Nico Frederick Katzke
Personal Details
First Name: | Nico |
Middle Name: | Frederick |
Last Name: | Katzke |
Suffix: | |
RePEc Short-ID: | pka859 |
| |
Affiliation
Department of Economics
Faculty of Economic and Management Sciences
University of Stellenbosch
Stellenbosch, South Africahttp://www.ekon.sun.ac.za/
RePEc:edi:desunza (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Nico Katzke & Chris Garbers, 2015. "Do Long Memory and Asymmetries Matter When Assessing Downside Return Risk?," Working Papers 06/2015, Stellenbosch University, Department of Economics.
- Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015.
"Do Precious Metal Prices Help in Forecasting South African Inflation?,"
Working Papers
03/2015, Stellenbosch University, Department of Economics.
- Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2017. "Do precious metal prices help in forecasting South African inflation?," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 63-72.
- Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers 201510, University of Pretoria, Department of Economics.
- Mehmet Balcilar & NICO KATZKE & Rangan Gupta, 2015. "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers 15-05, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015.
"Identifying Periods of US Housing Market Explosivity,"
Working Papers
201544, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Identifying Periods of US Housing Market Explosivity," Working Papers 08/2015, Stellenbosch University, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Nico Frederick Katzke, 2015. "Identifying Periods of US Housing Market Explosivity," Working Papers 15-03, Eastern Mediterranean University, Department of Economics.
- Stan du Plessis & Nico Katzke & Evan Gilbert & Chris Hart, 2015. "Mark-ups and competition: a comparison of the profitability of listed South African industrial companies," Working Papers 02/2015, Stellenbosch University, Department of Economics.
- Itamar Caspi & Nico Katzke & Rangan Gupta, 2014.
"Date Stamping Historical Oil Price Bubbles: 1876-2014,"
Working Papers
201445, University of Pretoria, Department of Economics.
- Itamar Caspi & Nico Katzke & Rangan Gupta, 2014. "Date stamping historical oil price bubbles: 1876 - 2014," Working Papers 20/2014, Stellenbosch University, Department of Economics.
- Nico Katzke, 2013. "South African Sector Return Correlations: using DCC and ADCC Multivariate GARCH techniques to uncover the underlying dynamics," Working Papers 17/2013, Stellenbosch University, Department of Economics.
Articles
- Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2017.
"Do precious metal prices help in forecasting South African inflation?,"
The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 63-72.
- Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers 201510, University of Pretoria, Department of Economics.
- Mehmet Balcilar & NICO KATZKE & Rangan Gupta, 2015. "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers 15-05, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers 03/2015, Stellenbosch University, Department of Economics.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Nico Katzke & Chris Garbers, 2015.
"Do Long Memory and Asymmetries Matter When Assessing Downside Return Risk?,"
Working Papers
06/2015, Stellenbosch University, Department of Economics.
Cited by:
- Cakan Esin & Rangan Gupta, 2017.
"Does the US. macroeconomic news make the South African stock market riskier?,"
Journal of Developing Areas, Tennessee State University, College of Business, vol. 51(4), pages 17-27, October-D.
- Esin Cakan & Rangan Gupta, 2016. "Does U.S. Macroeconomic News Make the South African Stock Market Riskier?," Working Papers 201646, University of Pretoria, Department of Economics.
- Pramod Kumar Naik & Rangan Gupta & Puja Padhi, 2018.
"The Relationship Between Stock Market Volatility And Trading Volume: Evidence From South Africa,"
Journal of Developing Areas, Tennessee State University, College of Business, vol. 52(1), pages 99-114, January-M.
- Pramod Kumar Naik & Rangan Gupta & Puja Padhi, 2016. "The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa," Working Papers 201689, University of Pretoria, Department of Economics.
- Cakan Esin & Rangan Gupta, 2017.
"Does the US. macroeconomic news make the South African stock market riskier?,"
Journal of Developing Areas, Tennessee State University, College of Business, vol. 51(4), pages 17-27, October-D.
- Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015.
"Do Precious Metal Prices Help in Forecasting South African Inflation?,"
Working Papers
03/2015, Stellenbosch University, Department of Economics.
- Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2017. "Do precious metal prices help in forecasting South African inflation?," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 63-72.
- Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers 201510, University of Pretoria, Department of Economics.
- Mehmet Balcilar & NICO KATZKE & Rangan Gupta, 2015. "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers 15-05, Eastern Mediterranean University, Department of Economics.
Cited by:
- Das, Sonali & Demirer, Riza & Gupta, Rangan & Mangisa, Siphumlile, 2019.
"The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis,"
Structural Change and Economic Dynamics, Elsevier, vol. 50(C), pages 132-147.
- Sonali Das & Riza Demirer & Rangan Gupta & Siphumlile Mangisa, 2019. "The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis," Working Papers 201908, University of Pretoria, Department of Economics.
- Chang, Carolyn W. & Wang, Yu-Jen & Yu, Min-Teh, 2020. "Catastrophe bond spread and hurricane arrival frequency," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Panpan Zhu & Qingjie Zhou & Yinpeng Zhang, 2024. "Investor attention and consumer price index inflation rate: Evidence from the United States," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-12, December.
- Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015.
"Identifying Periods of US Housing Market Explosivity,"
Working Papers
201544, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Identifying Periods of US Housing Market Explosivity," Working Papers 08/2015, Stellenbosch University, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Nico Frederick Katzke, 2015. "Identifying Periods of US Housing Market Explosivity," Working Papers 15-03, Eastern Mediterranean University, Department of Economics.
Cited by:
- Mehmet Balcilar & Rangan Gupta & Charl Jooste & Mark E. Wohar, 2016.
"Periodically Collapsing Bubbles in the South African Stock Market,"
Working Papers
201624, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Jooste, Charl & Wohar, Mark E., 2016. "Periodically collapsing bubbles in the South African stock market," Research in International Business and Finance, Elsevier, vol. 38(C), pages 191-201.
- Laurie Binge & Willem H Boshoff, 2016. "Modelling South African Art Prices: An analysis of post-2000 price behaviour," Working Papers 18/2016, Stellenbosch University, Department of Economics.
- Stan du Plessis & Nico Katzke & Evan Gilbert & Chris Hart, 2015.
"Mark-ups and competition: a comparison of the profitability of listed South African industrial companies,"
Working Papers
02/2015, Stellenbosch University, Department of Economics.
Cited by:
- Ciaran Driver, 2019. "Trade liberalization and South African manufacturing: Looking back with data," WIDER Working Paper Series wp-2019-30, World Institute for Development Economic Research (UNU-WIDER).
- Johannes Fedderke & Nonso Obikili & Nicola Viegi, 2018.
"Markups and Concentration in South African Manufacturing Sectors: An Analysis with Administrative Data,"
South African Journal of Economics, Economic Society of South Africa, vol. 86(S1), pages 120-140, January.
- Johannes Fedderke & Nonso Obikili & Nicola Viegi, 2016. "Markups and concentration in South African manufacturing sectors: An analysis with administrative data," WIDER Working Paper Series wp-2016-40, World Institute for Development Economic Research (UNU-WIDER).
- Joshua Budlender, 2019. "Markups and market structure in South Africa: What can be learnt from new administrative data?," WIDER Working Paper Series wp-2019-58, World Institute for Development Economic Research (UNU-WIDER).
- Willem H. Boshoff, 2013. "Why define markets in competition cases?," Working Papers 10/2013, Stellenbosch University, Department of Economics.
- Itamar Caspi & Nico Katzke & Rangan Gupta, 2014.
"Date Stamping Historical Oil Price Bubbles: 1876-2014,"
Working Papers
201445, University of Pretoria, Department of Economics.
- Itamar Caspi & Nico Katzke & Rangan Gupta, 2014. "Date stamping historical oil price bubbles: 1876 - 2014," Working Papers 20/2014, Stellenbosch University, Department of Economics.
Cited by:
- Iliyasu, Jamilu & Rafindadi Sanusi, Aliyu & Suleiman, Dahiru, 2019. "Testing For Multiple Bubble Episodes In Nigerian Stock Exchange Market," Ilorin Journal of Economic Policy, Department of Economics, University of Ilorin, vol. 6(6), pages 13-26, June.
- Panagiotis Petris & George Dotsis & Panayotis Alexakis, 2022. "Bubble tests in the London housing market: A borough level analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1044-1063, January.
- Figuerola-Ferretti, Isabel & McCrorie, J. Roderick & Paraskevopoulos, Ioannis, 2020. "Mild explosivity in recent crude oil prices," Energy Economics, Elsevier, vol. 87(C).
- Ayben Koy, 2022. "Regime Switching Mechanism during Energy Futures Price Bubbles," International Journal of Energy Economics and Policy, Econjournals, vol. 12(1), pages 373-382.
- Gomis-Porqueras, Pedro & Shi, Shuping & Tan, David, 2022.
"Gold as a financial instrument,"
Journal of Commodity Markets, Elsevier, vol. 27(C).
- Gomis-Porqueras, Pedro & Shi, Shuping & Tan, David, 2020. "Gold as a Financial Instrument," MPRA Paper 102782, University Library of Munich, Germany.
- Caramugan, Karlo Martin & Bayacag, Purisima, 2016. "Price Bubble in Selected ASEAN Agricultural Exports: An Application of the Generalized Supremum Augmented Dickey Fuller," MPRA Paper 74807, University Library of Munich, Germany.
- Ghassen El Montasser & Rangan Gupta & Andre Luis Martins & Peter Wanke, 2014.
"Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil?,"
Working Papers
201479, University of Pretoria, Department of Economics.
- El Montasser, Ghassen & Gupta, Rangan & Martins, Andre Luis & Wanke, Peter, 2015. "Are there multiple bubbles in the ethanol–gasoline price ratio of Brazil?," Renewable and Sustainable Energy Reviews, Elsevier, vol. 52(C), pages 19-23.
- Nico Katzke, 2013.
"South African Sector Return Correlations: using DCC and ADCC Multivariate GARCH techniques to uncover the underlying dynamics,"
Working Papers
17/2013, Stellenbosch University, Department of Economics.
Cited by:
- Škrinjarić Tihana, 2015. "Measuring Dynamics of Risk and Performance of Sector Indices on Zagreb Stock Exchange," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 1(1-2), pages 27-41, December.
- Škrinjarić Tihana & Šego Boško, 2016. "Dynamic Portfolio Selection on Croatian Financial Markets: MGARCH Approach," Business Systems Research, Sciendo, vol. 7(2), pages 78-90, September.
- Parul Bhatia & Priya Gupta, 2020. "Sub-prime Crisis or COVID-19: A Comparative Analysis of Volatility in Indian Banking Sectoral Indices," FIIB Business Review, , vol. 9(4), pages 286-299, December.
- Ashfaq, Saleha & Tang, Yong & Maqbool, Rashid, 2019. "Volatility spillover impact of world oil prices on leading Asian energy exporting and importing economies’ stock returns," Energy, Elsevier, vol. 188(C).
- Robiyanto Robiyanto & Rihfenti Ernayani & Rendi Susiswo Ismail, 2019. "Formulation Of A Dynamic Portfolio With Stocks And Fixed-Income Instruments In The Indonesian Capital Market," Organizations and Markets in Emerging Economies, Faculty of Economics, Vilnius University, vol. 10(1).
- Amira Akl Ahmed & Rania Ihab Naguib, 2018. "DCCs among Sector Indexes and Dynamic Causality between Foreign Exchange and Equity Sector Volatility: Evidence from Egypt," Applied Economics and Finance, Redfame publishing, vol. 5(1), pages 14-28, January.
- Rafique, Amir & Iqbal, Khurram & Zakaria, Muhammad & Mujtaba, Ghulam, 2019. "Investigating ICAPM with mean-reverting dynamic conditional correlation: Evidence from an emerging stock exchange," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 514-523.
- Morema, Kgotso & Bonga-Bonga, Lumengo, 2018. "The impact of oil and gold price fluctuations on the South African equity market: volatility spillovers and implications for portfolio management," MPRA Paper 87637, University Library of Munich, Germany.
Articles
- Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2017.
"Do precious metal prices help in forecasting South African inflation?,"
The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 63-72.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers 201510, University of Pretoria, Department of Economics.
- Mehmet Balcilar & NICO KATZKE & Rangan Gupta, 2015. "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers 15-05, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers 03/2015, Stellenbosch University, Department of Economics.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
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 9 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.- NEP-AFR: Africa (3) 2013-09-24 2015-03-22 2015-03-27
- NEP-URE: Urban and Real Estate Economics (3) 2015-06-27 2015-07-25 2016-03-06
- NEP-FOR: Forecasting (2) 2015-03-27 2015-04-11
- NEP-RMG: Risk Management (2) 2014-09-08 2015-04-11
- NEP-CBA: Central Banking (1) 2015-03-27
- NEP-ENE: Energy Economics (1) 2014-09-08
- NEP-GER: German Papers (1) 2015-08-30
- NEP-HIS: Business, Economic and Financial History (1) 2014-09-08
- NEP-MAC: Macroeconomics (1) 2015-03-27
- NEP-MON: Monetary Economics (1) 2015-03-27
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