John Muteba Mwamba : Citation Profile


Are you John Muteba Mwamba?

University of Johannesburg

2

H index

0

i10 index

21

Citations

RESEARCH PRODUCTION:

14

Articles

20

Papers

RESEARCH ACTIVITY:

   8 years (2010 - 2018). See details.
   Cites by year: 2
   Journals where John Muteba Mwamba has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 5 (19.23 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmu298
   Updated: 2018-12-08    RAS profile: 2018-12-06    
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Relations with other researchers


Works with:

GUPTA, RANGAN (11)

Antonakakis, Nikolaos (2)

Bonga-Bonga, Lumengo (2)

Inglesi-Lotz, Roula (2)

André, Christophe (2)

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

Is cited by:

GUPTA, RANGAN (11)

Wohar, Mark (3)

Bonga-Bonga, Lumengo (3)

Escobari, Diego (2)

Bouri, Elie (2)

Apergis, Nicholas (2)

André, Christophe (1)

Balcilar, Mehmet (1)

Lau, Chi Keung (1)

Demirer, Riza (1)

Selmi, Refk (1)

Cites to:

TARAZI, Amine (7)

Campbell, John (7)

Capocci, Daniel (6)

GUPTA, RANGAN (6)

Shiller, Robert (5)

Nguyen, Duc Khuong (5)

Demertzis, Maria (4)

Lepetit, Laetitia (4)

Piazzesi, Monika (4)

Ashraf, Dawood (4)

Camara, Boubacar (4)

Main data


Where John Muteba Mwamba has published?


Journals with more than one article published# docs
South African Journal of Economics4
The African Finance Journal2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany11
Working Papers / University of Pretoria, Department of Economics7
Working Papers / Economic Research Southern Africa2

Recent works citing John Muteba Mwamba (2018 and 2017)


YearTitle of citing document
2018Does 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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2018Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model. (2018). GUPTA, RANGAN ; Marco, Chi Keung ; Hosseini, Seyed Mehdi ; Bouri, Elie. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:124-142.

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2017The impact of oil shocks on the housing market: Evidence from Canada and U.S. (2017). Escobari, Diego ; Egly, Peter V ; Killins, Robert N. In: Journal of Economics and Business. RePEc:eee:jebusi:v:93:y:2017:i:c:p:15-28.

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2018Uncovering equity market contagion among BRICS countries: An application of the multivariate GARCH model. (2018). Bonga-Bonga, Lumengo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:36-44.

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2017Can (unusual) weather conditions in New York predict South African stock returns?. (2017). GUPTA, RANGAN ; Apergis, Nicholas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:377-386.

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2018Macroprudential Policy, Credit Cycle, and Bank Risk-Taking. (2018). Zhang, Xing ; Xu, Yingying ; Li, Zhen. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3620-:d:174708.

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2017The Impact of Oil Shocks on the Housing Market: Evidence from Canada and U.S.. (2017). Escobari, Diego ; Egly, Peter V ; Killins, Robert N. In: MPRA Paper. RePEc:pra:mprapa:80529.

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2017The impact of exchange rate volatility on capital flows in BRICS economies. (2017). Bonga-Bonga, Lumengo ; Gnagne, Pascal Xavier. In: MPRA Paper. RePEc:pra:mprapa:84773.

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2018Effect of negative shocks to electricity consumption on negative shocks to economic growth in Benin. (2018). Dakpogan, Arnaud ; Smit, Eon . In: MPRA Paper. RePEc:pra:mprapa:89539.

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2017Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model. (2017). Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Hosseini, Seyedmehdi ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201704.

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2017Asymmetric Behaviour in Nominal and Real Housing Prices: Evidence from Advanced and Emerging Economies. (2017). Zerihun, Mulatu Fekadu ; GUPTA, RANGAN ; Antonakakis, Nikolaos ; André, Christophe ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:201711.

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2017Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201743.

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2017Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model. (2017). Wohar, Mark ; Selmi, Refk ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201744.

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2018Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings. (2018). Wohar, Mark ; Kanda, Patrick ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201830.

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2018Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment. (2018). GUPTA, RANGAN ; Nyakabawo, Wendy ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201866.

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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. (2017). Muteba, John Weirstrass ; Mantshimuli, Lamukanyani . In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0799.

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Works by John 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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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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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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article1
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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2017Performance evaluation of equity unit trusts in South Africa In: Managerial Finance.
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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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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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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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2017Modelling Systemic Risk in the South African Banking Sector Using CoVar In: Working Papers.
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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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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team