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Showing 14 out of a total of 14 results for collection: Postprints (Articles).
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Return connectedness across asset classes around the COVID-19 outbreak
Bouri, Elie
;
Cepni, Oguzhan
;
Gabauer, David
;
Gupta, Rangan
(
Elsevier
,
2021-01
)
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Wiley
,
2022-03
)
Variants of consumption-wealth ratios and predictability of U.S. government bond risk premia
Cepni, Oguzhan
;
Gupta, Rangan
;
Wohar, Mark E.
(
Wiley
,
2021-06
)
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
(
Routledge
,
2023
)
Persistence of state-level uncertainty of the United States : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Cepni, Oguzhan
(
Elsevier
,
2022-06
)
Interest rate uncertainty and the predictability of bank revenues
Cepni, Oguzhan
;
Demirer, Riza
;
Gupta, Rangan
;
Sensoy, Ahmet
(
Wiley
,
2022-12
)
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2023-01
)
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Cepni, Oguzhan
;
Gupta, Rangan
;
Pienaar, Daniel
;
Pierdzioch, Christian
(
Elsevier
,
2022-10
)
Oil price shocks and yield curve dynamics in emerging markets
Cepni, Oguzhan
;
Gupta, Rangan
(
Elsevier
,
2022-07
)
The effects of climate risks on economic activity in a panel of US states : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Cepni, Oguzhan
(
Elsevier
,
2022-04
)
Climate risks and predictability of the trading volume of gold : evidence from an INGARCH model
Karmakar, Sayar
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Rognone, Lavinia
(
Elsevier
,
2023-05
)
Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts : a note
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Wiley
,
2022-09
)
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
(
Elsevier
,
2023-06
)
Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment
Cepni, Oguzhan
;
Gupta, Rangan
(
Elsevier
,
2021-11
)
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Cepni, Oguzhan (14)
Gupta, Rangan (14)
Pierdzioch, Christian (4)
Bonato, Matteo (3)
Sheng, Xin (2)
Bouri, Elie (1)
Christou, Christina (1)
Demirer, Riza (1)
Gabauer, David (1)
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Climate risks (5)
Forecasting (5)
United States (US) (5)
SDG-08: Decent work and economic growth (3)
Uncertainty (3)
Impulse response functions (2)
Nonlinear local projections (2)
Oil price (2)
Out-of-sample forecasts (2)
Real estate investment trust (REIT) (2)
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2022 (7)
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2021 (3)
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