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Details about Nico Frederick Katzke

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Workplace:Department of Economics, Fakulteit Ekonomiese en Bestuurswetenskappe (Faculty of Economic and Management Sciences), University of Stellenbosch, (more information at EDIRC)

Access statistics for papers by Nico Frederick Katzke.

Last updated 2017-06-12. Update your information in the RePEc Author Service.

Short-id: pka859


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Working Papers

2015

  1. Do Long Memory and Asymmetries Matter When Assessing Downside Return Risk?
    Working Papers, Stellenbosch University, Department of Economics Downloads View citations (2)
  2. Do Precious Metal Prices Help in Forecasting South African Inflation?
    Working Papers, Eastern Mediterranean University, Department of Economics Downloads
    Also in Working Papers, Stellenbosch University, Department of Economics (2015) Downloads View citations (1)

    See also Journal Article in The North American Journal of Economics and Finance (2017)
  3. Identifying Periods of US Housing Market Explosivity
    Working Papers, Stellenbosch University, Department of Economics Downloads View citations (1)
    Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (1)
    Working Papers, Eastern Mediterranean University, Department of Economics (2015) Downloads View citations (1)
  4. Mark-ups and competition: a comparison of the profitability of listed South African industrial companies
    Working Papers, Stellenbosch University, Department of Economics Downloads View citations (1)

2014

  1. Date Stamping Historical Oil Price Bubbles: 1876-2014
    Working Papers, University of Pretoria, Department of Economics View citations (2)

2013

  1. South African Sector Return Correlations: using DCC and ADCC Multivariate GARCH techniques to uncover the underlying dynamics
    Working Papers, Stellenbosch University, Department of Economics Downloads View citations (5)

Journal Articles

2017

  1. Do precious metal prices help in forecasting South African inflation?
    The North American Journal of Economics and Finance, 2017, 40, (C), 63-72 Downloads View citations (2)
    See also Working Paper (2015)
 
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