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Publications

by alumni of

Copenhagen Business School
København, Denmark

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2024

  1. Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024. "Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention," Working Papers 202401, University of Pretoria, Department of Economics.
  2. Massimiliano Caporin & Petre Caraiani & Oguzhan Cepni & Rangan Gupta, 2024. "Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks," Working Papers 202407, University of Pretoria, Department of Economics.
  3. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024. "Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty?," Working Papers 202408, University of Pretoria, Department of Economics.
  4. Afees A. Salisu & Ahamuefula E.Oghonna & Rangan Gupta & Oguzhan Cepni, 2024. "Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach," Working Papers 202409, University of Pretoria, Department of Economics.
  5. Xin Sheng & Rangan Gupta & Wenting Liao & Oguzhan Cepni, 2024. "The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks," Working Papers 202410, University of Pretoria, Department of Economics.
  6. Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2024. "Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes," Working Papers 202414, University of Pretoria, Department of Economics.
  7. Onur Polat & Rangan Gupta & Oguzhan Cepni & Qiang Ji, 2024. "Can Municipal Bonds Hedge US State-Level Climate Risks?," Working Papers 202419, University of Pretoria, Department of Economics.
  8. Jiawen Luo & Shengjie Fu & Oguzhan Cepni & Rangan Gupta, 2024. "Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging," Working Papers 202420, University of Pretoria, Department of Economics.
  9. Vincenzo Candila & Oguzhan Cepni & Giampiero M. Gallo & Rangan Gupta, 2024. "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," Working Papers 202437, University of Pretoria, Department of Economics.
  10. Gormsen, Niels Joachim & Huber, Kilian & Oh, Sangmin S., 2024. "Climate capitalists," Working Paper Series 2990, European Central Bank.
  11. Masao Fukui & Niels Joachim Gormsen & Kilian Huber, 2024. "Sticky Discount Rates," NBER Working Papers 32238, National Bureau of Economic Research, Inc.
  12. Niels Joachim Gormsen & Kilian Huber, 2024. "Firms' Perceived Cost of Capital," NBER Working Papers 32611, National Bureau of Economic Research, Inc.
  13. Claes Bäckman & Patrick Moran & Peter van Santen, 2024. "Mortgage Design, Repayment Schedules, and Household Borrowing," Finance and Economics Discussion Series 2024-077, Board of Governors of the Federal Reserve System (U.S.).
  14. Balakina, Olga & Bäckman, Claes & Parakhoniak, Anastasiia, 2024. "Beyond connectivity: Stock market participation in a network," SAFE Working Paper Series 416, Leibniz Institute for Financial Research SAFE.

2023

  1. Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2023. "Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India," Working Papers 202305, University of Pretoria, Department of Economics.
  2. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2023. "Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter?," Working Papers 202316, University of Pretoria, Department of Economics.
  3. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2023. "Financial Stress and Realized Volatility: The Case of Agricultural Commodities," Working Papers 202320, University of Pretoria, Department of Economics.
  4. Afees A. Salisu & Wenting Liao & Rangan Gupta & Oguzhan Cepni, 2023. "Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model," Working Papers 202323, University of Pretoria, Department of Economics.
  5. Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2023. "Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States," Working Papers 202324, University of Pretoria, Department of Economics.
  6. Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2023. "Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach," Working Papers 202327, University of Pretoria, Department of Economics.
  7. Afees A. Salisu & Rangan Gupta & Oguzhan Cepni, 2023. "Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach," Working Papers 202330, University of Pretoria, Department of Economics.
  8. Ruipeng Liu & Mawuli Segnon & Oguzhan Cepni & Rangan Gupta, 2023. "Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models," Working Papers 202340, University of Pretoria, Department of Economics.
  9. Gormsen, Niels Joachim & Huber, Kilian, 2023. "Corporate Discount Rates," CEPR Discussion Papers 18221, C.E.P.R. Discussion Papers.
  10. Mihir Gandhi & Niels Joachim Gormsen & Eben Lazarus, 2023. "Forward Return Expectations," NBER Working Papers 31687, National Bureau of Economic Research, Inc.

2022

  1. Oguzhan Cepni & Rangan Gupta & Daniel Pienaar & Christian Pierdzioch, 2022. "Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty?," Working Papers 202205, University of Pretoria, Department of Economics.
  2. Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2022. "The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty," Working Papers 202207, University of Pretoria, Department of Economics.
  3. Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2022. "Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks," Working Papers 202208, University of Pretoria, Department of Economics.
  4. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022. "Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates," Working Papers 202210, University of Pretoria, Department of Economics.
  5. Shixuan Wang & Rangan Gupta & Matteo Bonato & Oguzhan Cepni, 2022. "The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks," Working Papers 202219, University of Pretoria, Department of Economics.
  6. Renee van Eyden & Geoffrey Ngene & Oguzhan Cepni & Rangan Gupta, 2022. "The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States," Working Papers 202236, University of Pretoria, Department of Economics.
  7. Sayar Karmakar & Rangan Gupta & Oguzhan Cepni & Lavinia Rognone, 2022. "Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model," Working Papers 202241, University of Pretoria, Department of Economics.
  8. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022. "Climate Risks and State-Level Stock-Market Realized Volatility," Working Papers 202246, University of Pretoria, Department of Economics.
  9. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022. "Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment," Working Papers 202247, University of Pretoria, Department of Economics.
  10. Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma, 2022. "Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States," Working Papers 202251, University of Pretoria, Department of Economics.
  11. Oguzhan Cepni & Christina Christou & Rangan Gupta, 2022. "Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models," Working Papers 202252, University of Pretoria, Department of Economics.
  12. Jiawen Luo & Oguzhan Cepni & Riza Demirer & Rangan Gupta, 2022. "Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies," Working Papers 202258, University of Pretoria, Department of Economics.
  13. Emanuele Colonnelli & Niels Joachim Gormsen & Timothy McQuade, 2022. "Selfish Corporations," NBER Working Papers 30576, National Bureau of Economic Research, Inc.
    • Colonnelli, Emanuele & Gormsen, Niels Joachim, 2020. "Selfish Corporations," Working Papers 305, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
  14. Olga Balakina & Claes Bäckman & Andreas Hackethal & Tobin Hanspal & Dominique M. Lammer, 2022. "Good Peers, Good Apples? Peer Effects in Portfolio Quality," Economics Working Papers 2022-02, Department of Economics and Business Economics, Aarhus University.

2021

  1. Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan & Sensoy, Ahmet, 2021. "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers 2-2021, Copenhagen Business School, Department of Economics.
  2. Cepni, Oguzhan & Clements, Michael P., 2021. "How Local is the Local Inflation Factor? Evidence from Emerging European Countries," Working Papers 8-2021, Copenhagen Business School, Department of Economics.
  3. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2021. "Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis," Working Papers 202114, University of Pretoria, Department of Economics.
  4. Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2021. "Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries," Working Papers 202126, University of Pretoria, Department of Economics.
  5. Oguzhan Cepni & Hardik A. Marfatia & Rangan Gupta, 2021. "The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom," Working Papers 202168, University of Pretoria, Department of Economics.
  6. Jiqian Wang & Rangan Gupta & Oguzhan Cepni & Feng Ma, 2021. "Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty," Working Papers 202173, University of Pretoria, Department of Economics.
  7. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2021. "El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach," Working Papers 202179, University of Pretoria, Department of Economics.
  8. Oguzhan Cepni & Selcuk Gul & Muhammed Hasan Yilmaz & Brian Lucey, 2021. "The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve," Working Papers 2104, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.

2020

  1. Fernandez, Julian, 2020. "Exchange Rate Uncertainty and the Interest Rate Parity," MPRA Paper 116010, University Library of Munich, Germany, revised 2022.
  2. Akyildirim, Erdinc & Cepni, Oguzhan & Corbet, Shaen & Uddin, Gazi Salah, 2020. "Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning," Working Papers 20-2020, Copenhagen Business School, Department of Economics.
  3. Oguzhan Cepni & Wiehan Dul & Rangan Gupta & Mark E. Wohar, 2020. "The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach," Working Papers 202001, University of Pretoria, Department of Economics.
  4. Oguzhan Cepni & David Gabauer & Rangan Gupta & Khuliso Ramabulana, 2020. "Time-Varying Spillover of US Trade War on the Growth of Emerging Economies," Working Papers 202002, University of Pretoria, Department of Economics.
  5. Elie Bouri & Oguzhan Cepni & Rangan Gupta & Naji Jalkh, 2020. "Geopolitical Risks and Stock Market Volatility in the G7 Countries: A Century of Evidence from a Time-Varying Nonparametric Panel Data Model," Working Papers 202029, University of Pretoria, Department of Economics.
  6. Oguzhan Cepni & Rangan Gupta & Cenk C. Karahan & Brian M. Lucey, 2020. "Oil Price Shocks and Yield Curve Dynamics in Emerging Markets," Working Papers 202036, University of Pretoria, Department of Economics.
  7. Oguzhan Cepni & Rangan Gupta, 2020. "Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment," Working Papers 202039, University of Pretoria, Department of Economics.
  8. Elie Bouri & Oguzhan Cepni & David Gabauer & Rangan Gupta, 2020. "Return Connectedness across Asset Classes around the COVID-19 Outbreak," Working Papers 202047, University of Pretoria, Department of Economics.
  9. Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2020. "The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach," Working Papers 202055, University of Pretoria, Department of Economics.
  10. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2020. "Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note," Working Papers 202099, University of Pretoria, Department of Economics.
  11. Oguzhan Cepni & Ibrahim Ethem Guney & Doruk Kucuksarac & Muhammed Hasan Yilmaz, 2020. "Do Local and Global Factors Impact the Emerging Markets’s Sovereign Yield Curves? Evidence from a Data-Rich Environment," Working Papers 2004, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  12. Oguzhan Cepni & Yavuz Selim Hacihasanoglu & Muhammed Hasan Yilmaz, 2020. "Credit Decomposition and Economic Activity in Turkey: A Wavelet-Based Approach," Working Papers 2014, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  13. Niels J. Gormsen & Ralph S.J. Koijen, 2020. "The Corona Virus, the Stock Market’s Response, and Growth Expectations," Working Papers 2020-21, Becker Friedman Institute for Research In Economics.
  14. Koijen, Ralph & Gormsen, Niels Joachim, 2020. "Coronavirus: Impact on Stock Prices and Growth Expectations," CEPR Discussion Papers 14875, C.E.P.R. Discussion Papers.
  15. Bentzen, Jeanet & Sperling, Lena, 2020. "God Politics," CEPR Discussion Papers 14380, C.E.P.R. Discussion Papers.
  16. Claes Bäckman & Peter van Santen, 2020. "The Amortization Elasticity of Mortgage Demand," Economics Working Papers 2020-16, Department of Economics and Business Economics, Aarhus University.
  17. Bäckman, Claes & Khorunzhina, Natalia, 2020. "Interest-Only Mortgages and Consumption Growth: Evidence from a Mortgage Market Reform," MPRA Paper 98524, University Library of Munich, Germany.

2019

  1. Oguzhan Cepni & Selcuk Gul & Rangan Gupta, 2019. "Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors," Working Papers 201901, University of Pretoria, Department of Economics.
  2. Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2019. "Time-Varying Risk Aversion and the Predictability of Bond Premia," Working Papers 201906, University of Pretoria, Department of Economics.
  3. Oguzhan Cepni & Rangan Gupta & Mark E. Wohar, 2019. "Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold," Working Papers 201912, University of Pretoria, Department of Economics.
  4. Oguzhan Cepni & Rangan Gupta & Mark E. Wohar, 2019. "The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach," Working Papers 201936, University of Pretoria, Department of Economics.
  5. Oguzhan Cepni & Rangan Gupta & I. Ethem Guney & M. Hasan Yilmaz, 2019. "Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages," Working Papers 201957, University of Pretoria, Department of Economics.
  6. Oguzhan Cepni & Rangan Gupta & Zhihui Lv, 2019. "Threshold Effects of Inequality on Economic Growth in the US States: The Role of Human Capital to Physical Capital Ratio," Working Papers 201968, University of Pretoria, Department of Economics.
  7. Oguzhan Cepni & I. Ethem Guney & Rangan Gupta & Mark E. Wohar, 2019. "The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States," Working Papers 201973, University of Pretoria, Department of Economics.
  8. Mehmet Balcilar & Edmond Berisha & Oguzhan Cepni & Rangan Gupta, 2019. "The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis," Working Papers 201981, University of Pretoria, Department of Economics.

2018

  1. Oguzhan Cepni & Ibrahim Ethem Guney & Doruk Kucuksarac & Muhammed Hasan Yilmaz, 2018. "The Interaction between Yield Curve and Macroeconomic Factors," CBT Research Notes in Economics 1802, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  2. Pedersen, Lasse Heje & Asness, Clifford S. & Frazzini, Andrea & Gormsen, Niels Joachim, 2018. "Betting Against Correlation: Testing Theories of the Low-Risk Effect," CEPR Discussion Papers 12686, C.E.P.R. Discussion Papers.
  3. Bäckman, Claes & Hanspal, Tobin, 2018. "Participation and Losses in Multi-Level Marketing: Evidence from an FTC Settlement," Working Papers 2018:13, Lund University, Department of Economics, revised 22 Aug 2019.

2017

  1. Oguzhan Cepni & Doruk Kucuksarac, 2017. "Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve," CBT Research Notes in Economics 1702, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  2. Oguzhan Cepni & Doruk Kucuksarac & Muhammed Hasan Yilmaz, 2017. "The Sensitivity of CDS Premium to the Global Risk Factor : Evidence from Emerging Markets," CBT Research Notes in Economics 1704, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.

2016

  1. Ibrahim Ethem Guney & Oguzhan Cepni, 2016. "Endogeneity of Money Supply : Evidence From Turkey," CBT Research Notes in Economics 1619, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.

2013

  1. Oguzhan Cepni & Ahmet Goncu & Mehmet Oguz Karahan & Tolga Umut Kuzubas, 2013. "Goodness-of-fit of the Heston, Variance-Gamma and Normal-Inverse Gaussian Models," Working Papers 2013/16, Bogazici University, Department of Economics.

2012

  1. Jindra, Jan & Voetmann, Torben & Walkling, Ralph A., 2012. "Reverse Mergers: The Chinese Experience," Working Paper Series 2012-18, Ohio State University, Charles A. Dice Center for Research in Financial Economics.

2005

  1. Peter Maskell & Leïla Kebir, 2005. "What qualifies as a cluster theory?," DRUID Working Papers 05-09, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.
  2. Peter Maskell & Torben Pedersen & Bent Petersen & Jens Dick-Nielsen, 2005. "Learning Paths to Offshore Outsourcing - From Cost Reduction to Knowledge Seeking," DRUID Working Papers 05-17, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.
  3. Anders Malmberg & Peter Maskell, 2005. "Localized Learning Revisited," DRUID Working Papers 05-19, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.
  4. Peter Maskell & Harald Bathelt & Anders Malmberg, 2005. "Building Global Knowledge Pipelines The Role of Temporary Clusters," DRUID Working Papers 05-20, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.

2003

  1. Peter Maskell & Mark Lorenzen, 2003. "The Cluster as Market Organization," DRUID Working Papers 03-14, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.

2002

  1. Harald Bathelt & Andersand Malmberg & Peter Maskell, 2002. "Clusters and Knowledge Local Buzz, Global Pipelines and the Process of Knowledge Creation," DRUID Working Papers 02-12, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.

2001

  1. Neumann, Robert & Voetmann, Torben, 2001. "CEO Turnovers and Corporate Governance: Evidence from the Copenhagen Stock Exchange," Working Papers 1999-10, Copenhagen Business School, Department of Finance.
  2. Voetmann, Torben, 2001. "Changes in The Bid-Ask Components Around Earnings Announcements: Evidence from the Copenhagen Stock Exchange," Working Papers 2000-6, Copenhagen Business School, Department of Finance.

1999

  1. Neumann, Robert & Voetmann, Torben, 1999. "Does Ownership Matter? Evidence from Changes in Institutional and Strategic Investors' Equity Holdings," Working Papers 1999-9, Copenhagen Business School, Department of Finance.
  2. Jakobsen, Jan & Voetmann, Torben, 1999. "Volatility-Adjusted Performance An Alternative Approach to Interpret Long-Run Returns," Working Papers 2000-3, Copenhagen Business School, Department of Finance.
  3. Jakobsen, Jan & Voetmann, Torben, 1999. "Post-Acquisition Performance in the Short and Long Run Evidence from the Copenhagen Stock Exchange 1993-1997," Working Papers 2000-4, Copenhagen Business School, Department of Finance.

1996

  1. Peter Maskell, 1996. "Learning in the Village Economy of Denmark. The role of Institutions and Policy in Sustaining Competitiveness," DRUID Working Papers 96-6, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.
  2. Peter Maskell, 1996. "Localised Low-tech Learning in the Furniture Industry," DRUID Working Papers 96-11, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.

Journal articles

Undated material is listed at the end

2024

  1. Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma, 2024. "Climate risks and forecastability of the weekly state‐level economic conditions of the United States," International Review of Finance, International Review of Finance Ltd., vol. 24(1), pages 154-162, March.
  2. Cepni, Oguzhan & Şensoy, Ahmet & Yılmaz, Muhammed Hasan, 2024. "Climate change exposure and cost of equity," Energy Economics, Elsevier, vol. 130(C).
  3. Aysan, Ahmet Faruk & Caporin, Massimiliano & Cepni, Oguzhan, 2024. "Not all words are equal: Sentiment and jumps in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
  4. Cepni, Oguzhan & Clements, Michael P., 2024. "How local is the local inflation factor? Evidence from emerging European countries," International Journal of Forecasting, Elsevier, vol. 40(1), pages 160-183.
  5. Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2024. "Financial stress and realized volatility: The case of agricultural commodities," Research in International Business and Finance, Elsevier, vol. 71(C).
  6. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024. "Business applications and state‐level stock market realized volatility: A forecasting experiment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(2), pages 456-472, March.
  7. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024. "Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2088-2125, September.
  8. Emanuele Colonnelli & Niels Joachim Gormsen & Tim McQuade, 2024. "Selfish Corporations," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(3), pages 1498-1536.
    • Emanuele Colonnelli & Niels Joachim Gormsen & Timothy McQuade, 2022. "Selfish Corporations," NBER Working Papers 30576, National Bureau of Economic Research, Inc.
    • Colonnelli, Emanuele & Gormsen, Niels Joachim, 2020. "Selfish Corporations," Working Papers 305, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
  9. Claes Bäckman & Natalia Khorunzhina, 2024. "Interest‐Only Mortgages And Consumption Growth: Evidence From A Mortgage Market Reform," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(2), pages 1049-1079, May.

2023

  1. Cepni, Oguzhan & Christou, Christina & Gupta, Rangan, 2023. "Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models," Economics Letters, Elsevier, vol. 227(C).
  2. Cepni, Oguzhan & Emirmahmutoglu, Furkan & Guney, Ibrahim Ethem & Yilmaz, Muhammed Hasan, 2023. "Do the carry trades respond to geopolitical risks? Evidence from BRICS countries," Economic Systems, Elsevier, vol. 47(2).
  3. Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2023. "Climate risks and realized volatility of major commodity currency exchange rates," Journal of Financial Markets, Elsevier, vol. 62(C).
  4. Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2023. "Climate risks and state-level stock market realized volatility," Journal of Financial Markets, Elsevier, vol. 66(C).
  5. Cepni, Oguzhan & Demirer, Riza & Pham, Linh & Rognone, Lavinia, 2023. "Climate uncertainty and information transmissions across the conventional and ESG assets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 83(C).
  6. Karmakar, Sayar & Gupta, Rangan & Cepni, Oguzhan & Rognone, Lavinia, 2023. "Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model," Resources Policy, Elsevier, vol. 82(C).
  7. Oguzhan Cepni & Ahmet Faruk Aysan, 2023. "Coin Specific Sentiments Matter For The Nonfungible Tokens Spillovers: How And When?," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 26(4), pages 637-658, November.
  8. Omneya Abdelsalam & Ahmet Faruk Aysan & Oguzhan Cepni & Mustafa Disli, 2023. "The spillover effects of the COVID-19 pandemic: Which subsectors of tourism have been affected more?," Tourism Economics, , vol. 29(2), pages 559-567, March.
  9. Oguzhan Cepni & Tarik Dogru & Ozgur Ozdemir, 2023. "The contagion effect of COVID-19-induced uncertainty on US tourism sector: Evidence from time-varying granger causality test," Tourism Economics, , vol. 29(4), pages 906-928, June.
  10. Oguzhan Cepni, 2023. "Does vaccination help to reduce financial stress on tourism subsectors?," Tourism Economics, , vol. 29(7), pages 1937-1946, November.
  11. Erdinc Akyildirim & Oguzhan Cepni & Shaen Corbet & Gazi Salah Uddin, 2023. "Forecasting mid-price movement of Bitcoin futures using machine learning," Annals of Operations Research, Springer, vol. 330(1), pages 553-584, November.
  12. Jiqian Wang & Rangan Gupta & Oğuzhan Çepni & Feng Ma, 2023. "Forecasting international REITs volatility: the role of oil-price uncertainty," The European Journal of Finance, Taylor & Francis Journals, vol. 29(14), pages 1579-1597, September.
  13. Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2023. "Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 24(3), pages 365-381, July.
  14. Matteo Bonato & Oğuzhan Çepni & Rangan Gupta & Christian Pierdzioch, 2023. "El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(4), pages 785-801, July.
  15. Niels J. Gormsen & Ralph S.J. Koijen, 2023. "Financial Markets and the COVID-19 Pandemic," Annual Review of Financial Economics, Annual Reviews, vol. 15(1), pages 69-89, November.
  16. Niels Joachim Gormsen & Eben Lazarus, 2023. "Duration‐Driven Returns," Journal of Finance, American Finance Association, vol. 78(3), pages 1393-1447, June.

2022

  1. Matteo Bonato & Oğuzhan Çepni & Rangan Gupta & Christian Pierdzioch, 2022. "Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note," International Review of Finance, International Review of Finance Ltd., vol. 22(3), pages 540-550, September.
  2. Dogru, Tarik & Akyildirim, Erdinc & Cepni, Oguzhan & Ozdemir, Ozgur & Sharma, Abhinav & Yilmaz, Muhammed Hasan, 2022. "The effect of environmental, social and governance risks," Annals of Tourism Research, Elsevier, vol. 95(C).
  3. Cepni, Oguzhan & Demirer, Riza & Rognone, Lavinia, 2022. "Hedging climate risks with green assets," Economics Letters, Elsevier, vol. 212(C).
  4. Sheng, Xin & Gupta, Rangan & Çepni, Oğuzhan, 2022. "The effects of climate risks on economic activity in a panel of US states: The role of uncertainty," Economics Letters, Elsevier, vol. 213(C).
  5. Sheng, Xin & Gupta, Rangan & Cepni, Oguzhan, 2022. "Persistence of state-level uncertainty of the United States: The role of climate risks," Economics Letters, Elsevier, vol. 215(C).
  6. Aslan, Caglayan & Bulut, Erdem & Cepni, Oguzhan & Yilmaz, Muhammed Hasan, 2022. "Does climate change affect bank lending behavior?," Economics Letters, Elsevier, vol. 220(C).
  7. Akyildirim, Erdinc & Cepni, Oguzhan & Molnár, Peter & Uddin, Gazi Salah, 2022. "Connectedness of energy markets around the world during the COVID-19 pandemic," Energy Economics, Elsevier, vol. 109(C).
  8. Akyildirim, Erdinc & Cepni, Oguzhan & Pham, Linh & Uddin, Gazi Salah, 2022. "How connected is the agricultural commodity market to the news-based investor sentiment?," Energy Economics, Elsevier, vol. 113(C).
  9. Çepni, Oğuzhan & Gupta, Rangan & Pienaar, Daniel & Pierdzioch, Christian, 2022. "Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?," Energy Economics, Elsevier, vol. 114(C).
  10. Xu, Fang & Bouri, Elie & Cepni, Oguzhan, 2022. "Blockchain and crypto-exposed US companies and major cryptocurrencies: The role of jumps and co-jumps," Finance Research Letters, Elsevier, vol. 50(C).
  11. Pham, Linh & Cepni, Oguzhan, 2022. "Extreme directional spillovers between investor attention and green bond markets," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 186-210.
  12. Cepni, Oguzhan & Gupta, Rangan & Karahan, Cenk C. & Lucey, Brian, 2022. "Oil price shocks and yield curve dynamics in emerging markets," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 613-623.
  13. Oguzhan Cepni & Duc Khuong Nguyen & Ahmet Sensoy, 2022. "News Media and Attention Spillover across Energy Markets: A Powerful Predictor of Crude Oil Futures Prices," The Energy Journal, , vol. 43(1_suppl), pages 1-30, June.
  14. Mehmet Balcilar & Edmond Berisha & Oğuzhan Çepni & Rangan Gupta, 2022. "The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1979-1988, April.
  15. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022. "Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 303-315, March.
  16. Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy, 2022. "Interest rate uncertainty and the predictability of bank revenues," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(8), pages 1559-1569, December.
  17. Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2022. "The role of investor sentiment in forecasting housing returns in China: A machine learning approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(8), pages 1725-1740, December.

2021

  1. Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar, 2021. "Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia," International Review of Finance, International Review of Finance Ltd., vol. 21(2), pages 661-674, June.
  2. Cepni, Oguzhan & Gupta, Rangan, 2021. "Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  3. Akyildirim, Erdinc & Aysan, Ahmet Faruk & Cepni, Oguzhan & Darendeli, S. Pinar Ceyhan, 2021. "Do investor sentiments drive cryptocurrency prices?," Economics Letters, Elsevier, vol. 206(C).
  4. Bonato, Matteo & Çepni, Oğuzhan & Gupta, Rangan & Pierdzioch, Christian, 2021. "Do oil-price shocks predict the realized variance of U.S. REITs?," Energy Economics, Elsevier, vol. 104(C).
  5. Bouri, Elie & Cepni, Oguzhan & Gabauer, David & Gupta, Rangan, 2021. "Return connectedness across asset classes around the COVID-19 outbreak," International Review of Financial Analysis, Elsevier, vol. 73(C).
  6. Cepni, Oguzhan & Dul, Wiehan & Gupta, Rangan & Wohar, Mark E., 2021. "The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach," Research in International Business and Finance, Elsevier, vol. 58(C).
  7. Oğuzhan Çepni & Selçuk Gül & Muhammed Hasan Yılmaz & Brian Lucey, 2021. "The impact of oil price shocks on Turkish sovereign yield curve," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 17(9), pages 2258-2277, February.
  8. Çağlayan Aslan & Oğuzhan Çepni & Selçuk Gül, 2021. "The impact of real exchange rate on international trade: Evidence from panel structural VAR model," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 30(6), pages 829-842, August.
  9. Oguzhan Cepni & Ibrahim Ethem Guney & Doruk Kucuksarac & M. Hasan Yilmaz, 2021. "Do local and global factors impact the emerging markets' sovereign yield curves? Evidence from a data‐rich environment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(7), pages 1214-1229, November.
  10. Niels J. Gormsen & Ralph S. J. Koijen & Ian W. R. Martin, 2021. "Implied Dividend Volatility and Expected Growth," AEA Papers and Proceedings, American Economic Association, vol. 111, pages 361-365, May.
  11. Niels Joachim Gormsen, 2021. "Time Variation of the Equity Term Structure," Journal of Finance, American Finance Association, vol. 76(4), pages 1959-1999, August.

2020

  1. Cepni, Oguzhan & Gul, Selcuk & Gupta, Rangan, 2020. "Local currency bond risk premia of emerging markets: The role of local and global factors," Finance Research Letters, Elsevier, vol. 33(C).
  2. Çepni, Oğuzhan & Guney, I. Ethem & Gupta, Rangan & Wohar, Mark E., 2020. "The role of an aligned investor sentiment index in predicting bond risk premia of the U.S," Journal of Financial Markets, Elsevier, vol. 51(C).
  3. Çepni, Oğuzhan & Gül, Selçuk & Hacıhasanoğlu, Yavuz Selim & Yılmaz, Muhammed Hasan, 2020. "Global uncertainties and portfolio flow dynamics of the BRICS countries," Research in International Business and Finance, Elsevier, vol. 54(C).
  4. Oğuzhan Çepni & Rangan Gupta & Zhihui Lv, 2020. "Threshold effects of inequality on economic growth in the US states: the role of human capital to physical capital ratio," Applied Economics Letters, Taylor & Francis Journals, vol. 27(19), pages 1546-1551, November.
  5. Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar, 2020. "The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach," Applied Economics, Taylor & Francis Journals, vol. 52(5), pages 528-536, January.
  6. Oguzhan Cepni & Yavuz Selim Hacihasanoglu & Muhammed Hasan Yilmaz, 2020. "Credit decomposition and economic activity in Turkey: A wavelet-based approach," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 20(3), pages 109-131.
  7. Oguzhan Cepni & I. Ethem Guney & Norman R. Swanson, 2020. "Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(1), pages 18-36, January.
  8. Oguzhan Cepni & Rangan Gupta & I. Ethem Güney & M. Yilmaz, 2020. "Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 966-985, September.
  9. Asness, Cliff & Frazzini, Andrea & Gormsen, Niels Joachim & Pedersen, Lasse Heje, 2020. "Betting against correlation: Testing theories of the low-risk effect," Journal of Financial Economics, Elsevier, vol. 135(3), pages 629-652.
  10. Jeffrey F. Jaffe & Jan Jindra & David J. Pedersen & Torben Voetmann, 2020. "Can mispricing explain the value premium?," Financial Management, Financial Management Association International, vol. 49(3), pages 615-633, September.
  11. Anders Oskar Kjøller‐Hansen & Lena Lindbjerg Sperling, 2020. "Measuring inclusive growth experiences: Five criteria for productive employment," Review of Development Economics, Wiley Blackwell, vol. 24(4), pages 1413-1429, November.
  12. Bäckman, Claes & Lutz, Chandler, 2020. "The impact of interest-only loans on affordability," Regional Science and Urban Economics, Elsevier, vol. 80(C).

2019

  1. Sergio Iván Prada & Julio C. Alonso & Julián Fernández, 2019. "Exchange rate pass-through into consumer healthcare prices in Colombia," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 38(77), pages 523-550, July.
  2. Cepni, Oguzhan & Güney, I.Ethem, 2019. "Local currency bond risk premia: A panel evidence on emerging markets," Emerging Markets Review, Elsevier, vol. 38(C), pages 182-196.
  3. Cepni, Oguzhan & Güney, I. Ethem & Swanson, Norman R., 2019. "Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes," International Journal of Forecasting, Elsevier, vol. 35(2), pages 555-572.
  4. Oguzhan Cepni & I. Ethem Guney, 2019. "Nowcasting emerging market’s GDP: the importance of dimension reduction techniques," Applied Economics Letters, Taylor & Francis Journals, vol. 26(20), pages 1670-1674, November.
  5. Jaffe, Jeffrey F. & Jindra, Jan & Pedersen, David J. & Voetmann, Torben, 2019. "Do Unlisted Targets Sell at Discounts?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(3), pages 1371-1401, June.

2018

  1. Chuliá, Helena & Fernández, Julián & Uribe, Jorge M., 2018. "Currency downside risk, liquidity, and financial stability," Journal of International Money and Finance, Elsevier, vol. 89(C), pages 83-102.

2017

  1. Oguzhan Cepni & Doruk Kucuksarac, 2017. "Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve," Economics Bulletin, AccessEcon, vol. 37(2), pages 1133-1142.
  2. Cepni, Oguzhan & Kucuksarac, Doruk & Yilmaz, M. Hasan, 2017. "The sensitivity of credit default swap premium to global risk factor: Evidence from emerging markets," Economics Letters, Elsevier, vol. 159(C), pages 74-77.
  3. Oguzhan Cepni & Ibrahim Ethem Guney, 2017. "Endogeneity of Money Supply: Evidence from Turkey," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 6(1), pages 01-10, January.
  4. Jan Jindra & Torben Voetmann & Ralph A. Walkling, 2017. "Private Class Action Litigation Risk of Chinese Firms Listed in the US," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 7(01), pages 1-20, March.

2016

  1. Julián Fernández Mejía & Jorge Mario Uribe, 2016. "Análisis de procesos explosivos en el precio de los activos financieros: evidencia alrededor del mundo," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 8(1), pages 83-103, March.
  2. Torben Voetmann, 2016. "The Bid-Ask Spread in the Danish Stock Market: Evidence from the 1990s," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(9), pages 127-139, September.

2015

  1. Jaffe, Jeffrey & Jindra, Jan & Pedersen, David & Voetmann, Torben, 2015. "Returns to acquirers of public and subsidiary targets," Journal of Corporate Finance, Elsevier, vol. 31(C), pages 246-270.

2014

  1. Jorge M. Uribe & Julián Fernández, 2014. "Riesgo sistémico en el mercado de acciones colombiano: alternativas de diversificación bajo eventos extremos," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, August.
  2. Uribe, Jorge & Fernández, Julián, 2014. "Burbujas financieras y comportamiento reciente de los mercados de acciones en América Latina," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 81, pages 57-90, April.
  3. Jorge Uribe & Julián Fernández, 2014. "Financial bubbles and recent behaviour of the Latin American stock markets," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 81, pages 57-90, Julio - D.

2013

  1. Jaffe, Jeffrey & Pedersen, David & Voetmann, Torben, 2013. "Skill differences in corporate acquisitions," Journal of Corporate Finance, Elsevier, vol. 23(C), pages 166-181.

2012

  1. Sperling, Lena Lindbjerg & Kjøller-Hansen, Anders Oskar, 2012. "Accounting for the effect of health on cross-state income inequality in India," Economics Letters, Elsevier, vol. 115(2), pages 252-255.

2007

  1. Peter Maskell & Torben Pedersen & Bent Petersen & Jens Dick-Nielsen, 2007. "Learning Paths to Offshore Outsourcing: From Cost Reduction to Knowledge Seeking," Industry and Innovation, Taylor & Francis Journals, vol. 14(3), pages 239-257.

2006

  1. Anders Malmberg & Peter Maskell, 2006. "Localized Learning Revisited," Growth and Change, Wiley Blackwell, vol. 37(1), pages 1-18, March.

2005

  1. Jan Bo Jakobsen & Torben Voetmann, 2005. "A New Approach for Interpreting Long-Run Returns, Applied to IPO and SEO Stocks," Annals of Economics and Finance, Society for AEF, vol. 6(2), pages 337-363, November.
  2. Robert Neumann & Torben Voetmann, 2005. "Top executive turnovers: Separating decision and control rights," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 25-37.

2003

  1. Neumann, Robert & Voetmann, Torben, 2003. "Does ownership matter in the presence of strict antiactivism legislation? Evidence from equity transactions in Denmark," International Review of Financial Analysis, Elsevier, vol. 12(2), pages 157-171.
  2. Robert Neumann & Torben Voetmann, 2003. "Demand Curves for European Stocks Slope Down Too," Review of Finance, Springer, vol. 7(3), pages 437-457.
  3. Jan Bo Jakobsen & Torben Voetmann, 2003. "Post-acquisition performance in the short and long run. Evidence from the Copenhagen Stock Exchange 1993-1997," The European Journal of Finance, Taylor & Francis Journals, vol. 9(4), pages 323-342.

2001

  1. Maskell, Peter, 2001. "Towards a Knowledge-Based Theory of the Geographical Cluster," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 10(4), pages 921-943, December.

1999

  1. Maskell, Peter & Malmberg, Anders, 1999. "Localised Learning and Industrial Competitiveness," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 23(2), pages 167-185, March.

Undated

  1. Niels Joachim Gormsen & Ralph S J Koijen & Nikolai Roussanov, 0. "Coronavirus: Impact on Stock Prices and Growth Expectations," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 10(4), pages 574-597.

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