John Weirstrass Muteba Mwamba : Citation Profile

Are you John Weirstrass Muteba Mwamba?

University of Johannesburg

5

H index

3

i10 index

108

Citations

RESEARCH PRODUCTION:

30

Articles

30

Papers

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 9
   Journals where John Weirstrass Muteba Mwamba has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 12 (10 %)

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   Permalink: http://citec.repec.org/pmu298
   Updated: 2023-03-02    RAS profile: 2022-10-23    
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Relations with other researchers

Works with:

Gelo, Dambala (3)

GUPTA, RANGAN (3)

Bonga-Bonga, Lumengo (3)

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 (32)

Wohar, Mark (6)

Demirer, Riza (6)

Bonga-Bonga, Lumengo (5)

Lau, Chi Keung (4)

Balcilar, Mehmet (4)

McAleer, Michael (3)

Pierdzioch, Christian (3)

Asai, Manabu (3)

Ji, Qiang (3)

Wang, Shixuan (2)

Cites to:

Nguyen, Duc Khuong (12)

GUPTA, RANGAN (10)

Campbell, John (10)

Engle, Robert (8)

Bonga-Bonga, Lumengo (7)

TARAZI, Amine (7)

Patton, Andrew (6)

Kräussl, Roman (6)

Jagannathan, Ravi (6)

Capocci, Daniel (6)

Zhou, Hao (5)

Main data

Where John Weirstrass Muteba Mwamba has published?

Journals with more than one article published# docs
The African Finance Journal4
IJFS4
South African Journal of Economics4
Economia Internazionale / International Economics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany19
Working Papers / University of Pretoria, Department of Economics7
Working Papers / Economic Research Southern Africa2

Recent works citing John Weirstrass Muteba Mwamba (2022 and 2021)

YearTitle of citing document
2022Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity. (2022). Wagner, Niklas ; Kinateder, Harald ; Batten, Jonathan A. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:3:p:567-588.

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2022The effect of gasoline prices on suburban housing values in China. (2022). Burke, Paul ; Zhang, Tong. In: China Economic Review. RePEc:eee:chieco:v:72:y:2022:i:c:s1043951x22000207.

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2022Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?. (2022). Ye, Wuyi ; Jiang, Kunliang. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322002838.

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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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2022Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic?. (2022). Naifar, Nader ; Hussain, Syed Jawad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002266.

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2022Recent evidence on the short-term and long-term performance persistence of emerging-market mutual fund returns. (2022). Boovi, Milo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001231.

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2021Capturing the dynamics of the China crude oil futures: Markov switching, co-movement, and volatility forecasting. (2021). Lee, Chien-Chiang ; Liu, Min. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004874.

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2021Do oil-price shocks predict the realized variance of U.S. REITs?. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Epni, Ouzhan ; Bonato, Matteo. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005429.

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2022Forecasting oil and gold volatilities with sentiment indicators under structural breaks. (2022). GUPTA, RANGAN ; Demirer, Riza ; Ji, Qiang ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s014098832100596x.

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2022Nonlinear tail dependence between the housing and energy markets. (2022). Taghizadeh-Hesary, Farhad ; Uddin, Gazi Salah ; Yoshino, Naoyuki ; Hedstrom, Axel ; Stenvall, David. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321006137.

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2022Does the source of oil price shocks matter for the systemic risk?. (2022). Yao, Ting ; Huang, Su-Su ; Liu, Meng-Tian ; Ouyang, Zi-Sheng. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001347.

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2022Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models: Either, neither or both?. (2022). Wang, LU ; Wu, Jiangbin ; Cao, Yang ; Hong, Yanran. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002237.

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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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2022Evaluating energy poverty and its effects using multi-dimensional based DEA-like mathematical composite indicator approach: Findings from Asia. (2022). Baloch, Zulfiqar Ali ; Chien, Fengsheng ; Sadiq, Muhammad ; Khan, Sufyan Ullah ; Lan, Jing. In: Energy Policy. RePEc:eee:enepol:v:165:y:2022:i:c:s0301421522001586.

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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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2021The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence. (2021). GUPTA, RANGAN ; Wohar, Mark E ; van Eyden, Renee ; Sheng, Xin. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321001100.

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2022Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches. (2022). Masih, Abul ; Ariff, Mohamed ; Kawsar, Najmul Haque ; Karim, Muhammad Mahmudul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000233.

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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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2021Quantile relationship between Islamic and non-Islamic equity markets. (2021). Kang, Sang Hoon ; Uddin, Gazi Salah ; Hedstrom, Axel ; Rahman, Md Lutfur. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000937.

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2021A survey of Islamic finance research – Influences and influencers. (2021). Ali, Mohsin ; Aun, Syed ; Khan, Abdullah ; Haroon, Omair. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x20303334.

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2021How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin. (2021). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001748.

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2022Renewable energy and CO2 emissions intensity in the top carbon intense countries. (2022). Salahodjaev, Raufhon ; Mirziyoyeva, Ziroat. In: Renewable Energy. RePEc:eee:renene:v:192:y:2022:i:c:p:507-512.

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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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2022Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More Than A Century of Data. (2022). Gupta, Rangan ; Pierdzioch, Christian ; Balcilar, Mehmet. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:22:p:8436-:d:969735.

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2022Renewable Energy, Urbanization, and CO 2 Emissions: A Global Test. (2022). Salahodjaev, Raufhon ; Asyngier, Roman ; Gieratowska, Urszula ; Nakonieczny, Joanna. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:9:p:3390-:d:809729.

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2022.

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2022Estimation of Maximum Potential Losses for Digital Banking Transaction Risks Using the Extreme Value-at-Risks Method. (2022). Chaerani, Diah ; Agung, Moch Panji. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:1:p:10-:d:716531.

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2021Value-Based Financial Risk Prediction Model. (2021). Machakova, Pavla ; Matulayova, Nataa ; Pospiil, Jii ; Pospiilova, Helena ; Olecka, Ivana ; Jurnikova, Pavlina. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:205-:d:676994.

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2022Trusts in Business Research: A Concise Systematic Literature Review. (2022). Gervasio, Daniele ; Montani, Damiano ; Pulcini, Andrea. In: International Business Research. RePEc:ibn:ibrjnl:v:15:y:2022:i:8:p:20.

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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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2022Examining the Performance of Islamic and Conventional Stock Indices: A Comparative Analysis. (2022). Avdukic, Alija ; Wang, Yumeng ; Asutay, Mehmet. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:2:d:10.1007_s10690-021-09351-7.

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2022The effect of gasoline prices on suburban housing values in China. (2022). Burke, Paul J ; Zhang, Tong. In: Departmental Working Papers. RePEc:pas:papers:2022-01.

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2022Unveiling the role of business freedom to determine environmental degradation in developing countries. (2022). Ali, Amjad ; Audi, Marc ; Hamadeh, Hani Fayad. In: MPRA Paper. RePEc:pra:mprapa:115219.

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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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2022Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data. (2022). Pierdzioch, Christian ; Gupta, Rangan ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:202217.

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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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2022Forecasting the Value-at-Risk of energy commodities: A comparison of models and alternative distribution functions. (2022). Madaleno, Mara ; Pinho, Carlos ; Amaro, Raphael. In: Applied Econometrics. RePEc:ris:apltrx:0440.

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2022Portfolio performance under dynamic systematic risk and conditional betas: The South African unit trust market. (2022). Gopane, Thabo ; Kalima, Bwalya. In: Applied Econometrics. RePEc:ris:apltrx:0447.

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2022Energy commodities: A study on model selection for estimating Value-at-Risk. (2022). Pinho, Carlos ; Amaro, Raphael. In: Applied Econometrics. RePEc:ris:apltrx:0456.

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2022Influence of Financial Social Agents and Attitude Toward Money on Financial Literacy: The Mediating Role of Financial Self-Efficacy and Moderating Role of Mindfulness. (2022). Nabeel, Sheikh Muhammad ; Reza, Sajjida ; Muhammad, Noor ; Ahmed, Wahab ; Sarwar, Bilal ; Khan, Hadi Hassan ; Riaz, Sheza. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:3:p:21582440221117140.

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2021Is the Korean housing market following Gangnam style?. (2021). Caporin, Massimiliano ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:4:d:10.1007_s00181-020-01931-2.

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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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2021Systemic risk and macroeconomic forecasting: A globally applicable copula?based approach. (2021). Ashraf, Dawood ; Rizwan, Muhammad Suhail ; Ahmad, Ghufran. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:8:p:1420-1443.

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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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2021Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective In: The African Finance Journal.
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2019Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective.(2019) In: MPRA Paper.
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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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2020Contagion risk in african sovereign debt markets: A spatial econometrics approach In: International Finance.
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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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2011THE PREDICTABILITY OF STOCK MARKET RETURNS IN SOUTH AFRICA: PARAMETRIC VS. NON?PARAMETRIC METHODS In: South African Journal of Economics.
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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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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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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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2017Performance evaluation of equity unit trusts in South Africa In: Managerial Finance.
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2022South African Banks’ Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall In: IJFS.
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2022Dynamic Asymmetric Effect of Currency Risk Pricing of Exchange Rate on Equity Markets: A Regime-Switching Based C-Vine Copulas Method In: IJFS.
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2021Modeling System Risk in the South African Insurance Sector: A Dynamic Mixture Copula Approach In: IJFS.
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2021Assessing Market Risk in BRICS and Oil Markets: An Application of Markov Switching and Vine Copula In: IJFS.
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2022Sovereign Credit Ratings Analysis Using the Logistic Regression Model In: Risks.
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2019Does Economic Freedom Matter For CO2 Emissions? Lessons From Africa In: Journal of Developing Areas.
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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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2021Climate variability impacts on agricultural output in East Africa 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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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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2021Prediction of Stock Market Direction: Application of Machine Learning Models 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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2021Risk spillover between climate variables and the agricultural commodity market in East Africa In: EconStor Preprints.
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2020Sentiment, emotions and stock market predictability in developed and emerging markets In: GLO Discussion Paper Series.
[Citation analysis]		paper2

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