John Weirstrass Muteba Mwamba
University of Johannesburg
H-index: 13
Africa-South Africa
Top articles of John Weirstrass Muteba Mwamba
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Multivariate models for the prediction of stock returns in an emerging market economy: comparison of parametric and non-parametric models | Macroeconomics and Finance in Emerging Market Economies | Lumengo Bonga-Bonga Muteba John Mwamba | 2024/1/2 |
Climate variability impacts on agricultural output in East Africa | Cogent Economics & Finance | John W. Muteba Mwamba & Dambala Gelo Jean-Luc Mubenga-Tshitaka Johane Dikgang | 2023/2/24 |
Dependence Structure and Time–Frequency Impact of Exchange Rates on Crude Oil and Stock Markets of BRICS Countries: Markov-Switching-Based Wavelet Analysis | Journal of Risk and Financial Management | Benjamin Mudiangombe Mudiangombe John Weirstrass Muteba Mwamba | 2023/7/3 |
Impacts of US Stock Market Crash on South African Top Sector Indices, Volatility, and Market Linkages: Evidence of Copula-Based BEKK-GARCH Models | International Journal of Financial Studies | Benjamin Mudiangombe Mudiangombe John Weirstrass Muteba Mwamba | 2023/6/10 |
South African Banks’ Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall | International Journal of Financial Studies | Mathias Mandla Manguzvane John Weirstrass Muteba Mwamba | 2022/3/3 |
Does Economic Inequality Account for Cross-Country Discrepancies in Relative Social Mobility: An Empirical Investigation | Economies | John Weirstrass Muteba Mwamba Paul Mumba Shiwamya Benjamin Mudiangombe Mudiangombe | 2022/11/8 |
Risk Spill-Over between Climate Variables and the Agricultural Commodity Market in East Africa | Gelo and Mubenga, Jean Luc, Risk Spill-Over between Climate Variables and the Agricultural Commodity Market in East Africa | Jean Luc Mubenga-Tshitaka John Weirstrastrass Muteba Mwamba Gelo Dambala Jean Luc Mubenga | 2022 |
Dynamic Asymmetric Effect of Currency Risk Pricing of Exchange Rate on Equity Markets: A Regime-Switching Based C-Vine Copulas Method | International Journal of Financial Studies | Benjamin Mudiangombe Mudiangombe John Weirstrass Muteba Mwamba | 2022/8/22 |
Systemic Risk and Real Economic Activity: A South African Insurance Stress Index of Systemic Risk | Asian Academy of Management Journal of Accounting and Finance | John Weirstrass Muteba Mwamba Ehounou Serge Eloge Florentin Angaman | 2022/7/29 |
An analysis of sovereign credit ratings using random forest | International Journal of Economics and Finance Studies | Oliver Takawira John W Muteba Mwamba | 2022/4/16 |
Sovereign credit ratings analysis using the logistic regression model | Risks | Oliver Takawira John W Muteba Mwamba | 2022/3/24 |
Panel threshold effect of climate variability on agricultural output in Eastern African countries | Jean-Luc Mubenga-Tshitaka Dambala Gelo Johane Dikgang Muteba Mwamba | 2021/7/12 | |
Bank Risk-Taking Behavior in Africa: The Influence of Net Stable Funding Ratio | The Journal of Developing Areas | Kolade Sunday Adesina John W Muteba Mwamba | 2021 |
Assessing market risk in BRICS and oil markets: An application of Markov switching and vine copula | International Journal of Financial Studies | John Weirstrass Muteba Mwamba Sutene Mwambetania Mwambi | 2021/5/31 |
Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective | African Finance Journal | Charles Raoul Tchuinkam Djemo John Weirstrass Muteba Mwamba Mathias Mandla Manguzvane | 2021/12/1 |
Modeling system risk in the South African insurance sector: A dynamic mixture copula approach | International Journal of Financial Studies | John Weirstrass Muteba Mwamba Ehounou Serge Eloge Florentin Angaman | 2021/5/31 |
Predicting foreign exchange rate movements: an application of the ensemble method | Review of Development Finance | Charles Raoul Tchuinkam Djemo Joel Hinaunye Eita John Weirstrass Muteba Mwamba | 2021/12/1 |
The effects of sovereign ratings on financial stability in South Africa | African Journal of Business and Economic Research | Oliver Takawira John W Muteba Mwamba | 2021/3/1 |
PREDICTION OF STOCK MARKET DIRECTION: APPLICATION OF MACHINE LEARNING MODELS. | International Economics/Economia Internazionale | Roselyn Dimingo JOHN WEIRSTRASS MUTEBA MWAMBA Lumengo Bonga-Bonga | 2021/11/1 |
Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies | Keitumetse Montshioa John Weirstrass Muteba Mwamba Lumengo Bonga-Bonga | 2021/2/23 |
Co-Authors
