Similar Search Results

Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia

Çepni, Oğuzhan; Gupta, Rangan; Wohar, Mark E. - In: International Review of Finance 21 (2019) 2, pp. 661-674

Persistent link: https://www.econbiz.de/10012091596

Forecasting local currency bond risk premia of emerging markets : The role of cross‐country macrofinancial linkages

Cepni, Oguzhan; Gupta, Rangan; Güney, I. Ethem; Yilmaz, M. - In: Journal of Forecasting 39 (2020) 6, pp. 966-985

Persistent link: https://www.econbiz.de/10012189070

The predictive power of the term spread on inequality in the United Kingdom : An empirical analysis

Balcilar, Mehmet; Berisha, Edmond; Çepni, Oğuzhan; … - In: International Journal of Finance & Economics 27 (2020) 2, pp. 1979-1988

Persistent link: https://www.econbiz.de/10013203331

Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts : A note

Bonato, Matteo; Çepni, Oğuzhan; Gupta, Rangan; … - In: International Review of Finance 22 (2021) 3, pp. 540-550

Persistent link: https://www.econbiz.de/10012635392

Volatility forecasting with bivariate multifractal models

Liu, Ruipeng; Demirer, Riza; Gupta, Rangan; Wohar, Mark - In: Journal of Forecasting 39 (2019) 2, pp. 155-167

Persistent link: https://www.econbiz.de/10012082072

Forecasting US GNP growth : The role of uncertainty

Segnon, Mawuli; Gupta, Rangan; Bekiros, Stelios; Wohar, … - In: Journal of Forecasting 37 (2018) 5, pp. 541-559

Persistent link: https://www.econbiz.de/10012081986

The role of time-varying rare disaster risks in predicting bond returns and volatility

Gupta, Rangan; Suleman, Tahir; Wohar, Mark E. - In: Review of Financial Economics 37 (2018) 3, pp. 327-340

Persistent link: https://www.econbiz.de/10012084596

US Fiscal Policy and Asset Prices : The Role of Partisan Conflict

Gupta, Rangan; Lau, Chi Keung Marco; Miller, Stephen M.; … - In: International Review of Finance 19 (2018) 4, pp. 851-862

Persistent link: https://www.econbiz.de/10012091510

Predicting Stock Market Movements in the United States : The Role of Presidential Approval Ratings*

Gupta, Rangan; Kanda, Patrick; Wohar, Mark E. - In: International Review of Finance 21 (2019) 1, pp. 324-335

Persistent link: https://www.econbiz.de/10012091576

The impact of oil price shocks on Turkish sovereign yield curve

Çepni, Oğuzhan; , Selçuk; Yılmaz, … - In: International Journal of Emerging Markets 17 (2021) 9, pp. 2258-2277

Purpose: This paper aims to investigate the impact of oil price shocks on the Turkish sovereign yield curve factors. Design/methodology/approach: To extract the latent factors (level, slope and curvature) of the Turkish sovereign yield curve, we estimate conventional Nelson and Siegel (1987)...

Persistent link: https://www.econbiz.de/10012540052