John Weirstrass Muteba Mwamba
Names
| first: |
John Weirstrass |
| last: |
Muteba Mwamba |
Identifer
Contact
Affiliations
-
University of Johannesburg
/ College of Business and Economics
Research profile
author of:
- Predicting Foreign Exchange Rate Movements: An Application of the Ensemble Method (RePEc:afj:journ3:v:11:y:2021:i:2:p:58-69)
by Charles Raoul Tchuinkam Djemo & Joel Hinaunye Eita & John Weirstrass Muteba Mwamba - Predictability of Stock Price Behaviour in South Africa: A Non-Parametric Approach (RePEc:afj:journl:v:13:y:2011:i:1:p:14-27)
by John Mwamba - Herding Behaviour in Financial Markets: Empirical Evidence from the Johannesburg Stock Exchange (RePEc:afj:journl:v:19:y:2017:i:1:p:23-44)
by Kofi A. Ababio & John W. Muteba Mwamba - Modelling Aggregate Risk of the South African Banking Industry: An Application to Pillar II Economic Capital (RePEc:afj:journl:v:20:y:2018:i:1:p:39-65)
by Dingaan Jack Khoza & J.W. Muteba Mwamba - Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective (RePEc:afj:journl:v:23:y:2021:i:2:p:36-49)
by Charles Raoul Tchuinkam Djemo & John Weirstrass Muteba Mwamba & Mathias Mandla Manguzvane - Do Basel III Higher Common Equity Capital Requirements Matter for Bank Risk-taking Behaviour? Lessons from South Africa (RePEc:bla:afrdev:v:28:y:2016:i:3:p:319-331)
by Kolade Sunday Adesina & John Muteba Mwamba - Contagion risk in african sovereign debt markets: A spatial econometrics approach (RePEc:bla:intfin:v:23:y:2020:i:3:p:506-536)
by J. W. Muteba Mwamba & Mathias Manguzvane - Electricity demand in South Africa: is it asymmetric? (RePEc:bla:opecrv:v:41:y:2017:i:3:p:226-238)
by Rangan Gupta & Roula Inglesi-Lotz & John W. Muteba Mwamba - Extreme Value At Risk: A Scenario For Risk Management (RePEc:bla:sajeco:v:79:y:2011:i:2:p:173-183)
by Alain Kabundi & John Mwamba Muteba - The Predictability Of Stock Market Returns In South Africa: Parametric Vs. Non‐Parametric Methods (RePEc:bla:sajeco:v:79:y:2011:i:3:p:301-311)
by Lumengo Bonga‐Bonga & Muteba Mwamba - Applying A Genetic Algorithm To International Diversification Of Equity Portfolios: A South African Investor Perspective (RePEc:bla:sajeco:v:80:y:2012:i:1:p:91-105)
by Alain Kabundi & John Muteba Mwamba - Implementing A Robust Risk Model For South African Equity Markets: A Peak-Over-Threshold Approach (RePEc:bla:sajeco:v:80:y:2012:i:4:p:459-472)
by John Muteba Mwamba - The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach (RePEc:eee:finlet:v:25:y:2018:i:c:p:131-136)
by Gupta, Rangan & Mwamba, John W. Muteba & Wohar, Mark E. - Financial tail risks in conventional and Islamic stock markets: A comparative analysis (RePEc:eee:pacfin:v:42:y:2017:i:c:p:60-82)
by Muteba Mwamba, John W. & Hammoudeh, Shawkat & Gupta, Rangan - Determinants of Sovereign Credit Ratings: An Application of the Naïve Bayes Classifier (RePEc:ejn:ejefjr:v:8:y:2020:i:4:p:279-299)
by Oliver Takawira & John W. Muteba Mwamba - Linking bank regulatory capital buffer to business cycle fluctuations (RePEc:eme:jespps:jes-05-2017-0112)
by Kolade Sunday Adesina & John Muteba Mwamba - Unknown item RePEc:eme:mfipps:mf-01-2016-0015 (article)
- Does Economic Inequality Account for Cross-Country Discrepancies in Relative Social Mobility: An Empirical Investigation (RePEc:gam:jecomi:v:10:y:2022:i:11:p:279-:d:966613)
by John Weirstrass Muteba Mwamba & Paul Mumba Shiwamya & Benjamin Mudiangombe Mudiangombe - South African Banks’ Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall (RePEc:gam:jijfss:v:10:y:2022:i:1:p:18-:d:763298)
by Mathias Mandla Manguzvane & John Weirstrass Muteba Mwamba - Dynamic Asymmetric Effect of Currency Risk Pricing of Exchange Rate on Equity Markets: A Regime-Switching Based C-Vine Copulas Method (RePEc:gam:jijfss:v:10:y:2022:i:3:p:72-:d:894924)
by Benjamin Mudiangombe Mudiangombe & John Weirstrass Muteba Mwamba - Modeling System Risk in the South African Insurance Sector: A Dynamic Mixture Copula Approach (RePEc:gam:jijfss:v:9:y:2021:i:2:p:29-:d:566097)
by John Weirstrass Muteba Mwamba & Ehounou Serge Eloge Florentin Angaman - Assessing Market Risk in BRICS and Oil Markets: An Application of Markov Switching and Vine Copula (RePEc:gam:jijfss:v:9:y:2021:i:2:p:30-:d:566104)
by John Weirstrass Muteba Mwamba & Sutene Mwambetania Mwambi - Sovereign Credit Ratings Analysis Using the Logistic Regression Model (RePEc:gam:jrisks:v:10:y:2022:i:4:p:70-:d:778137)
by Oliver Takawira & John W. Muteba Mwamba - Does Economic Freedom Matter For CO2 Emissions? Lessons From Africa (RePEc:jda:journl:vol.53:year:2019:issue3:pp:155-167)
by Kolade Sunday Adesina & John W. Muteba Mwamba - Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note (RePEc:kap:atlecj:v:44:y:2016:i:3:d:10.1007_s11293-016-9508-4)
by Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba - An empirical analysis of systemic and macroeconomic risk in South Africa: an application of the quantile regression (RePEc:pra:mprapa:101493)
by Eita, Joel Hinaunye & Ngobese, Sibusiso Blessing & Muteba Mwamba, John Weirstrass - Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies (RePEc:pra:mprapa:106248)
by Montshioa, Keitumetse & Muteba Mwamba, John Weirstrass & Bonga-Bonga, Lumengo - Panel threshold effect of climate variability on agricultural output in Eastern African countries (RePEc:pra:mprapa:108721)
by Mubenga-Tshitaka, Jean-Luc & Gelo, Dambala & Dikgang, Johane & Mwamba, Muteba - Climate variability impacts on agricultural output in East Africa (RePEc:pra:mprapa:110771)
by Mubenga-Tshitaka, Jean Luc & Dikgang, Johane & Muteba Mwamba, John W. & Gelo, Dambala - SAVINGS and economic growth: a historical analysis of the relationship between savings and economic growth in the CAPE Colony economy, 1850-1909 (RePEc:pra:mprapa:47819)
by Verhoef, Grietjie & Greyling, Lorraine & Mwamba, John - An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio (RePEc:pra:mprapa:50240)
by Muteba Mwamba, John & Suteni, Mwambi - On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model (RePEc:pra:mprapa:50323)
by Muteba Mwamba, John - A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models (RePEc:pra:mprapa:62028)
by Bonga-Bonga, Lumengo & Mwamba, Muteba - Another reason why the efficient market hypothesis is fuzzy (RePEc:pra:mprapa:64383)
by Muteba Mwamba, John - International diversification and dependence structure of equity portfolios during market crashes: the Archimedean copula approach (RePEc:pra:mprapa:64384)
by Muteba Mwamba, John & Mokwena, Paula - Modelling the short-term interest rate with stochastic differential equation in continuous time: linear and nonlinear models (RePEc:pra:mprapa:64386)
by Muteba Mwamba, John & Thabo, Lethaba & Uwilingiye, Josine - Extreme conditional value at risk: a coherent scenario for risk management (RePEc:pra:mprapa:64387)
by Muteba Mwamba, John & Mhlanga, Isaah - Posterior outperformance, selectivity and market timing skills in hedge funds: do they persist altogether? (RePEc:pra:mprapa:64388)
by Muteba Mwamba, John - The impact of exchange rate volatility on international trade between South Africa, China and USA: The case of the manufacturing sector (RePEc:pra:mprapa:64389)
by Muteba Mwamba, John & Dube, Sandile - The predictability of asset returns in the BRICS countries: a nonparametric approach (RePEc:pra:mprapa:72880)
by Muteba Mwamba, John Weirstrass & Webb, Daniel - Empirical evidence of systemic tail risk premium in the Johannesburg Stock Exchange (RePEc:pra:mprapa:96570)
by Kouadio, Jean Joel & Mwamba, Muteba & Bonga-Bonga, Lumengo - Dependence Structure of Insurance Credit Default Swaps (RePEc:pra:mprapa:97335)
by Mudiangombe, Benjamin & Muteba Mwamba, John Weirstrass - Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective (RePEc:pra:mprapa:97338)
by Muteba Mwamba, John Weirstrass & Tchuinkam Djemo, Charles Raoul - Modelling Asset Correlations of Revolving Loan Defaults in South Africa (RePEc:pra:mprapa:97340)
by Muteba Mwamba, John Weirstrass & Mhlophe, Bongani - Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes (RePEc:pre:wpaper:201480)
by John W. Muteba Mwamba & Shawkat Hammoudeh & Rangan Gupta - Energy Demand in South Africa: Is it Asymmetric? (RePEc:pre:wpaper:201560)
by Rangan Gupta & Roula Inglesi-Lotz & John W. Muteba Mwamba - Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note (RePEc:pre:wpaper:201579)
by Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba - The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach (RePEc:pre:wpaper:201582)
by Christophe André & Lumengo Bonga-Bonga & Rangan Gupta & John W. Muteba Mwamba - Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model (RePEc:pre:wpaper:201596)
by Mehmet Balcilar & Rangan Gupta & Mampho P. Modise & John W. Muteba Mwamba - Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas (RePEc:pre:wpaper:201635)
by Christophe Andre & Rangan Gupta & John W. Muteba Mwamba - The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach (RePEc:pre:wpaper:201686)
by Rangan Gupta & John W. Muteba Mwamba & Mark E. Wohar - On the Protection of Investment Capital During Financial Crisis in the South African Equity Market: A Risk-Based Asset Allocation Approach (RePEc:ris:ecoint:0799)
by MUTEBA MWAMBA, John Weirstrass & MANTSHIMULI, Lamukanyani - Prediction of Stock Market Direction: Application of Machine Learning Models (RePEc:ris:ecoint:0909)
by Dimingo, Roselyn & Muteba Mwamba, John W. & Bonga-Bonga, Lumengo - Incentivized Time Preferences, Level of Education in a Household and Financial Literacy: Laboratory Evidence (RePEc:rnd:arjebs:v:10:y:2018:i:2:p:103-119)
by Calvin Mudzingiri & John W. Muteba Mwamba & Jacobus Nicolaas Keyser - Unknown item RePEc:rza:wpaper:408 (paper)
- Unknown item RePEc:rza:wpaper:709 (paper)
- GAS Copula models on who’s systemically important in South Africa: Banks or Insurers? (RePEc:spr:empeco:v:59:y:2020:i:4:d:10.1007_s00181-019-01695-4)
by Mathias Mandla Manguzvane & John Weirstrass Muteba Mwamba - Modelling systemic risk in the South African banking sector using CoVaR (RePEc:taf:irapec:v:33:y:2019:i:5:p:624-641)
by Mathias Manguzvane & John Weirstrass Muteba Mwamba - Financial behavior, confidence, risk preferences and financial literacy of university students (RePEc:taf:oaefxx:v:6:y:2018:i:1:p:1512366)
by Calvin Mudzingiri & John W. Muteba Mwamba & Jacobus Nicolaas Keyser - An Empirical Evaluation of Hedge Fund Managerial Skills using Bayesian Techniques (RePEc:usm:journl:aamjaf01301_63-82)
by John Weirstrass Muteba Mwamba - Risk spillover between climate variables and the agricultural commodity market in East Africa (RePEc:zbw:esprep:243160)
by Mubenga-Tshitaka, Jean-Luc & Muteba Mwamba, John W. & Dikgang, Johane & Gelo, Dambala - Sentiment, emotions and stock market predictability in developed and emerging markets (RePEc:zbw:glodps:502)
by Steyn, Dimitri H. W. & Greyling, Talita & Rossouw, Stephanie & Mwamba, John M.