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ZBW - Digitales Archiv
University of Pretoria
Department of Economics, University of Pretoria
Department of Economics working paper series
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University of Pretoria
Department of Economics, University of Pretoria
Department of Economics working paper series
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Results 1-7 of 7.
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Year of Publication
Title
Person(s)
2024
Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attention
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
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
Financial stress and realized volatility : the case of agricultural commodities
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
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
Time-varying effects of extreme weather shocks on output growth of the United States
Sheng, Xin
;
Gupta, Rangan
;
Cepni, Oguzhan
2023
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
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
Person
1
Segnon, Mawuli
1
Sheng, Xin
.
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English (eng)