Source Themes

FTSE JSE Index migration - Testing for a tradeable index effect

Pulished in Investment Analysts Journal (2019)

Do precious metal prices help in forecasting South African inflation?

Published in North American Journal of Economics and Finance (2017)

Date stamping historical periods of oil price explosivity - 1876–2014

Published in Energy Economics (2018)

Rbot

Control R from your phone.

Texevier

On github. Formal Writing package in R

rmsfuns

Published on CRAN. Miscellaneous R functions

tbl2xts

Published on CRAN. Easy conversion between tbl & xts

Date-stamping US housing market explosivity

Pulished in Economics - The Open-Access, Open-Assessment E-Journal

Do long memory and asymmetries matter when assessing downside return risk?

Published in Investment Analysts Journal (2018)