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The role of an aligned investor sentiment index in predicting bond risk premia of the U.S
Çepni, Oğuzhan; Güney, Ethem; Gupta, Rangan; Wohar, … - In: Journal of financial markets 51 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10013536291
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The role of investor sentiment in forecasting housing returns in China : a machine learning approach
Cepni, Oguzhan; Gupta, Rangan; Onay, Yigit - In: Journal of forecasting 41 (2022) 8, pp. 1725-1740
Persistent link: https://www.econbiz.de/10013465745
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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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Conventional and unconventional shadow rates and the US state-level stock returns : evidence from non-stationary heterogeneous panels
Salisu, Afees A.; Isah, Kazeem O.; Cepni, Oguzhan - In: The quarterly review of economics and finance 97 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10015188320
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The dynamics of US REITs returns to uncertainty shocks : a proxy SVAR approach
Cepni, Oguzhan; Dul, Wiehan; Gupta, Rangan; Wohar, Mark E. - In: Research in international business and finance 58 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10013286183
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Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of forecasting 41 (2022) 2, pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
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Return connectedness across asset classes around the COVID-19 outbreak
Bouri, Elie; Cepni, Oguzhan; Gabauer, David; Gupta, Rangan - In: International review of financial analysis 73 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012803742
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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