Narrow search
Showing 1 - 10 of 15
Cover Image
The impact of geopolitical risks on stock market dynamics : evidence from Turkey
Güney, Ethem - 2020
Persistent link: https://www.econbiz.de/10012816254
Cover Image
Oil shocks and state-level stock market volatility of the United States : a GARCH-MIDAS approach
Salisu, Afees A.; Gupta, Rangan; Cepni, Oguzhan; … - In: Review of quantitative finance and accounting 63 (2024) 4, pp. 1473-1510
Persistent link: https://www.econbiz.de/10015178531
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Climate risks and state-level stock market realized volatility
Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of financial markets 66 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Cover Image
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of forecasting 43 (2024) 2, pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Cover Image
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
Cover Image
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
Cover Image
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