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Variants of consumption-wealth ratios and predictability of U.S. government bond risk premia
Cepni, Oguzhan
;
Gupta, Rangan
;
Wohar, Mark E.
(
Wiley
,
2021-06
)
The role of real estate uncertainty in predicting US home sales growth : evidence from a quantiles-based Bayesian model averaging approach
Cepni, Oguzhan
;
Gupta, Rangan
;
Wohar, Mark E.
(
Routledge
,
2020
)
The role of an aligned investor sentiment index in predicting bond risk premia of the U.S
Cepni, Oguzhan
;
Guney, I. Ethem
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2020-11
)
The dynamics of U.S. REITs returns to uncertainty shocks : a proxy SVAR approach
Cepni, Oguzhan
;
Dul, Wiehan
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2021-12
)
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Author
Cepni, Oguzhan (4)
Gupta, Rangan (4)
Wohar, Mark E. (4)
Dul, Wiehan (1)
Guney, I. Ethem (1)
Subject
Out-of-sample forecasts (2)
Bayesian model averaging (BMA) (1)
Bond premia (1)
Bond risk premia (1)
Consumption-wealth ratios (1)
Global financial crisis (GFC) (1)
Home sales (1)
In-sample predictability (1)
Investor attention (1)
Investor sentiment (1)
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2021 (2)
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