Browse by Authors

5 July 2014

Muteba Mwamba, John Weirstrass and Webb, Daniel (2014): The predictability of asset returns in the BRICS countries: a nonparametric approach.

14 August 2019

Muteba Mwamba, John Weirstrass and Mhlophe, Bongani (2019): Modelling Asset Correlations of Revolving Loan Defaults in South Africa.

5 September 2019

Mudiangombe, Benjamin and Muteba Mwamba, John Weirstrass (2019): Dependence Structure of Insurance Credit Default Swaps.

3 December 2019

Muteba Mwamba, John Weirstrass and Tchuinkam Djemo, Charles Raoul (2019): Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective.

28 March 2020

Eita, Joel Hinaunye and Ngobese, Sibusiso Blessing and Muteba Mwamba, John Weirstrass (2020): An empirical analysis of systemic and macroeconomic risk in South Africa: an application of the quantile regression.

23 February 2021

Montshioa, Keitumetse and Muteba Mwamba, John Weirstrass and Bonga-Bonga, Lumengo (2021): Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies.