Details about Nico Frederick Katzke

Access statistics for papers by Nico Frederick Katzke.

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

Short-id: pka859

Working Papers

2015

1. Do Long Memory and Asymmetries Matter When Assessing Downside Return Risk?
   Working Papers, Stellenbosch University, Department of Economics View citations (2)
2. Do Precious Metal Prices Help in Forecasting South African Inflation?
   Working Papers, Stellenbosch University, Department of Economics View citations (1)
   Also in Working Papers, Eastern Mediterranean University, Department of Economics (2015)
   See also Journal Article Do precious metal prices help in forecasting South African inflation?, The North American Journal of Economics and Finance, Elsevier (2017) View citations (4) (2017)
3. Identifying Periods of US Housing Market Explosivity
   Working Papers, Stellenbosch University, Department of Economics View citations (1)
   Also in Working Papers, Eastern Mediterranean University, Department of Economics (2015) View citations (1)
   Working Papers, University of Pretoria, Department of Economics (2015) View citations (2)
4. Mark-ups and competition: a comparison of the profitability of listed South African industrial companies
   Working Papers, Stellenbosch University, Department of Economics View citations (4)

2014

5. Date Stamping Historical Oil Price Bubbles: 1876-2014
   Working Papers, University of Pretoria, Department of Economics View citations (3)

2013

6. South African Sector Return Correlations: using DCC and ADCC Multivariate GARCH techniques to uncover the underlying dynamics
   Working Papers, Stellenbosch University, Department of Economics View citations (10)

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 View citations (4)
   See also Working Paper Do Precious Metal Prices Help in Forecasting South African Inflation?, Working Papers (2015) View citations (1) (2015)