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Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes
Cepni, Oguzhan; Güney, Ethem; Swanson, Norman R. - In: International journal of forecasting 35 (2019) 2, pp. 555-572
Persistent link: https://www.econbiz.de/10012300700
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Monitoring and forecasting cyclical dynamics in bank credits : evidence from Turkish banking sector
Çolak, Mehmet Selman; Güney, Ethem; Şenol, Ahmet; … - Türkiye Cumhuriyet Merkez Bankası - 2019
Persistent link: https://www.econbiz.de/10012110290
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Do local and global factors impact the emerging markets's sovereign yield curves? : evidence from a data-rich environment
Çepni, Oğuzhan; Güney, Ethem; Küçüksaraç, Doruk; … - 2020
Persistent link: https://www.econbiz.de/10012939732
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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
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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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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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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
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Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen; Fu, Shengjie; Cepni, Oguzhan; Gupta, Rangan - 2024
Persistent link: https://www.econbiz.de/10014529004
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How local is the local inflation factor? : evidence from Emerging European Countries
Cepni, Oguzhan; Clements, Michael P. - 2021
Persistent link: https://www.econbiz.de/10013166300