Citation profile for John Weirstrass Muteba Mwamba

John Weirstrass Muteba Mwamba : Citation Profile

University of Johannesburg

H index

i10 index

129

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 10
   Journals where John Weirstrass Muteba Mwamba has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 12 (8.51 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmu298
   Updated: 2024-01-16    RAS profile: 2023-05-15
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Relations with other researchers

Works with:

Manguzvane, Mathias (4)

Bonga-Bonga, Lumengo (3)

Gelo, Dambala (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 (35)

Bonga-Bonga, Lumengo (7)

Wohar, Mark (6)

Demirer, Riza (6)

Balcilar, Mehmet (5)

Lau, Chi Keung (4)

Asai, Manabu (3)

Pierdzioch, Christian (3)

Ji, Qiang (3)

Salahodjaev, Raufhon (2)

Escobari, Diego (2)

Cites to:

Nguyen, Duc Khuong (12)

Campbell, John (11)

GUPTA, RANGAN (10)

Engle, Robert (8)

TARAZI, Amine (7)

Bonga-Bonga, Lumengo (7)

Patton, Andrew (6)

Capocci, Daniel (6)

Kräussl, Roman (6)

Jagannathan, Ravi (6)

Bollerslev, Tim (5)

Main data

Where John Weirstrass Muteba Mwamba has published?

Journals with more than one article published	# docs
IJFS	4
The African Finance Journal	4
South African Journal of Economics	4
Economia Internazionale / International Economics	2

Working Papers Series with more than one paper published	# docs
MPRA Paper / University Library of Munich, Germany	19
Working Papers / University of Pretoria, Department of Economics	7
Working Papers / Economic Research Southern Africa	2

Recent works citing John Weirstrass Muteba Mwamba (2024 and 2023)

Year	Title of citing document
2023	Towards sustainability: The relationship between foreign direct investment, economic freedom and inclusive green growth. (2023). Ojong, Nathanael ; Figari, Francesco ; Ofori, Isaac K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/023. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436. Full description at Econpapers \|\| Download paper
2023	Unveiling the Role of Business Freedom to Determine Environmental Degradation in Developing Countries. (2023). Audi, Marc ; Ali, Amjad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-19. Full description at Econpapers \|\| Download paper
2023	How far have we come and where should we go after 30+ years of research on Africas emerging financial markets? A systematic review and a bibliometric network analysis. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Adeabah, David. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000353. Full description at Econpapers \|\| Download paper
2023	Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market. (2023). Amenounve, Edoh ; Soumare, Issouf ; Kanga, Desire. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000365. Full description at Econpapers \|\| Download paper
2023	Systemic risks in the cryptocurrency market: Evidence from the FTX collapse. (2023). Matkovskyy, Roman ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000442. Full description at Econpapers \|\| Download paper
2023	On the connection between international REITs and oil markets: The role of economic policy uncertainty. (2023). Oyewole, Oluwatomisin ; Fasanya, Ismail O. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000430. Full description at Econpapers \|\| Download paper
2023	Measuring the response of clean energy stock price volatility to extreme shocks. (2023). Luo, Keyu ; Peng, Lijuan ; Wang, LU ; Zhang, LI. In: Renewable Energy. RePEc:eee:renene:v:206:y:2023:i:c:p:1289-1300. Full description at Econpapers \|\| Download paper
2023	Foreign direct investment and renewable energy: Examining the environmental Kuznets curve in resource-rich transition economies. (2023). Saydaliev, Hayot Berk ; Kasimov, Ikboljon ; Wencong, LU. In: Renewable Energy. RePEc:eee:renene:v:208:y:2023:i:c:p:301-310. Full description at Econpapers \|\| Download paper
2023	Are Islamic stocks immune from financial crises? Evidence from contagion tests. (2023). Hoque, Ariful ; Hassan, Kamrul ; Wong, Wing-Keung ; Gasbarro, Dominic. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:919-948. Full description at Econpapers \|\| Download paper
2023	Border disputes, conflicts, war, and financial markets research: A systematic review. (2023). Pandey, Dharen ; Kumar, Satish ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000983. Full description at Econpapers \|\| Download paper
2023	Towards sustainability: The relationship between foreign direct investment, economic freedom and inclusive green growth. (2023). Ojong, Nathanael ; Figari, Francesco ; Ofori, Isaac K. In: Working Papers. RePEc:exs:wpaper:23/023. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	Non-Linear Determinants of Developing Countries’ Sovereign Ratings: Evidence from a Panel Threshold Regression (PTR) Model. (2023). Mabrouk, Fatma ; Nouira, Ridha ; ben Mim, Sami. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3390-:d:1066528. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	Assessing the contribution of South African Insurance Firms to Systemic Risk. (2023). Bonga-Bonga, Lumengo ; Manguzvane, Mathias Mandla ; Zulu, Thulani. In: MPRA Paper. RePEc:pra:mprapa:116815. Full description at Econpapers \|\| Download paper
2023	Towards sustainability: The relationship between foreign direct investment, economic freedom and inclusive green growth. (2023). Ojong, Nathanael ; Figari, Francesco ; Ofori, Isaac K. In: MPRA Paper. RePEc:pra:mprapa:116956. Full description at Econpapers \|\| Download paper
2023	anetworkapproachtointerbankcontagionriskinsouthafrica. (2023). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Working Papers. RePEc:rbz:wpaper:11052. Full description at Econpapers \|\| Download paper
2023	Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach. (2023). GUPTA, RANGAN ; Pierdzioch, Christian. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00435-5. Full description at Econpapers \|\| Download paper
2023	What do we know about managerial ability? A systematic literature review. (2023). Sholihin, Mahfud ; Anggraini, Puspita Ghaniy. In: Management Review Quarterly. RePEc:spr:manrev:v:73:y:2023:i:1:d:10.1007_s11301-021-00229-6. Full description at Econpapers \|\| Download paper

Works by John Weirstrass Muteba Mwamba:

Year	Title	Type	Cited
2011	Predictability of Stock Price Behaviour in South Africa: A Non-Parametric Approach In: The African Finance Journal. [Full Text][Citation analysis]	article	0
2017	Herding Behaviour in Financial Markets: Empirical Evidence from the Johannesburg Stock Exchange In: The African Finance Journal. [Full Text][Citation analysis]	article	1
2018	Modelling Aggregate Risk of the South African Banking Industry: An Application to Pillar II Economic Capital In: The African Finance Journal. [Full Text][Citation analysis]	article	0
2021	Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective In: The African Finance Journal. [Full Text][Citation analysis]	article	0
2019	Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2016	Do Basel III Higher Common Equity Capital Requirements Matter for Bank Risk-taking Behaviour? Lessons from South Africa In: African Development Review. [Full Text][Citation analysis]	article	3
2020	Contagion risk in african sovereign debt markets: A spatial econometrics approach In: International Finance. [Full Text][Citation analysis]	article	0
2017	Electricity demand in South Africa: is it asymmetric? In: OPEC Energy Review. [Full Text][Citation analysis]	article	3
2011	EXTREME VALUE AT RISK: A SCENARIO FOR RISK MANAGEMENT In: South African Journal of Economics. [Citation analysis]	article	0
2011	THE PREDICTABILITY OF STOCK MARKET RETURNS IN SOUTH AFRICA: PARAMETRIC VS. NON?PARAMETRIC METHODS In: South African Journal of Economics. [Full Text][Citation analysis]	article	6
2012	APPLYING A GENETIC ALGORITHM TO INTERNATIONAL DIVERSIFICATION OF EQUITY PORTFOLIOS: A SOUTH AFRICAN INVESTOR PERSPECTIVE In: South African Journal of Economics. [Full Text][Citation analysis]	article	0
2012	IMPLEMENTING A ROBUST RISK MODEL FOR SOUTH AFRICAN EQUITY MARKETS: A PEAK-OVER-THRESHOLD APPROACH In: South African Journal of Economics. [Full Text][Citation analysis]	article	0
2018	The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach In: Finance Research Letters. [Full Text][Citation analysis]	article	15
2016	The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 15	paper
2017	Financial tail risks in conventional and Islamic stock markets: A comparative analysis In: Pacific-Basin Finance Journal. [Full Text][Citation analysis]	article	26
2020	Determinants of Sovereign Credit Ratings: An Application of the Naïve Bayes Classifier In: Eurasian Journal of Economics and Finance. [Full Text][Citation analysis]	article	0
2018	Linking bank regulatory capital buffer to business cycle fluctuations In: Journal of Economic Studies. [Full Text][Citation analysis]	article	1
2022	Does Economic Inequality Account for Cross-Country Discrepancies in Relative Social Mobility: An Empirical Investigation In: Economies. [Full Text][Citation analysis]	article	0
2022	South African Banks’ Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall In: IJFS. [Full Text][Citation analysis]	article	0
2022	Dynamic Asymmetric Effect of Currency Risk Pricing of Exchange Rate on Equity Markets: A Regime-Switching Based C-Vine Copulas Method In: IJFS. [Full Text][Citation analysis]	article	0
2021	Modeling System Risk in the South African Insurance Sector: A Dynamic Mixture Copula Approach In: IJFS. [Full Text][Citation analysis]	article	1
2021	Assessing Market Risk in BRICS and Oil Markets: An Application of Markov Switching and Vine Copula In: IJFS. [Full Text][Citation analysis]	article	3
2022	Sovereign Credit Ratings Analysis Using the Logistic Regression Model In: Risks. [Full Text][Citation analysis]	article	1
2019	Does Economic Freedom Matter For CO2 Emissions? Lessons From Africa In: Journal of Developing Areas. [Full Text][Citation analysis]	article	11
2016	Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note In: Atlantic Economic Journal. [Full Text][Citation analysis]	article	19
2015	Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 19	paper
2020	An empirical analysis of systemic and macroeconomic risk in South Africa: an application of the quantile regression In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2021	Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2021	Panel threshold effect of climate variability on agricultural output in Eastern African countries In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2021	Climate variability impacts on agricultural output in East Africa In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2013	SAVINGS and economic growth: a historical analysis of the relationship between savings and economic growth in the CAPE Colony economy, 1850-1909. In: MPRA Paper. [Full Text][Citation analysis]	paper	3
2014	Savings 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3	paper
2010	An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2012	On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2015	A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models In: MPRA Paper. [Full Text][Citation analysis]	paper	2
2014	Another reason why the efficient market hypothesis is fuzzy In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2013	International diversification and dependence structure of equity portfolios during market crashes: the Archimedean copula approach In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2014	Modelling the short-term interest rate with stochastic differential equation in continuous time: linear and nonlinear models In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2013	Extreme conditional value at risk: a coherent scenario for risk management In: MPRA Paper. [Full Text][Citation analysis]	paper	1
2013	Posterior outperformance, selectivity and market timing skills in hedge funds: do they persist altogether? In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2014	The impact of exchange rate volatility on international trade between South Africa, China and USA: The case of the manufacturing sector In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2014	The predictability of asset returns in the BRICS countries: a nonparametric approach In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2019	Empirical evidence of systemic tail risk premium in the Johannesburg Stock Exchange In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2019	Dependence Structure of Insurance Credit Default Swaps In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2019	Modelling Asset Correlations of Revolving Loan Defaults in South Africa In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2014	Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes In: Working Papers. [Citation analysis]	paper	1
2015	Energy Demand in South Africa: Is it Asymmetric? In: Working Papers. [Citation analysis]	paper	0
2015	The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach In: Working Papers. [Citation analysis]	paper	1
2015	Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model In: Working Papers. [Citation analysis]	paper	7
2016	Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas In: Working Papers. [Citation analysis]	paper	4
2017	On 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. [Full Text][Citation analysis]	article	0
2021	Prediction of Stock Market Direction: Application of Machine Learning Models In: Economia Internazionale / International Economics. [Full Text][Citation analysis]	article	0
2018	Incentivized Time Preferences, Level of Education in a Household and Financial Literacy: Laboratory Evidence In: Journal of Economics and Behavioral Studies. [Full Text][Citation analysis]	article	2
2017	Modelling Systemic Risk in the South African Banking Sector Using CoVar In: Working Papers. [Full Text][Citation analysis]	paper	9
2019	Modelling systemic risk in the South African banking sector using CoVaR.(2019) In: International Review of Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9	article
2020	GAS Copula models on who’s systemically important in South Africa: Banks or Insurers? In: Empirical Economics. [Full Text][Citation analysis]	article	3
2018	Financial behavior, confidence, risk preferences and financial literacy of university students In: Cogent Economics & Finance. [Full Text][Citation analysis]	article	3
2017	An Empirical Evaluation of Hedge Fund Managerial Skills using Bayesian Techniques In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF). [Full Text][Citation analysis]	article	1
2021	Risk spillover between climate variables and the agricultural commodity market in East Africa In: EconStor Preprints. [Full Text][Citation analysis]	paper	0
2020	Sentiment, emotions and stock market predictability in developed and emerging markets In: GLO Discussion Paper Series. [Citation analysis]	paper	2