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John Weirstrass Muteba Mwamba

Personal Details

First Name:John Weirstrass
Middle Name:
Last Name:Muteba Mwamba
Suffix:
RePEc Short-ID:pmu298
[This author has chosen not to make the email address public]
https://moi175.wixsite.com/analyticsresearch
+27115594371
Terminal Degree:2012 School of Economics; College of Business and Economics; University of Johannesburg (from RePEc Genealogy)

Affiliation

College of Business and Economics
University of Johannesburg

Auckland Park, South Africa
https://www.uj.ac.za/faculties/college-of-business-and-economics/
RePEc:edi:serauza (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. 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 108721, University Library of Munich, Germany.
  2. Mubenga-Tshitaka, Jean Luc & Dikgang, Johane & Muteba Mwamba, John W. & Gelo, Dambala, 2021. "Climate variability impacts on agricultural output in East Africa," MPRA Paper 110771, University Library of Munich, Germany.
  3. 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 106248, University Library of Munich, Germany.
  4. 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 243160, ZBW - Leibniz Information Centre for Economics.
  5. 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 502, Global Labor Organization (GLO).
  6. 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 101493, University Library of Munich, Germany.
  7. Mudiangombe, Benjamin & Muteba Mwamba, John Weirstrass, 2019. "Dependence Structure of Insurance Credit Default Swaps," MPRA Paper 97335, University Library of Munich, Germany.
  8. 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 97338, University Library of Munich, Germany.
  9. Muteba Mwamba, John Weirstrass & Mhlophe, Bongani, 2019. "Modelling Asset Correlations of Revolving Loan Defaults in South Africa," MPRA Paper 97340, University Library of Munich, Germany.
  10. Kouadio, Jean Joel & Mwamba, Muteba & Bonga-Bonga, Lumengo, 2019. "Empirical evidence of systemic tail risk premium in the Johannesburg Stock Exchange," MPRA Paper 96570, University Library of Munich, Germany.
  11. 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 201686, University of Pretoria, Department of Economics.
  12. Christophe Andre & Rangan Gupta & John W. Muteba Mwamba, 2016. "Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas," Working Papers 201635, University of Pretoria, Department of Economics.
  13. 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 201596, University of Pretoria, Department of Economics.
  14. 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 201582, University of Pretoria, Department of Economics.
  15. 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 62028, University Library of Munich, Germany.
  16. Rangan Gupta & Roula Inglesi-Lotz & John W. Muteba Mwamba, 2015. "Energy Demand in South Africa: Is it Asymmetric?," Working Papers 201560, University of Pretoria, Department of Economics.
  17. 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 201579, University of Pretoria, Department of Economics.
  18. Muteba Mwamba, John, 2014. "Another reason why the efficient market hypothesis is fuzzy," MPRA Paper 64383, University Library of Munich, Germany.
  19. Muteba Mwamba, John Weirstrass & Webb, Daniel, 2014. "The predictability of asset returns in the BRICS countries: a nonparametric approach," MPRA Paper 72880, University Library of Munich, Germany, revised 15 Nov 2014.
  20. 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 64389, University Library of Munich, Germany.
  21. 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 64386, University Library of Munich, Germany.
  22. 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 201480, University of Pretoria, Department of Economics.
  23. Muteba Mwamba, John & Mokwena, Paula, 2013. "International diversification and dependence structure of equity portfolios during market crashes: the Archimedean copula approach," MPRA Paper 64384, University Library of Munich, Germany.
  24. Muteba Mwamba, John, 2013. "Posterior outperformance, selectivity and market timing skills in hedge funds: do they persist altogether?," MPRA Paper 64388, University Library of Munich, Germany.
  25. 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 47819, University Library of Munich, Germany, revised 19 Jun 2013.
  26. Muteba Mwamba, John & Mhlanga, Isaah, 2013. "Extreme conditional value at risk: a coherent scenario for risk management," MPRA Paper 64387, University Library of Munich, Germany.
  27. Muteba Mwamba, John, 2012. "On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model," MPRA Paper 50323, University Library of Munich, Germany.
  28. Muteba Mwamba, John & Suteni, Mwambi, 2010. "An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio," MPRA Paper 50240, University Library of Munich, Germany.
    repec:rza:wpaper:709 is not listed on IDEAS
    repec:rza:wpaper:408 is not listed on IDEAS

Articles

  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, vol. 13(1), pages 1-18, January.
  2. 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, vol. 17(1), pages 25-41, January.
  3. 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, vol. 12(1), pages 2345437-234, December.
  4. 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, vol. 12(1), pages 2382375-238, December.
  5. 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, vol. 11(2), pages 1-19, June.
  6. 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, vol. 11(1), pages 2181281-218, December.
  7. 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, vol. 16(7), pages 1-29, July.
  8. 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, vol. 10(1), pages 1-19, March.
  9. 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, vol. 10(11), pages 1-9, November.
  10. 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, vol. 10(3), pages 1-30, August.
  11. Oliver Takawira & John W. Muteba Mwamba, 2022. "Sovereign Credit Ratings Analysis Using the Logistic Regression Model," Risks, MDPI, vol. 10(4), pages 1-24, March.
  12. 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, vol. 23(2), pages 36-49.
  13. Dimingo, Roselyn & Muteba Mwamba, John W. & Bonga-Bonga, Lumengo, 2021. "Prediction of Stock Market Direction: Application of Machine Learning Models," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 74(4), pages 499-536.
  14. 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, vol. 11(2), pages 58-69.
  15. 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, vol. 9(2), pages 1-17, May.
  16. 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, vol. 9(2), pages 1-22, May.
  17. J. W. Muteba Mwamba & Mathias Manguzvane, 2020. "Contagion risk in african sovereign debt markets: A spatial econometrics approach," International Finance, Wiley Blackwell, vol. 23(3), pages 506-536, December.
  18. 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, vol. 59(4), pages 1573-1604, October.
  19. 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, vol. 8(4), pages 279-299.
  20. 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, vol. 33(5), pages 624-641, September.
  21. 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, vol. 53(3), pages 155-167, Summer.
  22. 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, vol. 25(C), pages 131-136.
  23. Kolade Sunday Adesina & John Muteba Mwamba, 2018. "Linking bank regulatory capital buffer to business cycle fluctuations," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 45(3), pages 565-585, August.
  24. 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, vol. 20(1), pages 39-65.
  25. 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, vol. 10(2), pages 103-119.
  26. 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, vol. 6(1), pages 1512366-151, January.
  27. 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, vol. 42(C), pages 60-82.
  28. MUTEBA MWAMBA, John Weirstrass & MANTSHIMULI, Lamukanyani, 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, vol. 70(2), pages 165-192.
  29. 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, vol. 41(3), pages 226-238, September.
  30. 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, vol. 19(1), pages 23-44.
  31. 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, vol. 39(4), pages 493-514, October.
  32. 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, vol. 13(1), pages 63-82.
  33. 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, vol. 44(3), pages 377-386, September.
  34. 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, vol. 28(3), pages 319-331, September.
  35. 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, vol. 80(1), pages 91-105, March.
  36. 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, vol. 80(4), pages 459-472, December.
  37. John Mwamba, 2011. "Predictability of Stock Price Behaviour in South Africa: A Non-Parametric Approach," The African Finance Journal, Africagrowth Institute, vol. 13(1), pages 14-27.
  38. 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, vol. 79(2), pages 173-183, June.
  39. 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, vol. 79(3), pages 301-311, September.
    RePEc:eme:mfipps:mf-01-2016-0015 is not listed on IDEAS

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 21 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (7) 2015-01-14 2015-05-30 2019-10-28 2020-01-13 2020-01-13 2020-01-27 2021-03-01. Author is listed
  2. NEP-FOR: Forecasting (4) 2015-02-28 2015-12-28 2015-12-28 2016-12-11
  3. NEP-ORE: Operations Research (4) 2015-05-30 2016-12-11 2019-10-28 2020-01-13
  4. NEP-AGR: Agricultural Economics (3) 2021-07-26 2021-10-25 2021-12-13
  5. NEP-DEV: Development (3) 2021-07-26 2021-10-25 2021-12-13
  6. NEP-ENV: Environmental Economics (3) 2021-07-26 2021-10-25 2021-12-13
  7. NEP-MAC: Macroeconomics (3) 2015-05-30 2015-10-25 2015-12-28
  8. NEP-URE: Urban and Real Estate Economics (3) 2015-10-25 2015-12-28 2016-04-30
  9. NEP-AFR: Africa (2) 2013-07-05 2021-12-13
  10. NEP-BAN: Banking (2) 2020-01-13 2020-09-21
  11. NEP-HIS: Business, Economic and Financial History (2) 2013-07-05 2015-10-25
  12. NEP-SEA: South East Asia (2) 2020-01-13 2021-03-01
  13. NEP-BIG: Big Data (1) 2020-04-06
  14. NEP-CFN: Corporate Finance (1) 2015-02-28
  15. NEP-CIS: Confederation of Independent States (1) 2020-01-13
  16. NEP-CMP: Computational Economics (1) 2020-04-06
  17. NEP-ENE: Energy Economics (1) 2015-10-25
  18. NEP-FDG: Financial Development and Growth (1) 2020-09-21
  19. NEP-FMK: Financial Markets (1) 2020-04-06
  20. NEP-HME: Heterodox Microeconomics (1) 2019-10-28
  21. NEP-IAS: Insurance Economics (1) 2020-01-27
  22. NEP-INT: International Trade (1) 2015-05-30
  23. NEP-UPT: Utility Models and Prospect Theory (1) 2019-10-28

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