, Shixuan ; Marco, Chi Keung. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301390.

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2021Information transmission between oil and housing markets. (2021). Balli, Hatice ; Syed, Iqbal ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000050.

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2021US partisan conflict and high-yield exchange rates. (2021). Shen, Dehua ; Goodell, John W ; Jia, Boxiang. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320315993.

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2020Does the price of strategic commodities respond to U.S. partisan conflict?. (2020). Sharp, Basil ; Liu, Jiang-Long ; Ma, Chao-Qun ; Ren, Yi-Shuai ; Jiang, Yong. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719307299.

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2020Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? Extreme co-movements and portfolio management analysis. (2020). Vo, Xuan Vinh ; Ur, Mobeen ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20300718.

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2020Islamic stock market versus conventional: Are islamic investing a ‘Safe Haven’ for investors? A systematic literature review. (2020). Panetta, Ida Claudia ; delle Foglie, Andrea. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20302833.

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2021US government shutdowns and Indonesian stock market. (2021). Nguyen, Dat ; Sasongko, Aryo ; Anglingkusumo, Reza ; Bach, Dinh Hoang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000287.

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2020Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty. (2020). GUPTA, RANGAN ; Christou, Christina. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:243-248.

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2021Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio. (2021). Sousa, Ricardo ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:779-810.

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2020The Ripple Effect and Spatiotemporal Dynamics of Intra-Urban Housing Prices at the Submarket Level in Shanghai, China. (2020). Yuan, Feng ; Cai, Yuanyuan ; Xiong, Xuelei ; Hu, Jin. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:12:p:5073-:d:374632.

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2020Economic Freedom and the CO2 Kuznets Curve. (2020). Bjørnskov, Christian. In: Working Paper Series. RePEc:hhs:iuiwop:1331.

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2020On the Link between Oil Price and House Prices in the U.S.: Asymmetric Evidence from State Level Data. (2020). Bahmani-Oskooee, Mohsen ; Ghodsi, Seyed Hesam. In: International Real Estate Review. RePEc:ire:issued:v:23:n:01:2020:p:65-106.

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2020On the Link between Oil Price and House Prices in the U.S.: Asymmetric Evidence from State Level Data. (2020). Bahmani-Oskooee, Mohsen ; Ghodsi, Seyed Hesam. In: International Real Estate Review. RePEc:ire:issued:v:23:n:01:2020:p:691-732.

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2021Some Insights Into Financial Literacy Among Undergraduate Students: A Case of Bosnia and Herzegovina. (2021). Heric, Mensur ; Jukan, Meldina Kokorovic ; Okicic, Jasmina . In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:12:y:2021:i:3:p:103-115.

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2020Measuring the contribution of Chinese financial institutions to systemic risk: an extended asymmetric CoVaR approach. (2020). Zhou, Wei-Xing ; Weng, Kaiyan. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:4:d:10.1057_s41283-020-00064-1.

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2020The effects of oil prices on equity market returns in BRICS grouping: A quantile-on-quantile approach. (2020). Bonga-Bonga, Lumengo ; Mabanga, Chris. In: MPRA Paper. RePEc:pra:mprapa:101403.

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2020House Price Synchronization across the US States: The Role of Structural Oil Shocks. (2020). GUPTA, RANGAN ; Ji, Qiang ; Marfatia, Hardik A ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202076.

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2020The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence. (2020). GUPTA, RANGAN ; Wohar, Mark E ; van Eyden, Renee ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202096.

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2021Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks. (2021). Demirer, Riza ; Ji, Qiang ; Gupta, Rangan ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202130.

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2021Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals. (2021). Salisu, Afees ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:202144.

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2021Measuring Systemic Risk in South African Banks. (2021). Sing, Marea ; Chatterjee, Somnath . In: Working Papers. RePEc:rbz:wpaper:11004.

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2020The Impact of Exchange Rate Volatility on the Security Markets in BRICS Economies. (2020). Bonga-Bonga, Lumengo ; Gnagne, Pascal Xavier. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0862.

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2020University Students’ Preferences about Savings and Investments at Individual and National level in the 21st Century: The Case of Turkey. (2020). Bagis, Bilal ; Aynur, Yumurtaci. In: Review of Economic Perspectives. RePEc:vrs:reoecp:v:20:y:2020:i:4:p:485-502:n:5.

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2021Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ?CoVaR risk metric?based copula approach. (2021). Yoon, Seongmin ; Mensi, Walid ; Hussain, Syed Jawad ; al Yahyaee, Khamis Hamed ; Alyahyaee, Khamis Hamed. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2904-2926.

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2021Evidence of speculative bubbles and regime switch in real estate market and crude oil price: Insight from Saudi Arabia. (2021). Alola, Andrew Adewale. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3473-3483.

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2020Happiness-lost: Did Governments make the right decisions to combat Covid-19?. (2020). Adhikari, Tamanna ; Rossouw, Stephanie ; Greyling, Talita. In: GLO Discussion Paper Series. RePEc:zbw:glodps:556.

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2020Big Data and Happiness. (2020). Greyling, Talita ; Rossouw, Stephanie. In: GLO Discussion Paper Series. RePEc:zbw:glodps:634.

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Works by John Weirstrass Muteba Mwamba:


YearTitleTypeCited
2011Predictability of Stock Price Behaviour in South Africa: A Non-Parametric Approach In: The African Finance Journal.
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2017Herding Behaviour in Financial Markets: Empirical Evidence from the Johannesburg Stock Exchange In: The African Finance Journal.
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2018Modelling Aggregate Risk of the South African Banking Industry: An Application to Pillar II Economic Capital In: The African Finance Journal.
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2016Do Basel III Higher Common Equity Capital Requirements Matter for Bank Risk-taking Behaviour? Lessons from South Africa In: African Development Review.
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2017Electricity demand in South Africa: is it asymmetric? In: OPEC Energy Review.
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2011EXTREME VALUE AT RISK: A SCENARIO FOR RISK MANAGEMENT In: South African Journal of Economics.
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article0
2011THE PREDICTABILITY OF STOCK MARKET RETURNS IN SOUTH AFRICA: PARAMETRIC VS. NON?PARAMETRIC METHODS In: South African Journal of Economics.
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article6
2012APPLYING A GENETIC ALGORITHM TO INTERNATIONAL DIVERSIFICATION OF EQUITY PORTFOLIOS: A SOUTH AFRICAN INVESTOR PERSPECTIVE In: South African Journal of Economics.
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article0
2012IMPLEMENTING A ROBUST RISK MODEL FOR SOUTH AFRICAN EQUITY MARKETS: A PEAK-OVER-THRESHOLD APPROACH In: South African Journal of Economics.
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2018The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach In: Finance Research Letters.
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article9
2016The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach.(2016) In: Working Papers.
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2017Financial tail risks in conventional and Islamic stock markets: A comparative analysis In: Pacific-Basin Finance Journal.
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2020Determinants of Sovereign Credit Ratings: An Application of the Naïve Bayes Classifier In: Eurasian Journal of Economics and Finance.
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2018Linking bank regulatory capital buffer to business cycle fluctuations: Do revenue diversification, market power and cost of funding matter? In: Journal of Economic Studies.
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article1
2017Performance evaluation of equity unit trusts in South Africa In: Managerial Finance.
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2021Modeling System Risk in the South African Insurance Sector: A Dynamic Mixture Copula Approach In: International Journal of Financial Studies.
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2021Assessing Market Risk in BRICS and Oil Markets: An Application of Markov Switching and Vine Copula In: International Journal of Financial Studies.
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2019Does Economic Freedom Matter For CO2 Emissions? Lessons From Africa In: Journal of Developing Areas.
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article1
2016Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note In: Atlantic Economic Journal.
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2015Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note.(2015) In: Working Papers.
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2020An empirical analysis of systemic and macroeconomic risk in South Africa: an application of the quantile regression In: MPRA Paper.
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2021Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies In: MPRA Paper.
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2021Panel threshold effect of climate variability on agricultural output in Eastern African countries In: MPRA Paper.
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2013SAVINGS and economic growth: a historical analysis of the relationship between savings and economic growth in the CAPE Colony economy, 1850-1909. In: MPRA Paper.
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2014Savings and economic growth: A historical analysis of the relationship between savings and economic growth in the Cape Colony economy, 1850 - 1909.(2014) In: Working Papers.
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2010An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio In: MPRA Paper.
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2012On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model In: MPRA Paper.
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2015A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models In: MPRA Paper.
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2014Another reason why the efficient market hypothesis is fuzzy In: MPRA Paper.
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2013International diversification and dependence structure of equity portfolios during market crashes: the Archimedean copula approach In: MPRA Paper.
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2014Modelling the short-term interest rate with stochastic differential equation in continuous time: linear and nonlinear models In: MPRA Paper.
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2013Extreme conditional value at risk: a coherent scenario for risk management In: MPRA Paper.
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2013Posterior outperformance, selectivity and market timing skills in hedge funds: do they persist altogether? In: MPRA Paper.
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2014The impact of exchange rate volatility on international trade between South Africa, China and USA: The case of the manufacturing sector In: MPRA Paper.
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2014The predictability of asset returns in the BRICS countries: a nonparametric approach In: MPRA Paper.
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2019Empirical evidence of systemic tail risk premium in the Johannesburg Stock Exchange In: MPRA Paper.
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2019Dependence Structure of Insurance Credit Default Swaps In: MPRA Paper.
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2019Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective In: MPRA Paper.
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2019Modelling Asset Correlations of Revolving Loan Defaults in South Africa In: MPRA Paper.
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2014Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes In: Working Papers.
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2015Energy Demand in South Africa: Is it Asymmetric? In: Working Papers.
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2015The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach In: Working Papers.
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2015Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model In: Working Papers.
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2016Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas In: Working Papers.
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2017On the Protection of Investment Capital During Financial Crisis in the South African Equity Market: A Risk-Based Asset Allocation Approach In: Economia Internazionale / International Economics.
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2018Incentivized Time Preferences, Level of Education in a Household and Financial Literacy: Laboratory Evidence In: Journal of Economics and Behavioral Studies.
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2017Modelling Systemic Risk in the South African Banking Sector Using CoVar In: Working Papers.
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2019Modelling systemic risk in the South African banking sector using CoVaR.(2019) In: International Review of Applied Economics.
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2020GAS Copula models on who’s systemically important in South Africa: Banks or Insurers? In: Empirical Economics.
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2018Financial behavior, confidence, risk preferences and financial literacy of university students In: Cogent Economics & Finance.
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2017An Empirical Evaluation of Hedge Fund Managerial Skills using Bayesian Techniques In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF).
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2020Sentiment, emotions and stock market predictability in developed and emerging markets In: GLO Discussion Paper Series.
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