Oguzhan Cepni
Oguzhan Cepni
Copenhagen Business School / Central Bank of the Republic of Turkey (on leave)
Verified email at cbs.dk
Cited by
Cited by
Return connectedness across asset classes around the COVID-19 outbreak
E Bouri, O Cepni, D Gabauer, R Gupta
International Review of Financial Analysis 73, 101646, 2021
Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes
O Cepni, IE GŁney, NR Swanson
International Journal of Forecasting 35 (2), 555-572, 2019
Endogeneity of money supply: Evidence from Turkey
O Cepni, E Guney
International Journal of Finance & Banking Studies (2147-4486) 6 (1), 1-10, 2017
Local currency bond risk premia: A panel evidence on emerging markets
O Cepni, IE GŁney
Emerging Markets Review 38, 182-196, 2019
Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors
O Cepni, IE Guney, NR Swanson
Journal of Forecasting 39 (1), 18-36, 2020
The role of an aligned investor sentiment index in predicting bond risk premia of the US
O «epni, IE Guney, R Gupta, ME Wohar
Journal of Financial Markets 51, 100541, 2020
Time-varying risk aversion and the predictability of bond premia
O «epni, R Demirer, R Gupta, C Pierdzioch
Finance Research Letters 34, 101241, 2020
The sensitivity of credit default swap premium to global risk factor: Evidence from emerging markets
O Cepni, D Kucuksarac, MH Yilmaz
Economics Letters 159, 74-77, 2017
Variants of consumption‐wealth ratios and predictability of US government bond risk premia
O «epni, R Gupta, ME Wohar
International Review of Finance 21 (2), 661-674, 2021
Local currency bond risk premia of emerging markets: The role of local and global factors
O Cepni, S Gul, R Gupta
Finance Research Letters 33, 101183, 2020
The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach
O «epni, R Gupta, ME Wohar
Applied Economics 52 (5), 528-536, 2020
Threshold effects of inequality on economic growth in the US states: the role of human capital to physical capital ratio
O «epni, R Gupta, Z Lv
Applied Economics Letters 27 (19), 1546-1551, 2020
Goodness-of-fit of the Heston, Variance-Gamma and Normal-Inverse Gaussian Models
O Cepni, A Goncu, MO Karahan, TU Kuzubas
Research Paper, Department of Economics, Bogazici University, Istanbul, 2013
Time-Varying Spillover of US Trade War on the Growth of Emerging Economies
O Cepni, D Gabauer, R Gupta, K Ramabulana
Pretoria: University of Pretoria.[Google Scholar], 2020
The impact of oil price shocks on Turkish sovereign yield curve
O «epni, S GŁl, MH Yılmaz, B Lucey
International Journal of Emerging Markets, 2021
Do local and global factors impact the emerging markets' sovereign yield curves? Evidence from a data‐rich environment
O Cepni, IE Guney, D Kucuksarac, M Hasan Yilmaz
Journal of Forecasting, 2021
Nowcasting emerging market’s GDP: the importance of dimension reduction techniques
O Cepni, IE Guney
Applied Economics Letters 26 (20), 1670-1674, 2019
The Interaction between Yield Curve and Macroeconomic Factors
O Cepni, IE Guney, D Kucuksarac, MH Yilmaz
CBT Research Notes in Economics, 2018
Optimal mix of the extended nelson siegel model for turkish sovereign yield curve
O Cepni, D Kucuksarac
Economics Bulletin 37 (2), 1133-1142, 2017
Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment
O Cepni, R Gupta
The North American Journal of Economics and Finance, 101550, 2021
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