Browsing All of Digital Archive by Person Cepni, Oguzhan
Showing results 1 to 7 of 7
Year of Publication | Title | Person(s) |
2023 | Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model | Salisu, Afees A.; Liao, Wenting; Gupta, Rangan; Cepni, Oguzhan |
2023 | Financial stress and realized volatility : the case of agricultural commodities | Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian |
2024 | Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attention | Cepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian |
2023 | Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models | Liu, Ruipeng; Segnon, Mawuli; Cepni, Oguzhan; Gupta, Rangan |
2024 | Predicting the conditional distribution of US stock market systemic stress : the role of climate risks | Caporin, Massimiliano; Caraiani, Petre; Cepni, Oguzhan; Gupta, Rangan |
2023 | Time-varying effects of extreme weather shocks on output growth of the United States | Sheng, Xin; Gupta, Rangan; Cepni, Oguzhan |
2021 | The time-varying impact of uncertainty shocks on the comovement of regional housing prices of the United Kingdom | Cepni, Oguzhan; Marfatia, Hardik A.; Gupta, Rangan |