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Publications

by alumni of

University of Johannesburg → College of Business and Economics → School of Economics

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2023

  1. Bannor, Frank & Magambo, Isaiah & Mubenga-Tshitaka, Jean Luc & Mduduzi, Biyase & Osei-Acheampong, Bismark, 2023, "Do effective governance and political stability facilitate the promotion of economic growth through natural resource rents? Evidence from Africa," MPRA Paper, University Library of Munich, Germany, number 116651, Mar.

2022

  1. Bannor, Frank & Magambo, Isaiah Hubert & Mahabir, Jugal & Tshitaka, Jean-Luc Mubenga, 2022, "Interdependence between climate change and migration: Does Agriculture, geography and development level matter in sub-Saharan Africa?," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 251386.

2021

  1. Bannor, Frank & Dikgang, Johane & Kutela Gelo, Dambala, 2021, "Interdependence between research and development, climate variability and agricultural production: evidence from sub-Saharan Africa," MPRA Paper, University Library of Munich, Germany, number 105697, Jan.
  2. Bannor, Frank & Dikgang, Johane & Gelo, Dambala, 2021, "Is climate variability subversive for agricultural total factor productivity growth? Long-run evidence from sub-Saharan Africa," MPRA Paper, University Library of Munich, Germany, number 107590, May.
  3. Bannor, Frank & Dikgang, Johane & Gelo, Dambala, 2021, "Agricultural total factor productivity growth, technical efficiency, and climate variability in sub-Saharan Africa," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 231310.
  4. Espoir, Delphin Kamanda & Sunge, Regret & Bannor, Frank, 2021, "Economic growth and CO₂ emissions: Evidence from heterogeneous panel of African countries using bootstrap Granger causality," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 235141.
  5. Espoir, Delphin Kamanda & Mudiangombe, Benjamin & Bannor, Frank & Sunge, Regret & Mubenga Tshitaka, Jean-Luc, 2021, "CO₂ emissions and economic growth: Assessing the heterogeneous effects across climate regimes in Africa," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 235479.
  6. Espoir, Delphin Kamanda & Bannor, Frank & Sunge, Regret, 2021, "Intra-Africa agricultural trade, governance quality and agricultural total factor productivity: Evidence from a panel vector autoregressive model," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 235617.
  7. Espoir, Delphin Kamanda & Sunge, Regret & Bannor, Frank, 2021, "Economic growth, renewable and nonrenewable electricity consumption: A fresh evidence from a panel sample of African countries," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 238063.
  8. Montshioa, Keitumetse & Muteba Mwamba, John Weirstrass & Bonga-Bonga, Lumengo, 2021, "Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies," MPRA Paper, University Library of Munich, Germany, number 106248, Feb.
  9. Mubenga-Tshitaka, Jean-Luc & Gelo, Dambala & Dikgang, Johane & Mwamba, Muteba, 2021, "Panel threshold effect of climate variability on agricultural output in Eastern African countries," MPRA Paper, University Library of Munich, Germany, number 108721, Jul.
  10. Mubenga-Tshitaka, Jean Luc & Dikgang, Johane & Muteba Mwamba, John W. & Gelo, Dambala, 2021, "Climate variability impacts on agricultural output in East Africa," MPRA Paper, University Library of Munich, Germany, number 110771, Nov.
  11. Mubenga-Tshitaka, Jean-Luc & Muteba Mwamba, John W. & Dikgang, Johane & Gelo, Dambala, 2021, "Risk spillover between climate variables and the agricultural commodity market in East Africa," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 243160.

2020

  1. Eita, Joel Hinaunye & Ngobese, Sibusiso Blessing & Muteba Mwamba, John Weirstrass, 2020, "An empirical analysis of systemic and macroeconomic risk in South Africa: an application of the quantile regression," MPRA Paper, University Library of Munich, Germany, number 101493, Mar.
  2. Steyn, Dimitri H. W. & Greyling, Talita & Rossouw, Stephanie & Mwamba, John M., 2020, "Sentiment, emotions and stock market predictability in developed and emerging markets," GLO Discussion Paper Series, Global Labor Organization (GLO), number 502.

2019

  1. Kouadio, Jean Joel & Mwamba, Muteba & Bonga-Bonga, Lumengo, 2019, "Empirical evidence of systemic tail risk premium in the Johannesburg Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 96570, Oct.
  2. Mudiangombe, Benjamin & Muteba Mwamba, John Weirstrass, 2019, "Dependence Structure of Insurance Credit Default Swaps," MPRA Paper, University Library of Munich, Germany, number 97335, Sep.
  3. Muteba Mwamba, John Weirstrass & Tchuinkam Djemo, Charles Raoul, 2019, "Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective," MPRA Paper, University Library of Munich, Germany, number 97338, Dec.
  4. Muteba Mwamba, John Weirstrass & Mhlophe, Bongani, 2019, "Modelling Asset Correlations of Revolving Loan Defaults in South Africa," MPRA Paper, University Library of Munich, Germany, number 97340, Aug.

2016

  1. Christophe Andre & Rangan Gupta & John W. Muteba Mwamba, 2016, "Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas," Working Papers, University of Pretoria, Department of Economics, number 201635, Apr.
  2. Rangan Gupta & John W. Muteba Mwamba & Mark E. Wohar, 2016, "The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201686, Dec.

2015

  1. Bonga-Bonga, Lumengo & Mwamba, Muteba, 2015, "A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models," MPRA Paper, University Library of Munich, Germany, number 62028, Feb.
  2. Rangan Gupta & Roula Inglesi-Lotz & John W. Muteba Mwamba, 2015, "Energy Demand in South Africa: Is it Asymmetric?," Working Papers, University of Pretoria, Department of Economics, number 201560, Aug.
  3. Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba, 2015, "Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note," Working Papers, University of Pretoria, Department of Economics, number 201579, Oct.
  4. Christophe André & Lumengo Bonga-Bonga & Rangan Gupta & John W. Muteba Mwamba, 2015, "The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201582, Nov.
  5. Mehmet Balcilar & Rangan Gupta & Mampho P. Modise & John W. Muteba Mwamba, 2015, "Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model," Working Papers, University of Pretoria, Department of Economics, number 201596, Dec.

2014

  1. Muteba Mwamba, John, 2014, "Another reason why the efficient market hypothesis is fuzzy," MPRA Paper, University Library of Munich, Germany, number 64383, Oct.
  2. Muteba Mwamba, John & Thabo, Lethaba & Uwilingiye, Josine, 2014, "Modelling the short-term interest rate with stochastic differential equation in continuous time: linear and nonlinear models," MPRA Paper, University Library of Munich, Germany, number 64386, Aug.
  3. Muteba Mwamba, John & Dube, Sandile, 2014, "The impact of exchange rate volatility on international trade between South Africa, China and USA: The case of the manufacturing sector," MPRA Paper, University Library of Munich, Germany, number 64389, Apr.
  4. Muteba Mwamba, John Weirstrass & Webb, Daniel, 2014, "The predictability of asset returns in the BRICS countries: a nonparametric approach," MPRA Paper, University Library of Munich, Germany, number 72880, Jul, revised 15 Nov 2014.
  5. John W. Muteba Mwamba & Shawkat Hammoudeh & Rangan Gupta, 2014, "Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes," Working Papers, University of Pretoria, Department of Economics, number 201480, Dec.

2013

  1. Verhoef, Grietjie & Greyling, Lorraine & Mwamba, John, 2013, "SAVINGS and economic growth: a historical analysis of the relationship between savings and economic growth in the CAPE Colony economy, 1850-1909," MPRA Paper, University Library of Munich, Germany, number 47819, Jun, revised 19 Jun 2013.
  2. Muteba Mwamba, John & Mokwena, Paula, 2013, "International diversification and dependence structure of equity portfolios during market crashes: the Archimedean copula approach," MPRA Paper, University Library of Munich, Germany, number 64384, Aug.
  3. Muteba Mwamba, John & Mhlanga, Isaah, 2013, "Extreme conditional value at risk: a coherent scenario for risk management," MPRA Paper, University Library of Munich, Germany, number 64387, Aug.
  4. Muteba Mwamba, John, 2013, "Posterior outperformance, selectivity and market timing skills in hedge funds: do they persist altogether?," MPRA Paper, University Library of Munich, Germany, number 64388, Dec.

2012

  1. Muteba Mwamba, John, 2012, "On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model," MPRA Paper, University Library of Munich, Germany, number 50323, May.

2010

  1. Muteba Mwamba, John & Suteni, Mwambi, 2010, "An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio," MPRA Paper, University Library of Munich, Germany, number 50240, Oct.

Journal articles

2025

  1. John Weirstrass Muteba Mwamba & Leon Mishindo Mbucici & Jules Clement Mba, 2025, "Multi-Objective Portfolio Optimization: An Application of the Non-Dominated Sorting Genetic Algorithm III," IJFS, MDPI, volume 13, issue 1, pages 1-18, January.

2024

  1. Lumengo Bonga-Bonga & Muteba John Mwamba, 2024, "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, Taylor & Francis Journals, volume 17, issue 1, pages 25-41, January, DOI: 10.1080/17520843.2021.1997289.
  2. Jean-Luc Mubenga-Tshitaka & Dambala Gelo & Johane Dikgang & John W. Muteba Mwamba, 2024, "Panel threshold effect of climate variability on agricultural output in Eastern African countries," Cogent Economics & Finance, Taylor & Francis Journals, volume 12, issue 1, pages 2345437-234, December, DOI: 10.1080/23322039.2024.2345437.
  3. Hamdan Bukenya Ntare & John Weirstrass Muteba Mwamba & Franck Adekambi, 2024, "Dynamic correlation and hedging ability of precious metals in pre- and post-COVID periods," Cogent Economics & Finance, Taylor & Francis Journals, volume 12, issue 1, pages 2382375-238, December, DOI: 10.1080/23322039.2024.2382375.

2023

  1. Frank Bannor & Isaiah Hubert Magambo & Jugal Mahabir & Jeanluc Mubenga Tshitaka, 2023, "Interdependence between climate change and migration: Does agriculture, geography, and development level matter in sub‐Saharan Africa?," South African Journal of Economics, Economic Society of South Africa, volume 91, issue 2, pages 141-160, June, DOI: 10.1111/saje.12343.
  2. Thabo J. Gopane & Tanyaradzwa Gandanhamo & John-Baptiste Mabejane, 2023, "Technology firms and capital structure adjustment: Application of two-step system generalised method of moments," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 70, pages 34-54.
  3. Benjamin Mudiangombe Mudiangombe & John Weirstrass Muteba Mwamba, 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," IJFS, MDPI, volume 11, issue 2, pages 1-19, June.
  4. Benjamin Mudiangombe Mudiangombe & John Weirstrass Muteba Mwamba, 2023, "Dependence Structure and Time–Frequency Impact of Exchange Rates on Crude Oil and Stock Markets of BRICS Countries: Markov-Switching-Based Wavelet Analysis," JRFM, MDPI, volume 16, issue 7, pages 1-29, July.
  5. Jean-Luc Mubenga-Tshitaka & Johane Dikgang & John W. Muteba Mwamba & Dambala Gelo, 2023, "Climate variability impacts on agricultural output in East Africa," Cogent Economics & Finance, Taylor & Francis Journals, volume 11, issue 1, pages 2181281-218, December, DOI: 10.1080/23322039.2023.2181281.

2022

  1. John Weirstrass Muteba Mwamba & Paul Mumba Shiwamya & Benjamin Mudiangombe Mudiangombe, 2022, "Does Economic Inequality Account for Cross-Country Discrepancies in Relative Social Mobility: An Empirical Investigation," Economies, MDPI, volume 10, issue 11, pages 1-9, November.
  2. Mathias Mandla Manguzvane & John Weirstrass Muteba Mwamba, 2022, "South African Banks’ Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall," IJFS, MDPI, volume 10, issue 1, pages 1-19, March.
  3. Benjamin Mudiangombe Mudiangombe & John Weirstrass Muteba Mwamba, 2022, "Dynamic Asymmetric Effect of Currency Risk Pricing of Exchange Rate on Equity Markets: A Regime-Switching Based C-Vine Copulas Method," IJFS, MDPI, volume 10, issue 3, pages 1-30, August.
  4. Oliver Takawira & John W. Muteba Mwamba, 2022, "Sovereign Credit Ratings Analysis Using the Logistic Regression Model," Risks, MDPI, volume 10, issue 4, pages 1-24, March.

2021

  1. Charles Raoul Tchuinkam Djemo & Joel Hinaunye Eita & John Weirstrass Muteba Mwamba, 2021, "Predicting Foreign Exchange Rate Movements: An Application of the Ensemble Method," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 11, issue 2, pages 58-69.
  2. Charles Raoul Tchuinkam Djemo & John Weirstrass Muteba Mwamba & Mathias Mandla Manguzvane, 2021, "Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective," The African Finance Journal, Africagrowth Institute, volume 23, issue 2, pages 36-49.
  3. John Weirstrass Muteba Mwamba & Ehounou Serge Eloge Florentin Angaman, 2021, "Modeling System Risk in the South African Insurance Sector: A Dynamic Mixture Copula Approach," IJFS, MDPI, volume 9, issue 2, pages 1-17, May.
  4. John Weirstrass Muteba Mwamba & Sutene Mwambetania Mwambi, 2021, "Assessing Market Risk in BRICS and Oil Markets: An Application of Markov Switching and Vine Copula," IJFS, MDPI, volume 9, issue 2, pages 1-22, May.
  5. Roselyn Dimingo & John W. Muteba Mwamba & Lumengo Bonga-Bonga, 2021, "Prediction of Stock Market Direction: Application of Machine Learning Models," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 74, issue 4, pages 499-536.

2020

  1. J. W. Muteba Mwamba & Mathias Manguzvane, 2020, "Contagion risk in african sovereign debt markets: A spatial econometrics approach," International Finance, Wiley Blackwell, volume 23, issue 3, pages 506-536, December, DOI: 10.1111/infi.12376.
  2. Oliver Takawira & John W. Muteba Mwamba, 2020, "Determinants of Sovereign Credit Ratings: An Application of the Naïve Bayes Classifier," Eurasian Journal of Economics and Finance, Eurasian Publications, volume 8, issue 4, pages 279-299.
  3. Mathias Mandla Manguzvane & John Weirstrass Muteba Mwamba, 2020, "GAS Copula models on who’s systemically important in South Africa: Banks or Insurers?," Empirical Economics, Springer, volume 59, issue 4, pages 1573-1604, October, DOI: 10.1007/s00181-019-01695-4.

2019

  1. Kolade Sunday Adesina & John W. Muteba Mwamba, 2019, "Does Economic Freedom Matter For CO2 Emissions? Lessons From Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 3, pages 155-167, Summer.
  2. Mathias Manguzvane & John Weirstrass Muteba Mwamba, 2019, "Modelling systemic risk in the South African banking sector using CoVaR," International Review of Applied Economics, Taylor & Francis Journals, volume 33, issue 5, pages 624-641, September, DOI: 10.1080/02692171.2018.1516741.

2018

  1. Dingaan Jack Khoza & J.W. Muteba Mwamba, 2018, "Modelling Aggregate Risk of the South African Banking Industry: An Application to Pillar II Economic Capital," The African Finance Journal, Africagrowth Institute, volume 20, issue 1, pages 39-65.
  2. Gupta, Rangan & Mwamba, John W. Muteba & Wohar, Mark E., 2018, "The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach," Finance Research Letters, Elsevier, volume 25, issue C, pages 131-136, DOI: 10.1016/j.frl.2017.10.023.
  3. Kolade Sunday Adesina & John Muteba Mwamba, 2018, "Linking bank regulatory capital buffer to business cycle fluctuations," Journal of Economic Studies, Emerald Group Publishing Limited, volume 45, issue 3, pages 565-585, August, DOI: 10.1108/JES-05-2017-0112.
  4. Calvin Mudzingiri & John W. Muteba Mwamba & Jacobus Nicolaas Keyser, 2018, "Incentivized Time Preferences, Level of Education in a Household and Financial Literacy: Laboratory Evidence," Journal of Economics and Behavioral Studies, AMH International, volume 10, issue 2, pages 103-119, DOI: 10.22610/jebs.v10i2(J).2220.
  5. Calvin Mudzingiri & John W. Muteba Mwamba & Jacobus Nicolaas Keyser, 2018, "Financial behavior, confidence, risk preferences and financial literacy of university students," Cogent Economics & Finance, Taylor & Francis Journals, volume 6, issue 1, pages 1512366-151, January, DOI: 10.1080/23322039.2018.1512366.

2017

  1. Kofi A. Ababio & John W. Muteba Mwamba, 2017, "Herding Behaviour in Financial Markets: Empirical Evidence from the Johannesburg Stock Exchange," The African Finance Journal, Africagrowth Institute, volume 19, issue 1, pages 23-44.
  2. Rangan Gupta & Roula Inglesi-Lotz & John W. Muteba Mwamba, 2017, "Electricity demand in South Africa: is it asymmetric?," OPEC Energy Review, Organization of the Petroleum Exporting Countries, volume 41, issue 3, pages 226-238, September.
  3. Muteba Mwamba, John W. & Hammoudeh, Shawkat & Gupta, Rangan, 2017, "Financial tail risks in conventional and Islamic stock markets: A comparative analysis," Pacific-Basin Finance Journal, Elsevier, volume 42, issue C, pages 60-82, DOI: 10.1016/j.pacfin.2016.01.003.
  4. John Weirstrass MUTEBA MWAMBA & Lamukanyani MANTSHIMULI, 2017, "On the Protection of Investment Capital During Financial Crisis in the South African Equity Market: A Risk-Based Asset Allocation Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 70, issue 2, pages 165-192.
  5. Christophe André & Lumengo Bonga-Bonga & Rangan Gupta & John W. Muteba Mwamba, 2017, "Economic Policy Uncertainty, U.S. Real Housing Returns and Their Volatility: A Nonparametric Approach," Journal of Real Estate Research, Taylor & Francis Journals, volume 39, issue 4, pages 493-514, October, DOI: 10.1080/10835547.2017.12091484.
  6. John Weirstrass Muteba Mwamba, 2017, "An Empirical Evaluation of Hedge Fund Managerial Skills using Bayesian Techniques," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, volume 13, issue 1, pages 63-82.

2016

  1. Kolade Sunday Adesina & John Muteba Mwamba, 2016, "Do Basel III Higher Common Equity Capital Requirements Matter for Bank Risk-taking Behaviour? Lessons from South Africa," African Development Review, African Development Bank, volume 28, issue 3, pages 319-331, September.
  2. Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba, 2016, "Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 44, issue 3, pages 377-386, September, DOI: 10.1007/s11293-016-9508-4.

2012

  1. Alain Kabundi & John Muteba Mwamba, 2012, "Applying A Genetic Algorithm To International Diversification Of Equity Portfolios: A South African Investor Perspective," South African Journal of Economics, Economic Society of South Africa, volume 80, issue 1, pages 91-105, March, DOI: j.1813-6982.2011.01288.x.
  2. John Muteba Mwamba, 2012, "Implementing A Robust Risk Model For South African Equity Markets: A Peak-Over-Threshold Approach," South African Journal of Economics, Economic Society of South Africa, volume 80, issue 4, pages 459-472, December, DOI: 10.1111/saje.2012.80.issue-4.

2011

  1. John Mwamba, 2011, "Predictability of Stock Price Behaviour in South Africa: A Non-Parametric Approach," The African Finance Journal, Africagrowth Institute, volume 13, issue 1, pages 14-27.
  2. Alain Kabundi & John Mwamba Muteba, 2011, "Extreme Value At Risk: A Scenario For Risk Management," South African Journal of Economics, Economic Society of South Africa, volume 79, issue 2, pages 173-183, June.
  3. Lumengo Bonga‐Bonga & Muteba Mwamba, 2011, "The Predictability Of Stock Market Returns In South Africa: Parametric Vs. Non‐Parametric Methods," South African Journal of Economics, Economic Society of South Africa, volume 79, issue 3, pages 301-311, September, DOI: j.1813-6982.2011.01280.x.

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