Bio: Nico Katzke
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Type
Journal article
Date
2019
2018
2017
FTSE JSE Index migration - Testing for a tradeable index effect
Pulished in Investment Analysts Journal (2019)
Nico Katzke
,
Charlotte van Tiddens
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DOI
Do precious metal prices help in forecasting South African inflation?
Published in North American Journal of Economics and Finance (2017)
Nico Katzke
,
Mehmet Balcilar
,
Rangan Gupta
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Date stamping historical periods of oil price explosivity - 1876–2014
Published in Energy Economics (2018)
Nico Katzke
,
Itamar Caspi
,
Rangan Gupta
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Date-stamping US housing market explosivity
Pulished in Economics - The Open-Access, Open-Assessment E-Journal
Nico Katzke
,
Mehmet Balcilar
,
Rangan Gupta
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DOI
Do long memory and asymmetries matter when assessing downside return risk?
Published in Investment Analysts Journal (2018)
Nico Katzke
,
Chris Garbers
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