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Time-Varying effects of extreme weather shocks on output growth of the United States
Sheng, Xin; Gupta, Rangan; Cepni, Oguzhan - In: Finance research letters 70 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10015194466
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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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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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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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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 - Prima edizione
Persistent link: https://www.econbiz.de/10015099066
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Persistence of state-level uncertainty of the United States : the role of climate risks
Sheng, Xin; Gupta, Rangan; Cepni, Oguzhan - In: Economics letters 215 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013448252
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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