oceeco
- Empirical Asset Pricing
- Financial Econometrics
- Monetary Economics
- Applied Macroeconomics
2020
Cepni, O., Guney, I.E., Gupta, R., & Mark E. Wohar (2020). The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States, Journal of Financial Markets, forthcoming.
Cepni, O., Guney, I.E. & N. R. Swanson. (2020), Forecasting and now-casting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors, Journal of Forecasting, 39(1), 18-36.
Cepni, O., Gupta, R., Guney, I. E., & Yilmaz, M. (2020). Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages. Journal of Forecasting, 39(6), 966-985.
2019
Cepni, O., Guney, I.E. & N. R. Swanson. (2019), Now-casting and Forecasting GDP in Emerging Markets Using Global Financial and Macroeconomic Diffusion Indexes, International Journal of Forecasting, 35 (2), 555-572.
Frederiksberg : Copenhagen Business School [wp] 2021, 21 p. (Working Paper / Department of Economics. Copenhagen Business School, No. 02-2021) (CSEI Working Paper, No. 02-2021)
In: Borsa Istanbul Review, 6.10.2020
: University of Pretoria 2020, 26 p. (Working Paper Series / Department of Economics. University of Pretoria , No. 2020-100)
Frederiksberg : Copenhagen Business School [wp] 2020, 28 p. (Working Paper / Department of Economics. Copenhagen Business School, No. 20-2020)
In: International Review of Financial Analysis, 20.11.2020
In: International Journal of Finance and Economics, 14.9.2020
: University of Pretoria 2020, 12 p. (Working Paper Series / Department of Economics. University of Pretoria , No. 2020-99)