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John Weirstrass Muteba Mwamba : Citation Profile

Are you John Weirstrass Muteba Mwamba?

University of Johannesburg

6

H index

5

i10 index

142

Citations

RESEARCH PRODUCTION:

34

Articles

30

Papers

RESEARCH ACTIVITY:

   14 years (2010 - 2024). See details.
   Cites by year: 10
   Journals where John Weirstrass Muteba Mwamba has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 9 (5.96 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmu298
   Updated: 2024-12-03    RAS profile: 2024-05-07    
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Relations with other researchers

Works with:

Gelo, Dambala (4)

Bonga-Bonga, Lumengo (4)

Manguzvane, Mathias (4)

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 (36)

Bonga-Bonga, Lumengo (7)

Pierdzioch, Christian (7)

Wohar, Mark (6)

Demirer, Riza (6)

Balcilar, Mehmet (5)

Asai, Manabu (4)

Lau, Chi Keung (4)

Shahzad, Syed Jawad Hussain (3)

Ali, Amjad (3)

Audi, Marc (3)

Cites to:

Nguyen, Duc Khuong (12)

Campbell, John (11)

GUPTA, RANGAN (10)

Engle, Robert (9)

Bonga-Bonga, Lumengo (7)

TARAZI, Amine (7)

Patton, Andrew (6)

Capocci, Daniel (6)

Jagannathan, Ravi (6)

Kräussl, Roman (6)

Lucas, Andre (5)

Main data

Where John Weirstrass Muteba Mwamba has published?

Journals with more than one article published# docs
IJFS5
The African Finance Journal4
South African Journal of Economics3
Economia Internazionale / International Economics2
Cogent Economics & Finance2

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 (2024 and 2023)

YearTitle of citing document
2023Towards 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.

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2023.

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2023.

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2024Co?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.

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2023Unveiling 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.

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2023How 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.

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2023Can 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.

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2024An 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.

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2024Nonlinear 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.

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2023Systemic 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.

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2024International 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.

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2023On 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.

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2023How 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.

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2024Do 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.

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2023Measuring 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.

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2023Foreign 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.

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2024Extreme 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.

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2023Are 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.

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2023Border 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.

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2023Towards 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.

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2023.

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2023Non-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.

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2023.

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2023Assessing 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.

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2023Towards 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.

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2023anetworkapproachtointerbankcontagionriskinsouthafrica. (2023). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Working Papers. RePEc:rbz:wpaper:11052.

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2024Did Basel III reduce bank spillovers in South Africa. (2024). Chondrogiannis, Ilias ; Merrino, Serena. In: Working Papers. RePEc:rbz:wpaper:11060.

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2023Do 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.

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2023What 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.

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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.
[Full Text][Citation analysis]		article0
2017Herding Behaviour in Financial Markets: Empirical Evidence from the Johannesburg Stock Exchange In: The African Finance Journal.
[Full Text][Citation analysis]		article1
2018Modelling Aggregate Risk of the South African Banking Industry: An Application to Pillar II Economic Capital In: The African Finance Journal.
[Full Text][Citation analysis]		article0
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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This paper has nother version. Agregated cites: 0		paper
2016Do 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]		article3
2020Contagion risk in african sovereign debt markets: A spatial econometrics approach In: International Finance.
[Full Text][Citation analysis]		article0
2017Electricity demand in South Africa: is it asymmetric? In: OPEC Energy Review.
[Full Text][Citation analysis]		article3
2011EXTREME VALUE AT RISK: A SCENARIO FOR RISK MANAGEMENT In: South African Journal of Economics.
[Citation analysis]		article1
2012APPLYING A GENETIC ALGORITHM TO INTERNATIONAL DIVERSIFICATION OF EQUITY PORTFOLIOS: A SOUTH AFRICAN INVESTOR PERSPECTIVE In: South African Journal of Economics.
[Full Text][Citation analysis]		article0
2012IMPLEMENTING A ROBUST RISK MODEL FOR SOUTH AFRICAN EQUITY MARKETS: A PEAK-OVER-THRESHOLD APPROACH In: South African Journal of Economics.
[Full Text][Citation analysis]		article0
2018The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach In: Finance Research Letters.
[Full Text][Citation analysis]		article16
2016The 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
2017Financial tail risks in conventional and Islamic stock markets: A comparative analysis In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article31
2020Determinants of Sovereign Credit Ratings: An Application of the Naïve Bayes Classifier In: Eurasian Journal of Economics and Finance.
[Full Text][Citation analysis]		article0
2018Linking bank regulatory capital buffer to business cycle fluctuations In: Journal of Economic Studies.
[Full Text][Citation analysis]		article1
2022Does Economic Inequality Account for Cross-Country Discrepancies in Relative Social Mobility: An Empirical Investigation In: Economies.
[Full Text][Citation analysis]		article0
2022South African Banks’ Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall In: IJFS.
[Full Text][Citation analysis]		article1
2022Dynamic 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]		article0
2023Impacts 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]		article0
2021Modeling System Risk in the South African Insurance Sector: A Dynamic Mixture Copula Approach In: IJFS.
[Full Text][Citation analysis]		article1
2021Assessing Market Risk in BRICS and Oil Markets: An Application of Markov Switching and Vine Copula In: IJFS.
[Full Text][Citation analysis]		article6
2023Dependence 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]		article0
2022Sovereign Credit Ratings Analysis Using the Logistic Regression Model In: Risks.
[Full Text][Citation analysis]		article1
2019Does Economic Freedom Matter For CO2 Emissions? Lessons From Africa In: Journal of Developing Areas.
[Full Text][Citation analysis]		article13
2016Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note In: Atlantic Economic Journal.
[Full Text][Citation analysis]		article21
2015Dynamic 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
2020An empirical analysis of systemic and macroeconomic risk in South Africa: an application of the quantile regression In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2021Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies In: MPRA Paper.
[Full Text][Citation analysis]		paper0
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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2023Climate variability impacts on agricultural output in East Africa.(2023) In: Cogent Economics & Finance.
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This paper has nother version. Agregated cites: 0		article
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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This paper has nother version. Agregated cites: 3		paper
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.
[Citation analysis]		paper1
2015Energy Demand in South Africa: Is it Asymmetric? In: Working Papers.
[Citation analysis]		paper0
2015The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach In: Working Papers.
[Citation analysis]		paper1
2015Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model In: Working Papers.
[Citation analysis]		paper7
2016Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas In: Working Papers.
[Citation analysis]		paper4
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.
[Full Text][Citation analysis]		article0
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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This paper has nother version. Agregated cites: 10		article
2020GAS Copula models on who’s systemically important in South Africa: Banks or Insurers? In: Empirical Economics.
[Full Text][Citation analysis]		article3
2024Multivariate 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.
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2018Financial behavior, confidence, risk preferences and financial literacy of university students In: Cogent Economics & Finance.
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In: .
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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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team