6
H index
5
i10 index
138
Citations
John Weirstrass Muteba Mwamba : Citation Profile
University of Johannesburg | RESEARCH PRODUCTION: 34 Articles 30 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2010 - 2024). Relations with other researchers
Works with:
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:
| Cites to:
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Main data
Where John Weirstrass Muteba Mwamba has published?
| Journals with more than one article published | # docs |
|---|---|
| IJFS | 5 |
| The African Finance Journal | 4 |
| South African Journal of Economics | 3 |
| Cogent Economics & Finance | 2 |
| 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 | 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 |
| 2024 | An empirical study on the response of the energy market to the shock from the artificial intelligence industry. (2024). Lee, Chien-Chiang ; Liu, Hong-Fei. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223030499. Full description at Econpapers || Download paper |
| 2024 | Nonlinear behavior of tail risk resonance and early warning: Insight from global energy stock markets. (2024). Xu, Xin ; Rong, Xueyun ; Fang, Tingwei ; Xie, Qichang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000942. 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 |
| 2024 | International stock market volatility: A global tail risk sight. (2024). Zhu, BO ; Zhong, Juandan ; Zeng, Qing ; Lu, Xinjie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001725. 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 | How geopolitical risk drives spillover interconnectedness between crude oil and exchange rate markets: Evidence from the Russia-Ukraine war. (2023). Ohikhuare, Obaika M. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009935. Full description at Econpapers || Download paper |
| 2024 | Do economic uncertainty and persistence in housing prices matter on mortgage insurance?. (2024). Chang, Chia-Chien ; Yang, Chih-Yuan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:33-44. 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 |
| 2024 | Extreme contributions of conventional investments vis-à-vis Islamic ones to renewables. (2024). Khalfaoui, Rabeh ; Asl, Mahdi Ghaemi ; Shahzad, Umer ; Tedeschi, Marco. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pb:s1364032123007906. 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 |
| 2024 | Did Basel III reduce bank spillovers in South Africa. (2024). Chondrogiannis, Ilias ; Merrino, Serena. In: Working Papers. RePEc:rbz:wpaper:11060. 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 | 1 |
| 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 | 16 |
| 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: 16 | paper | |
| 2017 | Financial tail risks in conventional and Islamic stock markets: A comparative analysis In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 30 |
| 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 | 1 |
| 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 |
| 2023 | Impacts of U.S. Stock Market Crash on South African Top Sector Indices, Volatility, and Market Linkages: Evidence of Copula-Based BEKK-GARCH Models 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 | 5 |
| 2023 | Dependence Structure and Time–Frequency Impact of Exchange Rates on Crude Oil and Stock Markets of BRICS Countries: Markov-Switching-Based Wavelet Analysis In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 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 | 21 |
| 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: 21 | 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 |
| 2023 | Climate variability impacts on agricultural output in East Africa.(2023) In: Cogent Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 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 | 1 |
| 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 | 10 |
| 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: 10 | 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 |
| 2024 | Multivariate models for the prediction of stock returns in an emerging market economy: comparison of parametric and non-parametric models In: Macroeconomics and Finance in Emerging Market Economies. [Full Text][Citation analysis] | article | 0 |
| 2018 | Financial behavior, confidence, risk preferences and financial literacy of university students In: Cogent Economics & Finance. [Full Text][Citation analysis] | article | 3 |
| In: . [Full Text][Citation analysis] | article | 2 | |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team