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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 - 2021
Persistent link: https://www.econbiz.de/10012661143
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Influence of local and global economic policy uncertainty on the volatility of US state-level equity returns : evidence from a GARCH-MIDAS approach with shrinkage and cluster analysis
Candila, Vincenzo; Cepni, Oguzhan; Gallo, Giampiero M.; … - 2024
Persistent link: https://www.econbiz.de/10015051333
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Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility
Bouri, Elie; Cepni, Oguzhan; Gupta, Rangan; Liu, Ruipeng - 2024
Persistent link: https://www.econbiz.de/10015066784
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The role of uncertainty in forecasting realized covariance of US state-level stock returns : a reverse-MIDAS approach
Luo, Jiawen; Fu, Shengjie; Cepni, Oguzhan; Gupta, Rangan - 2025
Persistent link: https://www.econbiz.de/10015195194
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Unveiling true connectedness in US state-level stock markets : the role of common factors
Caporin, Massimiliano; Cepni, Oguzhan; Gupta, Rangan - 2025
Persistent link: https://www.econbiz.de/10015326254
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Machine learning and the forecastability of cross-sectional realized variance : the role of realized moments
Plakandaras, Vasilios; Bonato, Matteo; Gupta, Rangan; … - 2025
Persistent link: https://www.econbiz.de/10015398295
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Predicting the conditional distribution of US stock market systemic stress : the role of climate risks
Caporin, Massimiliano; Caraiani, Petre; Cepni, Oguzhan; … - 2024
Persistent link: https://www.econbiz.de/10014496364
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Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng; Segnon, Mawuli; Cepni, Oguzhan; Gupta, Rangan - 2023
Persistent link: https://www.econbiz.de/10014448138
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Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - 2024
Persistent link: https://www.econbiz.de/10014505046
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Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2024
Persistent link: https://www.econbiz.de/10014505054