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Access Statistics for Oguzhan Cepni

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment 0 0 0 18 0 0 3 12
Can Municipal Bonds Hedge US State-Level Climate Risks? 0 0 8 8 2 2 31 31
Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging 0 0 15 15 2 3 18 18
Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States 0 0 0 54 0 0 2 13
Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model 0 0 0 9 0 0 2 8
Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates 0 0 0 20 0 5 14 94
Climate Risks and State-Level Stock-Market Realized Volatility 0 0 0 36 0 3 6 34
Credit Decomposition and Economic Activity in Turkey: A Wavelet-Based Approach 0 0 0 11 0 0 2 23
Do Local and Global Factors Impact the Emerging Markets’s Sovereign Yield Curves? Evidence from a Data-Rich Environment 0 0 0 11 0 0 3 28
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model 0 0 0 3 3 4 5 10
El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach 0 0 0 0 0 0 5 45
Endogeneity of Money Supply: Evidence From Turkey 2 5 12 151 2 6 27 394
Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach 0 1 11 11 1 2 8 8
Financial Stress and Realized Volatility: The Case of Agricultural Commodities 0 0 0 4 1 1 7 11
Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention 0 2 10 10 1 4 17 17
Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty 0 0 0 23 0 1 3 52
Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages 0 0 0 34 0 0 1 101
Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning 0 0 1 32 0 1 5 72
Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies 0 0 0 14 0 6 19 24
Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models 0 0 0 55 0 0 0 17
Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? 0 1 21 21 2 6 23 23
Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis 0 0 0 11 0 1 1 44
Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models 0 0 7 7 2 3 12 12
Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty? 0 0 0 0 0 3 4 32
Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? 0 0 0 0 1 3 22 66
Geopolitical Risks and Stock Market Volatility in the G7 Countries: A Century of Evidence from a Time-Varying Nonparametric Panel Data Model 0 0 0 0 1 3 10 117
Goodness-of-fit of the Heston, Variance-Gamma and Normal-Inverse Gaussian Models 0 0 2 51 0 0 4 129
Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach 0 0 0 0 2 4 14 16
How Local is the Local Inflation Factor? Evidence from Emerging European Countries 0 0 0 28 0 0 6 57
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 0 2 2 2 0 8 8 8
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 1 3 14 0 1 3 29
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 7 0 0 1 29
Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors 0 0 0 9 0 0 2 73
Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India 0 0 0 17 0 0 4 18
Oil Price Shocks and Yield Curve Dynamics in Emerging Markets 0 0 0 24 0 0 2 85
Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach 0 0 0 0 0 1 10 36
Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve 0 0 0 29 0 0 5 148
Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks 0 0 0 6 0 0 1 23
Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes 0 0 7 7 1 1 11 11
Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks 0 0 7 7 1 6 18 18
Return Connectedness across Asset Classes around the COVID-19 Outbreak 0 0 0 8 0 0 6 76
Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries 0 0 0 24 0 0 5 48
The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach 0 0 0 35 0 0 3 98
The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty 0 0 0 4 0 0 9 36
The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks 0 0 0 12 0 1 7 41
The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks 0 0 2 2 1 1 4 4
The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States 0 0 3 13 0 0 5 25
The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve 0 0 1 22 0 0 4 40
The Interaction between Yield Curve and Macroeconomic Factors 1 1 4 101 3 4 12 222
The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis 0 0 0 17 0 0 0 40
The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach 0 0 0 28 0 0 1 68
The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach 0 0 0 8 0 0 2 38
The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States 0 0 0 16 0 2 2 79
The Sensitivity of CDS Premium to the Global Risk Factor: Evidence from Emerging Markets 0 1 3 89 2 4 8 258
The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom 0 0 4 16 0 0 8 30
Threshold Effects of Inequality on Economic Growth in the US States: The Role of Human Capital to Physical Capital Ratio 0 0 1 11 0 0 2 74
Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States 0 0 0 5 2 6 16 26
Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment 0 0 0 36 0 1 3 97
Time-Varying Risk Aversion and the Predictability of Bond Premia 0 0 0 28 0 0 4 61
Time-Varying Spillover of US Trade War on the Growth of Emerging Economies 0 0 0 43 0 0 1 97
Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note 0 0 0 9 0 0 0 52
Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold 0 0 0 0 0 0 0 59
Total Working Papers 3 14 124 1,286 30 97 441 3,555

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Blockchain and crypto-exposed US companies and major cryptocurrencies: The role of jumps and co-jumps 0 0 0 3 0 1 3 11
Business applications and state‐level stock market realized volatility: A forecasting experiment 0 0 3 3 0 0 9 9
COIN SPECIFIC SENTIMENTS MATTER FOR THE NONFUNGIBLE TOKENS SPILLOVERS: HOW AND WHEN? 0 0 0 0 0 0 1 1
Climate change exposure and cost of equity 2 2 7 7 3 7 17 17
Climate risks and forecastability of the weekly state‐level economic conditions of the United States 0 0 1 1 1 1 3 3
Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model 0 0 0 2 0 2 6 9
Climate risks and realized volatility of major commodity currency exchange rates 0 0 5 14 0 4 17 33
Climate risks and state-level stock market realized volatility 1 1 1 1 1 1 6 6
Climate uncertainty and information transmissions across the conventional and ESG assets 0 0 2 4 0 0 5 13
Connectedness of energy markets around the world during the COVID-19 pandemic 0 0 2 6 0 0 3 13
Credit decomposition and economic activity in Turkey: A wavelet-based approach 1 1 1 15 1 3 6 43
Do investor sentiments drive cryptocurrency prices? 1 3 9 29 1 3 17 80
Do local and global factors impact the emerging markets' sovereign yield curves? Evidence from a data‐rich environment 0 0 0 1 0 0 0 5
Do oil-price shocks predict the realized variance of U.S. REITs? 0 1 1 4 0 1 2 12
Do the carry trades respond to geopolitical risks? Evidence from BRICS countries 0 2 3 3 0 3 8 8
Does climate change affect bank lending behavior? 0 0 1 7 0 0 11 27
Does vaccination help to reduce financial stress on tourism subsectors? 0 0 0 0 0 0 2 3
El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach 1 1 4 6 1 2 8 11
Endogeneity of Money Supply: Evidence from Turkey 0 1 1 10 0 1 3 59
Extreme directional spillovers between investor attention and green bond markets 0 0 5 12 0 2 12 30
Financial stress and realized volatility: The case of agricultural commodities 0 0 0 0 2 2 2 2
Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors 0 1 2 14 0 3 7 38
Forecasting international REITs volatility: the role of oil-price uncertainty 0 0 1 2 1 3 7 11
Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages 0 0 0 5 0 0 0 17
Forecasting mid-price movement of Bitcoin futures using machine learning 0 0 8 9 0 2 23 28
Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models 0 0 1 3 0 0 2 6
Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis 0 0 0 1 0 0 1 11
Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty? 0 2 3 5 0 4 9 15
Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter? 1 1 1 1 1 2 2 2
Global uncertainties and portfolio flow dynamics of the BRICS countries 0 0 1 10 0 0 2 40
Hedging climate risks with green assets 1 6 17 39 2 11 33 83
How connected is the agricultural commodity market to the news-based investor sentiment? 1 1 4 17 1 2 14 41
How local is the local inflation factor? Evidence from emerging European countries 0 0 2 2 0 1 8 8
Interest rate uncertainty and the predictability of bank revenues 0 0 0 3 0 0 4 9
Local currency bond risk premia of emerging markets: The role of local and global factors 0 0 0 18 0 0 1 46
Local currency bond risk premia: A panel evidence on emerging markets 0 1 3 19 0 2 4 94
Not all words are equal: Sentiment and jumps in the cryptocurrency market 0 1 1 1 0 3 8 8
Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes 0 0 5 45 1 2 9 108
Nowcasting emerging market’s GDP: the importance of dimension reduction techniques 0 0 2 5 0 0 2 8
Oil price shocks and yield curve dynamics in emerging markets 0 0 0 2 0 0 2 8
Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve 0 1 1 24 0 1 2 122
Persistence of state-level uncertainty of the United States: The role of climate risks 0 0 0 1 0 0 1 6
Return connectedness across asset classes around the COVID-19 outbreak 0 1 8 38 1 3 22 172
Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries 0 0 1 2 0 0 5 8
The contagion effect of COVID-19-induced uncertainty on US tourism sector: Evidence from time-varying granger causality test 0 0 0 0 1 1 2 5
The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach 0 0 2 9 0 0 4 21
The effect of environmental, social and governance risks 1 2 6 11 2 4 16 32
The effects of climate risks on economic activity in a panel of US states: The role of uncertainty 0 1 3 9 0 2 10 31
The impact of oil price shocks on Turkish sovereign yield curve 0 0 0 0 0 0 1 1
The impact of real exchange rate on international trade: Evidence from panel structural VAR model 0 0 0 16 0 0 3 47
The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis 0 0 0 2 1 1 2 10
The role of an aligned investor sentiment index in predicting bond risk premia of the U.S 0 0 1 12 0 1 4 54
The role of investor sentiment in forecasting housing returns in China: A machine learning approach 0 0 0 1 0 1 2 5
The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach 0 0 2 6 0 0 4 24
The sensitivity of credit default swap premium to global risk factor: Evidence from emerging markets 0 1 2 14 0 1 5 33
The spillover effects of the COVID-19 pandemic: Which subsectors of tourism have been affected more? 0 0 0 1 1 1 3 5
Threshold effects of inequality on economic growth in the US states: the role of human capital to physical capital ratio 1 1 1 3 1 1 2 15
Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment 2 3 3 9 2 3 8 28
Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note 0 0 0 0 0 1 2 7
Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives 0 0 0 0 0 0 1 1
Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia 0 0 0 2 0 1 1 7
Total Journal Articles 13 35 127 489 25 90 379 1,610

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Statistics updated 2024-12-04