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Publications

by members of

Central Bank of the United Arab Emirates

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
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Working papers

2026

  1. Jiawen Luo & Jingyi Deng & Rangan Gupta & Oguzhan Cepni, 2026, "Time-Varying Effects of Skewness: An International Comparison," Working Papers, University of Pretoria, Department of Economics, number 202602, Feb.
  2. Giovanni Bonaccolto & Massimiliano Caporin & Oguzhan Cepni & Rangan Gupta, 2026, "Forecasting Realized Volatility of State-Level Stock Markets of the United States: The Role of Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202603, Feb.
  3. Abeeb Olaniran & Xin Sheng & Oguzhan Cepni & Rangan Gupta, 2026, "When the Weather Turns Risky: Climate Shocks and U.S. State-Level Credit Risk," Working Papers, University of Pretoria, Department of Economics, number 202604, Feb.
  4. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2026, "Credit Standards: A New Predictor of U.S. Stock Market Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202607, Mar.
  5. Ufuk Can & Oguzhan Cepni & Rangan Gupta & Onur Polat, 2026, "From Supply-Chain Disruptions to Speculative Exuberance: How Energy Transportation Uncertainty Drives Oil Price Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202608, Mar.
  6. Onur Polat & Oguzhan Cepni & Riza Demirer & Rangan Gupta, 2026, "AI Revolution and Crash Risks in Technology Stocks," Working Papers, University of Pretoria, Department of Economics, number 202617, Jun.

2025

  1. Sami Ben Jabeur & Yassine Bakkar & Oguzhan Cepni, 2025, "Do global COVOL and geopolitical risks affect clean energy prices? Evidence from explainable artificial intelligence models," Post-Print, HAL, number hal-05451353, Jan, DOI: 10.1016/j.eneco.2024.108112.
  2. Jiawen Luo & Shengjie Fu & Oguzhan Cepni & Rangan Gupta, 2025, "The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202501, Feb.
  3. Rachel Steenkamp & Rangan Gupta & Oguzhan Cepni, 2025, "Analysing the Predictability of Climate Risks on the Conditional Distributions of Bank Returns and Volatility: An International Perspective," Working Papers, University of Pretoria, Department of Economics, number 202504, Feb.
  4. Massimiliano Caporin & Oguzhan Cepni & Rangan Gupta & Bertrand B. Maillet, 2025, "Unveiling True Connectedness in US State-Level Stock Markets: The Role of Common Factors," Working Papers, University of Pretoria, Department of Economics, number 202509, Feb.
  5. Vasilios Plakandaras & Matteo Bonato & Rangan Gupta & Oguzhan Cepni, 2025, "Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments," Working Papers, University of Pretoria, Department of Economics, number 202518, Apr.
  6. Xin Sheng & Oguzhan Cepni & Rangan Gupta & Minko Markovski, 2025, "Mixed Frequency Machine Learning Forecasting of the Growth of Real Gross Fixed Capital Formation in the United States: The Role of Extreme Weather Conditions," Working Papers, University of Pretoria, Department of Economics, number 202520, May.
  7. Mengting Li & Yu Wei & Rangan Gupta & Oguzhan Cepni, 2025, "Carbon Price Uncertainty-Macroeconomy Mixed-Frequency Spillovers: Evidence from the Frequency-Domain," Working Papers, University of Pretoria, Department of Economics, number 202527, Aug.
  8. Elie Bouri & Oguzhan Cepni & Rangan Gupta & Sibanjan Mishra & Muhammed Enes Olgun, 2025, "Dynamic Return Connectedness Among Crypto-Mining Technology Firms and Major Cryptocurrencies: The Role of Sentiment Indices," Working Papers, University of Pretoria, Department of Economics, number 202533, Sep.
  9. Abeeb Olaniran & Xin Sheng & Oguzhan Cepni & Rangan Gupta, 2025, "Climate Shocks and Unemployment Claims," Working Papers, University of Pretoria, Department of Economics, number 202536, Sep.
  10. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2025, "Electricity Sales and Forecasting of Stock Market Realized Volatility: A State-Level Analysis of the United States," Working Papers, University of Pretoria, Department of Economics, number 202540, Nov.
  11. Elie Bouri & Ufuk Can & Oguzhan Cepni & Rangan Gupta, 2025, "Corporate Earnings Announcements and Stock Market Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202543, Nov.
  12. Elie Bouri & Ufuk Can & Oguzhan Cepni & Rangan Gupta, 2025, "Oil Price Shocks and Stock Market Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202546, Dec.
  13. Oguzhan Cepni & Ismail Genc & Lokman Gunduz & Muhammed Hasan Yilmaz, 2025, "Fault Lines of Value: The Impact of Earthquake Risk on Istanbul Housing Market," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2517.

2024

  1. V. Candila & O. Cepni & G. Gallo & R. 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 Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 202414.
  2. Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention," Working Papers, University of Pretoria, Department of Economics, number 202401, Jan.
  3. 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, University of Pretoria, Department of Economics, number 202407, Mar.
  4. 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, University of Pretoria, Department of Economics, number 202408, Mar.
  5. 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, University of Pretoria, Department of Economics, number 202409, Mar.
  6. 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, University of Pretoria, Department of Economics, number 202410, Mar.
  7. 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, University of Pretoria, Department of Economics, number 202414, Mar.
  8. Onur Polat & Rangan Gupta & Oguzhan Cepni & Qiang Ji, 2024, "Can Municipal Bonds Hedge US State-Level Climate Risks?," Working Papers, University of Pretoria, Department of Economics, number 202419, Apr.
  9. Jiawen Luo & Shengjie Fu & Oguzhan Cepni & Rangan Gupta, 2024, "Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging," Working Papers, University of Pretoria, Department of Economics, number 202420, May.
  10. Onur Polat & Juncal Cunado & Oguzhan Cepni & Rangan Gupta, 2024, "Oil Price Shocks and the Connectedness of US State-Level Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 202438, Sep.
  11. Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Renee van Eyden, 2024, "Prediction of the Conditional Distribution of Daily International Stock Returns Volatility: The Role of (Conventional and Unconventional) Monetary Policies," Working Papers, University of Pretoria, Department of Economics, number 202439, Sep.
  12. Elie Bouri & Oguzhan Cepni & Rangan Gupta & Ruipeng Liu, 2024, "Supply Chain Constraints and the Predictability of the Conditional Distribution of International Stock Market Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 202440, Sep.
  13. O-Chia Chuang & Rangan Gupta & Christian Pierdzioch & Buliao Shu, 2024, "Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection," Working Papers, University of Pretoria, Department of Economics, number 202441, Sep.
  14. Oguzhan Cepni & Luis A. Gil-Alana & Rangan Gupta & Onur Polat, 2024, "Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202446, Oct.
  15. Petre Caraiani & Carolyn Chisadza & Rangan Gupta, 2024, "Does Climate Affect Investments? Evidence from Firms in the United States," Working Papers, University of Pretoria, Department of Economics, number 202448, Nov.
  16. Xin Sheng & Rangan Gupta & Oguzhan Cepni & Masego Motsuenyane, 2024, "Political ``Color" and the Impact of Climate Risks on Output Growth: Evidence from a Panel of US States," Working Papers, University of Pretoria, Department of Economics, number 202449, Nov.
  17. Ufuk Can & Oguzhan Cepni & Abdullah Kazdal & Muhammed Hasan Yilmaz, 2024, "Climate Anomalies and Inflationary Pressures: Evidence from Turkiye," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2412.

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, University of Pretoria, Department of Economics, number 202305, Mar.
  2. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2023, "Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter?," Working Papers, University of Pretoria, Department of Economics, number 202316, May.
  3. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2023, "Financial Stress and Realized Volatility: The Case of Agricultural Commodities," Working Papers, University of Pretoria, Department of Economics, number 202320, Jul.
  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, University of Pretoria, Department of Economics, number 202323, Aug.
  5. Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2023, "Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States," Working Papers, University of Pretoria, Department of Economics, number 202324, Aug.
  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, University of Pretoria, Department of Economics, number 202327, Sep.
  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, University of Pretoria, Department of Economics, number 202330, Sep.
  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, University of Pretoria, Department of Economics, number 202340, Dec.
  9. Milan Szabo, 2023, "Cyclical Investment Behavior of Investment Funds: Its Heterogeneity and Drivers," Working Papers, Czech National Bank, Research and Statistics Department, number 2023/5, May.

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, University of Pretoria, Department of Economics, number 202205, Jan.
  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, University of Pretoria, Department of Economics, number 202207, Jan.
  3. Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2022, "Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202208, Feb.
  4. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates," Working Papers, University of Pretoria, Department of Economics, number 202210, Feb.
  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, University of Pretoria, Department of Economics, number 202219, Apr.
  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, University of Pretoria, Department of Economics, number 202236, Aug.
  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, University of Pretoria, Department of Economics, number 202241, Sep.
  8. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Climate Risks and State-Level Stock-Market Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202246, Sep.
  9. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202247, Oct.
  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, University of Pretoria, Department of Economics, number 202251, Oct.
  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, University of Pretoria, Department of Economics, number 202252, Oct.
  12. Jiawen Luo & Oguzhan Cepni & Riza Demirer & Rangan Gupta, 2022, "Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies," Working Papers, University of Pretoria, Department of Economics, number 202258, Dec.
  13. Martin Hodula & Milan Szabo & Josef Bajzik, 2022, "Retail Fund Flows and Performance: Insights from Supervisory Data," Working Papers, Czech National Bank, Research and Statistics Department, number 2022/10, Dec.
  14. Martin Hodula & Milan Szabo & Lukas Pfeifer & Martin Melecky, 2022, "Cooling the Mortgage Loan Market: The Effect of Recommended Borrower-Based Limits on New Mortgage Lending," Working Papers, Czech National Bank, Research and Statistics Department, number 2022/3, Mar.
  15. Milan Szabo, 2022, "Meeting Investor Outflows in Czech Bond and Equity Funds: Horizontal or Vertical?," Working Papers, Czech National Bank, Research and Statistics Department, number 2022/6, Jun.

2021

  1. El Mostafa Bentour, 2021, "On the public debt and growth threshold: one size does not necessarily fit all," Post-Print, HAL, number halshs-03007861, DOI: 10.1080/00036846.2020.1828806.
  2. Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan & Sensoy, Ahmet, 2021, "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers, Copenhagen Business School, Department of Economics, number 2-2021, Jan.
  3. Cepni, Oguzhan & Clements, Michael P., 2021, "How Local is the Local Inflation Factor? Evidence from Emerging European Countries," Working Papers, Copenhagen Business School, Department of Economics, number 8-2021, Mar.
  4. 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, University of Pretoria, Department of Economics, number 202114, Feb.
  5. 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, University of Pretoria, Department of Economics, number 202126, Apr.
  6. 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, University of Pretoria, Department of Economics, number 202168, Oct.
  7. Jiqian Wang & Rangan Gupta & Oguzhan Cepni & Feng Ma, 2021, "Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202173, Oct.
  8. 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, University of Pretoria, Department of Economics, number 202179, Nov.
  9. Oguzhan Cepni & Selcuk Gul & Muhammed Hasan Yilmaz & Brian Lucey, 2021, "The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2104.
  10. Mr. Shekhar Aiyar & Mai Dao & Andreas Jobst & Ms. Aiko Mineshima & Ms. Srobona Mitra & Mahmood Pradhan, 2021, "COVID-19: How Will European Banks Fare?," IMF Departmental Papers / Policy Papers, International Monetary Fund, number 2021/008, Mar.

2020

  1. Weshah Razzak & E. M. Bentour, 2020, "The Transitional Dynamic of Finance Led Growth," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2020/05, May.
  2. El Mostafa Bentour, 2020, "Government expenditure multipliers under oil price swings," Working Papers, HAL, number halshs-03007704.
  3. El Mostafa Bentour, 2020, "The effects of human capital on economic growth in the Arab countries compared to some Asian and OECD countries," Working Papers, HAL, number halshs-03007760.
  4. El Mostafa Bentour, 2020, "Assessing job losses due to the Coronavirus Pandemic (COVID-19) and the minimum required economic growth for job creation in the Arab labour market," Working Papers, HAL, number halshs-03007781.
  5. El Mostafa Bentour, 2020, "منهجيات بناء وحساب مؤشرات رأس المال البشري مع الإشارة إلى وضع الدول العربية
    [Methodologies for building and calculating human capital indices with reference to the status of Arab countries]    ," Working Papers, HAL, number halshs-03019188.
  6. Akyildirim, Erdinc & Cepni, Oguzhan & Corbet, Shaen & Uddin, Gazi Salah, 2020, "Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning," Working Papers, Copenhagen Business School, Department of Economics, number 20-2020, Dec.
  7. 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, University of Pretoria, Department of Economics, number 202001, Jan.
  8. Oguzhan Cepni & David Gabauer & Rangan Gupta & Khuliso Ramabulana, 2020, "Time-Varying Spillover of US Trade War on the Growth of Emerging Economies," Working Papers, University of Pretoria, Department of Economics, number 202002, Jan.
  9. 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, University of Pretoria, Department of Economics, number 202029, Apr.
  10. Oguzhan Cepni & Rangan Gupta & Cenk C. Karahan & Brian M. Lucey, 2020, "Oil Price Shocks and Yield Curve Dynamics in Emerging Markets," Working Papers, University of Pretoria, Department of Economics, number 202036, May.
  11. Oguzhan Cepni & Rangan Gupta, 2020, "Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202039, May.
  12. Elie Bouri & Oguzhan Cepni & David Gabauer & Rangan Gupta, 2020, "Return Connectedness across Asset Classes around the COVID-19 Outbreak," Working Papers, University of Pretoria, Department of Economics, number 202047, May.
  13. Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2020, "The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach," Working Papers, University of Pretoria, Department of Economics, number 202055, Jun.
  14. 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, University of Pretoria, Department of Economics, number 202099, Oct.
  15. 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, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2004.
  16. Oguzhan Cepni & Yavuz Selim Hacihasanoglu & Muhammed Hasan Yilmaz, 2020, "Credit Decomposition and Economic Activity in Turkey: A Wavelet-Based Approach," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2014.
  17. Mr. Anil Ari & David Bartolini & Vizhdan Boranova & Gabriel Di Bella & Mr. Kamil Dybczak & Ms. Keiko Honjo & Raju Huidrom & Andreas Jobst & Nemanja Jovanovic & Ezgi O. Ozturk & Ms. Laura Papi & Mr. Se, 2020, "Infrastructure in Central, Eastern, and Southeastern Europe: Benchmarking, Macroeconomic Impact, and Policy Issues," IMF Departmental Papers / Policy Papers, International Monetary Fund, number 2020/011, Sep.
  18. Mr. Nicolas Arregui & Ms. Ruo Chen & Mr. Christian H Ebeke & Jan-Martin Frie & Mr. Daniel Garcia-Macia & Ms. Dora M Iakova & Andreas Jobst & Louise Rabier & Mr. James Roaf & Ms. Anna Shabunina & Mr. S, 2020, "Sectoral Policies for Climate Change Mitigation in the EU," IMF Departmental Papers / Policy Papers, International Monetary Fund, number 2020/014, Sep.
  19. Andreas Jobst & Mr. Juan Sole, 2020, "The Nature of Islamic Banking and Solvency Stress Testing - Conceptual Considerations," IMF Working Papers, International Monetary Fund, number 2020/156, Aug.
  20. Vugar Rahimov & Nijat Guliyev & Vugar Ahmadov, 2020, "Modeling Azerbaijan’s Inflation and Output Using a Factor-Augmented Vector Autoregressive (FAVAR) Model," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 01-2020, Jan.
  21. Milan Szabo, 2020, "Growth-at-Risk: Bayesian Approach," Working Papers, Czech National Bank, Research and Statistics Department, number 2020/3, Nov.

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, University of Pretoria, Department of Economics, number 201901, Jan.
  2. Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2019, "Time-Varying Risk Aversion and the Predictability of Bond Premia," Working Papers, University of Pretoria, Department of Economics, number 201906, Jan.
  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, University of Pretoria, Department of Economics, number 201912, Feb.
  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, University of Pretoria, Department of Economics, number 201936, May.
  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, University of Pretoria, Department of Economics, number 201957, Jul.
  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, University of Pretoria, Department of Economics, number 201968, Aug.
  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, University of Pretoria, Department of Economics, number 201973, Sep.
  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, University of Pretoria, Department of Economics, number 201981, Nov.
  9. Somnath Chatterjee & Andreas Jobst, 2019, "Market-implied systemic risk and shadow capital adequacy," Bank of England Staff Working Paper series, Bank of England, number 823, Sep.
  10. Andreas Jobst & Ms. Hiroko Oura, 2019, "Sovereign Risk in Macroprudential Solvency Stress Testing," IMF Working Papers, International Monetary Fund, number 2019/266, Dec.

2018

  1. El Mostafa Bentour, 2018, "Review of monetary unions criteria and prospect of the GCC monetary union experience," Working Papers, HAL, number halshs-03007632.
  2. El Mostafa Bentour, 2018, "حدو د الدين العام القابل للاستمرا ر والنمو الاقتصادي ب ن ي النظرية والواقع
    [The limits of sustainable public debt and economic growth between theory and reality]    ," Working Papers, HAL, number halshs-03019047.
  3. Oguzhan Cepni & Ibrahim Ethem Guney & Doruk Kucuksarac & Muhammed Hasan Yilmaz, 2018, "The Interaction between Yield Curve and Macroeconomic Factors," CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1802.
  4. Andreas A. Jobst, 2018, "Credit Risk Dynamics of Infrastructure Investment," World Bank Publications - Reports, The World Bank Group, number 29540, Mar.
  5. Jobst,Andreas Alexander, 2018, "Credit risk dynamics of infrastructure investment : considerations for financial regulators," Policy Research Working Paper Series, The World Bank, number 8373, Mar.

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, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1702.
  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, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1704.
  3. Andreas Jobst & Ms. Li L Ong & Mr. Christian Schmieder, 2017, "Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems," IMF Working Papers, International Monetary Fund, number 2017/102, May.
  4. Raimundo Soto & Bassem Kamar, 2017, "Monetary Policy and Economic Performance in Resource Dependent Economies," Working Papers, Economic Research Forum, number 1123, 07, revised 07 2017.
  5. Vugar Rahimov & Nigar Jafarova, 2017, "The exchange rate pass-through to CPI inflation and its components in Azerbaijan," Working Papers, Central Bank of Azerbaijan Republic, number 1701, Feb.
  6. Vugar Rahimov & Nigar Jafarova & Fuad Ganbarov, 2017, "The Exchange Rate Pass-Through to CPI and its components in Oil-Exporting CIS Countries," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 06-2017, Feb.

2016

  1. Ibrahim Ethem Guney & Oguzhan Cepni, 2016, "Endogeneity of Money Supply : Evidence From Turkey," CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1619.
  2. Andreas Jobst & Ms. Huidan Huidan Lin, 2016, "Negative Interest Rate Policy (NIRP): Implications for Monetary Transmission and Bank Profitability in the Euro Area," IMF Working Papers, International Monetary Fund, number 2016/172, Aug.
  3. Andreas Jobst & Miss Anke Weber, 2016, "Profitability and Balance Sheet Repair of Italian Banks," IMF Working Papers, International Monetary Fund, number 2016/175, Aug.
  4. Vugar Ahmadov & Shaig Adigozalov & Salman Huseynov & Fuad Mammadov & Vugar Rahimov, 2016, "Forecasting inflation in post-oil boom years: A case for non-linear models?," Working Papers, Central Bank of Azerbaijan Republic, number 1601, Apr.
  5. Vugar Rahimov & Shaig Adigozalov & Fuad Mammadov, 2016, "Determinants of Inflation in Azerbaijan," Working Papers, Central Bank of Azerbaijan Republic, number 1607, Oct.

2015

  1. Bentour, El Mostafa, 2015, "A ranking of VAR and structural models in forecasting," MPRA Paper, University Library of Munich, Germany, number 61502, Jan.
  2. Bentour, El Mostafa, 2015, "On the removal of energy products subsidies in an importing oil country: impacts on prices in Morocco," MPRA Paper, University Library of Munich, Germany, number 63635, Mar.
  3. Mr. Shekhar Aiyar & Mr. Ali J Al-Eyd & Ms. Bergljot B Barkbu & Andreas Jobst, 2015, "Revitalizing Securitization for Small and Medium-Sized Enterprises in Europe," IMF Staff Discussion Notes, International Monetary Fund, number 2015/007, May.
  4. Mr. Shekhar Aiyar & Mr. Wolfgang Bergthaler & Jose M Garrido & Ms. Anna Ilyina & Andreas Jobst & Mr. Kenneth H Kang & Dmitriy Kovtun & Ms. Yan Liu & Mr. Dermot Monaghan & Ms. Marina Moretti, 2015, "A Strategy for Resolving Europe's Problem Loans," IMF Staff Discussion Notes, International Monetary Fund, number 2015/019, Sep.
  5. Shaig Adigozalov & Vugar Rahimov, 2015, "Institutional Quality, Cyclicality of Macroeconomic Policies and the Effects of Macroeconomic Shocks: Evidence from Transition Economies," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 23-2015, Oct.

2014

  1. Bentour, El Mostafa, 2014, "Stock markets and economic growth in oil exporting countries: evidence from Kuwait," MPRA Paper, University Library of Munich, Germany, number 55997, May.
  2. Andreas Jobst & Nobuyasu Sugimoto & Timo Broszeit, 2014, "Macroprudential Solvency Stress Testing of the Insurance Sector," IMF Working Papers, International Monetary Fund, number 2014/133, Jul.

2013

  1. Bentour, El Mostafa, 2013, "Should Moroccan Officials Depend on the Workers’ Remittances to Finance the Current Account Deficit?," MPRA Paper, University Library of Munich, Germany, number 52290, May, revised 01 May 2013.
  2. Bentour, El Mostafa, 2013, "Oil Prices, Drought Periods and Growth Forecasts in Morocco," MPRA Paper, University Library of Munich, Germany, number 52892, Dec.
  3. 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, Bogazici University, Department of Economics, number 2013/16.
  4. Andreas Jobst & Mr. Dale F Gray, 2013, "Systemic Contingent Claims Analysis: Estimating Market-Implied Systemic Risk," IMF Working Papers, International Monetary Fund, number 2013/054, Feb.
  5. Andreas Jobst & Ms. Li L Ong & Mr. Christian Schmieder, 2013, "A Framework for Macroprudential Bank Solvency Stress Testing: Application to S-25 and Other G-20 Country FSAPs," IMF Working Papers, International Monetary Fund, number 2013/068, Mar.

2012

  1. Weshah Razzak & Elmostafa Bentour, 2012, "Do Developing Countries Benefit from Foreign Direct Investments?," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2012_07, Apr.
  2. Mr. Juan Sole & Andreas Jobst, 2012, "Operative Principles of Islamic Derivatives: Towards a Coherent Theory," IMF Working Papers, International Monetary Fund, number 2012/063, Mar.
  3. Andreas Jobst, 2012, "Measuring Systemic Risk-Adjusted Liquidity (SRL): A Model Approach," IMF Working Papers, International Monetary Fund, number 2012/209, Aug.
  4. Patrick Slovik, 2012, "Systemically Important Banks and Capital Regulation Challenges," OECD Economics Department Working Papers, OECD Publishing, number 916, Dec, DOI: 10.1787/5kg0ps8cq8q6-en.

2011

  1. Mr. Simon T Gray & Andreas Jobst & Mr. Joshua Felman & Ana Carvajal, 2011, "Developing Asean5 Bond Markets: What Still Needs to Be Done?," IMF Working Papers, International Monetary Fund, number 2011/135, Jun.
  2. Mahmood Pradhan & Mr. Shanaka J Peiris & Mr. Mangal Goswami & Dulani Seneviratne & Mr. Joshua Felman & Andreas Jobst & Mr. Simon T Gray, 2011, "Asean Bond Market Development: Where Does it Stand? Where is it Going?," IMF Working Papers, International Monetary Fund, number 2011/137, Jun.
  3. Damyana Bakardzhieva & Russell Krueger & Bassem Kamar & Jean-Etienne Carlotti, 2011, "Essay on Establishing Conversion Values for the Planned Gulf Cooperation Council (GCC) Currency Union," Working Papers, Economic Research Forum, number 632, Jan, revised 09 Jan 2011.
  4. Patrick Slovik & Boris Cournède, 2011, "Macroeconomic Impact of Basel III," OECD Economics Department Working Papers, OECD Publishing, number 844, Feb, DOI: 10.1787/5kghwnhkkjs8-en.

2010

  1. Yacine Aït-Sahalia & Jochen Andritzky & Andreas Jobst & Sylwia Nowak & Natalia Tamirisa, 2010, "Market Response to Policy Initiatives during the Global Financial Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 15809, Mar.
  2. Mr. Bassem M Kamar & Damyana Bakardzhieva & Sami Ben Naceur & Sami Ben Naceur, 2010, "The Impact of Capital and Foreign Exchange Flowson the Competitiveness of Developing Countries," IMF Working Papers, International Monetary Fund, number 2010/154, Jul.
  3. Adrian Blundell-Wignall & Patrick Slovik, 2010, "The EU Stress Test and Sovereign Debt Exposures," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 4, Aug, DOI: 10.1787/5km7vxjwzhd4-en.

2009

  1. Xin Long & Mr. Mangal Goswami & Andreas Jobst, 2009, "An Investigation of Some Macro-Financial Linkages of Securitization," IMF Working Papers, International Monetary Fund, number 2009/026, Feb.
  2. Yacine Aït-Sahalia & Mr. Jochen R. Andritzky & Andreas Jobst & Sylwia Nowak & Ms. Natalia T. Tamirisa, 2009, "How to Stop a Herd of Running Bears? Market Response to Policy Initiatives during the Global Financial Crisis," IMF Working Papers, International Monetary Fund, number 2009/204, Sep.
  3. Mr. Bassem M Kamar & Jean-Etienne Carlotti & Mr. Russell C Krueger, 2009, "Establishing Conversion Values for New Currency Unions: Method and Application to the planned Gulf Cooperation Council (GCC) Currency Union," IMF Working Papers, International Monetary Fund, number 2009/184, Aug.

2008

  1. Mr. Amadou N Sy & Mr. Peter J Kunzel & Mr. Paul S. Mills & Andreas Jobst, 2008, "Islamic Bond Issuance: What Sovereign Debt Managers Need to Know," IMF Policy Discussion Papers, International Monetary Fund, number 2008/003, Jul.

2007

  1. Andreas Jobst, 2007, "The Economics of Islamic Finance and Securitization," IMF Working Papers, International Monetary Fund, number 2007/117, May.
  2. Andreas Jobst & Ms. Laura Valderrama & Mr. Ivan S Guerra & Mr. Hemant Shah, 2007, "Public Debt Markets in Central America, Panama, and the Dominican Republic," IMF Working Papers, International Monetary Fund, number 2007/147, Jun.
  3. Andreas Jobst, 2007, "Operational Risk: The Sting is Still in the Tail But the Poison Dependson the Dose," IMF Working Papers, International Monetary Fund, number 2007/239, Oct.
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  4. Andreas Jobst, 2007, "Consistent Quantitative Operational Risk Measurement and Regulation: Challenges of Model Specification, Data Collection and Loss Reporting," IMF Working Papers, International Monetary Fund, number 2007/254, Nov.
  5. Mr. Bassem M Kamar & Sami Ben Naceur, 2007, "GCC Monetary Union and the Degree of Macroeconomic Policy Coordination," IMF Working Papers, International Monetary Fund, number 2007/249, Oct.

2006

  1. Mr. Charles Frederick Kramer & Miss Catriona Purfield & Ms. Hiroko Oura & Andreas Jobst, 2006, "Asian Equity Markets: Growth, Opportunities, and Challenges," IMF Working Papers, International Monetary Fund, number 2006/266, Dec.

2005

  1. Jobst, Andreas A., 2005, "The Basle scuritisation framework explained: The regulatory treatment of asset securitisation," CFS Working Paper Series, Center for Financial Studies (CFS), number 2004/21.

2004

  1. Bassem Kamar, 2004, "De Facto Exchange Rate Policies in the MENA Region: Toward Deeper Cooperation," Working Papers, Economic Research Forum, number 0408, Aug, revised 01 Aug 2004.

2003

  1. Andreas A. Jobst, 2003, "Verbriefung und ihre Auswirkung auf die Finanzmarktstabilität," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 119, Oct.
  2. Andreas A. Jobst, 2003, "European Securitisation: A GARCH Model of CDO, MBS and Pfandbrief Spreads," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 121, Nov.

2002

  1. Jobst, Andreas A., 2002, "Loan securitisation: default term structure and asset pricing based on loss prioritisation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24941, Aug.
  2. Andreas A. Jobst, 2002, "Collateralized Loan Obligations (CLOs) – A Primer," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 96, Dec.
  3. Jobst, Andreas A., 2002, "The Pricing puzzle: The default term structure of collateralised loan obligations," CFS Working Paper Series, Center for Financial Studies (CFS), number 2002/14.
  4. Bassem Kamar & Damyana Bakardzhieva, 2002, "The Reforms Needed to Attract More FDI in Egypt: Lessons from the CEEC Experience," Working Papers, Economic Research Forum, number 0240, Dec, revised 26 Dec 2002.

Undated

  1. Elmostafa Bentour and Weshah Razzak, undated, "Real Interest Rates, Bubbles and Monetary Policy in the GCC countries," API-Working Paper Series, Arab Planning Institute - Kuwait, Information Center, number 0912.

Journal articles

2026

  1. Oguzhan Cepni, 2026, "News media coverage and the predictability of house prices," Real Estate Economics, American Real Estate and Urban Economics Association, volume 54, issue 1, pages 6-68, January, DOI: 10.1111/1540-6229.70008.
  2. Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2026, "Political Geography and Stock Market Volatility: The Role of Political Alignment Across Sentiment Regimes," Scottish Journal of Political Economy, Scottish Economic Society, volume 73, issue 1, February, DOI: 10.1111/sjpe.70028.
  3. Xin Sheng & Rangan Gupta & Wenting Liao & Oguzhan Cepni, 2026, "The Effects of Uncertainty on Economic Conditions Across US States: The Role of Climate Risks," Scottish Journal of Political Economy, Scottish Economic Society, volume 73, issue 1, February, DOI: 10.1111/sjpe.70035.
  4. Kiran, Madiha & Alnori, Faisal & Rabbani, Mustafa Raza & Cepni, Oguzhan, 2026, "Going green or losing edge: A global investigation into the role of carbon risk on banks' green investments," Economics Letters, Elsevier, volume 258, issue C, DOI: 10.1016/j.econlet.2025.112746.
  5. Sheng, Xin & Cepni, Oguzhan & Gupta, Rangan & Markovski, Minko, 2026, "Mixed frequency machine learning forecasting of the growth of real gross fixed capital formation in the United States: the role of extreme weather conditions," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110271.
  6. Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2026, "Credit standards: A new predictor of U.S. stock market realized volatility," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110298.
  7. Cepni, Oguzhan & Can, Ufuk & Aysan, Ahmet Faruk, 2026, "Abnormal weather shocks and US state level municipal bond returns," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2026.109591.
  8. Salisu, Afees A. & Gupta, Rangan & Cepni, Oguzhan, 2026, "Housing market variables and predictability of state-level stock market volatility of the United States: Fundamentals versus sentiments in a mixed-frequency framework," The Quarterly Review of Economics and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.qref.2025.102087.
  9. Caporin, Massimiliano & Cepni, Oguzhan & Gupta, Rangan & Maillet, Bertrand B., 2026, "Dynamic connectedness across U.S. state-level regional equity markets: The role of time-varying common and idiosyncratic factors," The Quarterly Review of Economics and Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.qref.2026.102141.
  10. Bouri, Elie & Can, Ufuk & Cepni, Oguzhan & Gupta, Rangan, 2026, "Oil price shocks and stock market bubble-risk indicators," The Quarterly Review of Economics and Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.qref.2026.102178.
  11. Cepni, Oguzhan & Gupta, Rangan & Karahan, Cenk C. & Lucey, Brian, 2026, "Retraction notice to “Oil price shocks and yield curve dynamics in emerging markets” [International Review of Economics and Finance 80 (2022) 613–623]," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2026.104888.
  12. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Oguzhan Cepni, 2026, "The Role of Energy Market Uncertainties in Forecasting US State-Level Stock Market Volatility: A GARCH-MIDAS Approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-40, December, DOI: 10.1186/s40854-026-00959-0.
  13. Ruipeng Liu & Mawuli Segnon & Oguzhan Cepni & Rangan Gupta, 2026, "Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 45, issue 6, pages 2905-2941, September, DOI: 10.1002/for.70145.

2025

  1. Bentour, El Mostafa, 2025, "Assessing government expenditures multipliers under oil price swings," Journal of Commodity Markets, Elsevier, volume 38, issue C, DOI: 10.1016/j.jcomm.2025.100477.
  2. Oguzhan Cepni & Abdullah Kazdal & Muhammed Enes Olgun & Muhammed Hasan Yilmaz, 2025, "Forecasting Türkiye Local Inflation With Global Factors," Bulletin of Economic Research, Wiley Blackwell, volume 77, issue 2, pages 148-159, April, DOI: 10.1111/boer.12477.
  3. Bouri, Elie & Cepni, Oguzhan & Gupta, Rangan & Liu, Ruipeng, 2025, "Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112176.
  4. Luo, Jiawen & Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan, 2025, "Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101595.
  5. Ben Jabeur, Sami & Bakkar, Yassine & Cepni, Oguzhan, 2025, "Do global COVOL and geopolitical risks affect clean energy prices? Evidence from explainable artificial intelligence models," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108112.
  6. Polat, Onur & Cunado, Juncal & Cepni, Oguzhan & Gupta, Rangan, 2025, "Oil price shocks and the connectedness of US state-level financial markets," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108128.
  7. Caporin, Massimiliano & Caraiani, Petre & Cepni, Oguzhan & Gupta, Rangan, 2025, "Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 101, issue C, DOI: 10.1016/j.intfin.2025.102156.
  8. Cepni, Oguzhan & Gil-Alana, Luis A. & Gupta, Rangan & Polat, Onur, 2025, "Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.qref.2025.102004.
  9. Rabbani, Mustafa Raza & Kiran, Madiha & Cepni, Oguzhan & Naeem, Muhammad Abubakr, 2025, "Fortune favors the green: Role of green investment in mitigating climate risk and the moderating role of ESG performance," The Quarterly Review of Economics and Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.qref.2025.102028.
  10. Akyildirim, Erdinc & Aysan, Ahmet Faruk & Cepni, Oguzhan & Corbet, Shaen, 2025, "News sentiment and DeFi coin returns: An empirical analysis," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104483.
  11. Shixuan Wang & Rangan Gupta & Matteo Bonato & Oğuzhan Çepni, 2025, "The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks," The Journal of Real Estate Finance and Economics, Springer, volume 71, issue 4, pages 642-702, November, DOI: 10.1007/s11146-024-09978-z.
  12. Oguzhan Cepni & Hardik A. Marfatia & Rangan Gupta, 2025, "The time-varying impact of uncertainty shocks on the co-movement of regional housing prices of the United Kingdom," Humanities and Social Sciences Communications, Palgrave Macmillan, volume 12, issue 1, pages 1-22, December, DOI: 10.1057/s41599-025-04494-8.
  13. Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2025, "Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-25, December, DOI: 10.1186/s40854-024-00692-6.
  14. Oguzhan Cepni & Linh Pham & Ugur Soytas, 2025, "Connectedness of Agricultural Commodities Futures Returns: Do News Media Sentiments Matter?," Journal of Behavioral Finance, Taylor & Francis Journals, volume 26, issue 1, pages 118-140, January, DOI: 10.1080/15427560.2023.2256910.
  15. Afees A. S alisu & Wenting Liao & Rangan Gupta & Oguzhan Cepni, 2025, "Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 4, pages 1441-1466, July, DOI: 10.1002/for.3251.

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., volume 24, issue 1, pages 154-162, March, DOI: 10.1111/irfi.12431.
  2. Cepni, Oguzhan & Şensoy, Ahmet & Yılmaz, Muhammed Hasan, 2024, "Climate change exposure and cost of equity," Energy Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.eneco.2023.107288.
  3. Polat, Onur & Gupta, Rangan & Cepni, Oguzhan & Ji, Qiang, 2024, "Can municipal bonds hedge US state-level climate risks?," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105915.
  4. Sheng, Xin & Gupta, Rangan & Cepni, Oguzhan, 2024, "Time-Varying effects of extreme weather shocks on output growth of the United States," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106318.
  5. 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, volume 91, issue C, DOI: 10.1016/j.intfin.2023.101920.
  6. Cepni, Oguzhan & Clements, Michael P., 2024, "How local is the local inflation factor? Evidence from emerging European countries," International Journal of Forecasting, Elsevier, volume 40, issue 1, pages 160-183, DOI: 10.1016/j.ijforecast.2023.01.008.
  7. Salisu, Afees A. & Isah, Kazeem O. & Cepni, Oguzhan, 2024, "Conventional and unconventional shadow rates and the US state-level stock returns: Evidence from non-stationary heterogeneous panels," The Quarterly Review of Economics and Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.qref.2024.101890.
  8. 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, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102442.
  9. Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2024, "Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 4, pages 1473-1510, November, DOI: 10.1007/s11156-024-01295-z.
  10. Erdinc Akyildirim & Ahmet Faruk Aysan & Oguzhan Cepni & Özge Serbest, 2024, "Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns," The European Journal of Finance, Taylor & Francis Journals, volume 30, issue 14, pages 1577-1613, September, DOI: 10.1080/1351847X.2024.2323454.
  11. 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., volume 43, issue 2, pages 456-472, March, DOI: 10.1002/for.3042.
  12. 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., volume 43, issue 6, pages 2088-2125, September, DOI: 10.1002/for.3106.
  13. Vugar RAHIMOV, 2024, "Modelling the relationship between inflation and uncertainty with existence of structural break: evidence from Azerbaijan," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, volume 0, issue 4(641), W, pages 85-96, Winter.
  14. Hodula, Martin & Szabo, Milan & Bajzík, Josef, 2024, "Retail fund flows and performance: Insights from supervisory data," Emerging Markets Review, Elsevier, volume 59, issue C, DOI: 10.1016/j.ememar.2024.101111.
  15. Milan Szabo, 2024, "Disciplining growth‐at‐risk models with survey of professional forecasters and Bayesian quantile regression," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 1975-1981, September, DOI: 10.1002/for.3120.

2023

  1. El Mostafa Bentour, 2023, "On the government consumption multipliers evolvement over time: an SVAR analysis," Applied Economics Letters, Taylor & Francis Journals, volume 30, issue 12, pages 1612-1617, July, DOI: 10.1080/13504851.2022.2073329.
  2. 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, volume 227, issue C, DOI: 10.1016/j.econlet.2023.111121.
  3. 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, volume 47, issue 2, DOI: 10.1016/j.ecosys.2022.101000.
  4. 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, volume 62, issue C, DOI: 10.1016/j.finmar.2022.100760.
  5. Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2023, "Climate risks and state-level stock market realized volatility," Journal of Financial Markets, Elsevier, volume 66, issue C, DOI: 10.1016/j.finmar.2023.100854.
  6. 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, volume 83, issue C, DOI: 10.1016/j.intfin.2022.101730.
  7. 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, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103438.
  8. Oguzhan Cepni & Ahmet Faruk Aysan, 2023, "Coin Specific Sentiments Matter for the Non-Fungible Tokens Spillovers: How and When?," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 26, issue 4, pages 637-658, November, DOI: https://doi.org/10.59091/2460-9196..
  9. OÄŸuzhan Çepni & David Gabauer & Rangan Gupta & Khuliso Ramabulana, 2023, "Time-Varying Spillover of US Trade War on the Growth of Emerging Economies," Journal of Developing Areas, Tennessee State University, College of Business, volume 57, issue 1, pages 167-181, Januaryâ€.
  10. 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, , volume 29, issue 2, pages 559-567, March, DOI: 10.1177/13548166211053670.
  11. 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, , volume 29, issue 4, pages 906-928, June, DOI: 10.1177/13548166221077633.
  12. Oguzhan Cepni, 2023, "Does vaccination help to reduce financial stress on tourism subsectors?," Tourism Economics, , volume 29, issue 7, pages 1937-1946, November, DOI: 10.1177/13548166221123233.
  13. 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, volume 330, issue 1, pages 553-584, November, DOI: 10.1007/s10479-021-04205-x.
  14. 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, volume 29, issue 14, pages 1579-1597, September, DOI: 10.1080/1351847X.2022.2137422.
  15. 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, volume 24, issue 3, pages 365-381, July, DOI: 10.1080/15427560.2021.1983576.
  16. 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., volume 42, issue 4, pages 785-801, July, DOI: 10.1002/for.2914.
  17. Hodula, Martin & Melecký, Martin & Pfeifer, Lukáš & Szabo, Milan, 2023, "Cooling the mortgage loan market: The effect of borrower-based limits on new mortgage lending," Journal of International Money and Finance, Elsevier, volume 132, issue C, DOI: 10.1016/j.jimonfin.2023.102808.

2022

  1. El Mostafa Bentour, 2022, "The effects of public debt accumulation and business cycle on government spending multipliers," Applied Economics, Taylor & Francis Journals, volume 54, issue 19, pages 2231-2256, April, DOI: 10.1080/00036846.2021.1985721.
  2. 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., volume 22, issue 3, pages 540-550, September, DOI: 10.1111/irfi.12357.
  3. 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, volume 95, issue C, DOI: 10.1016/j.annals.2022.103432.
  4. Cepni, Oguzhan & Demirer, Riza & Rognone, Lavinia, 2022, "Hedging climate risks with green assets," Economics Letters, Elsevier, volume 212, issue C, DOI: 10.1016/j.econlet.2022.110312.
  5. 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, volume 213, issue C, DOI: 10.1016/j.econlet.2022.110374.
  6. Sheng, Xin & Gupta, Rangan & Cepni, Oguzhan, 2022, "Persistence of state-level uncertainty of the United States: The role of climate risks," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110500.
  7. Aslan, Caglayan & Bulut, Erdem & Cepni, Oguzhan & Yilmaz, Muhammed Hasan, 2022, "Does climate change affect bank lending behavior?," Economics Letters, Elsevier, volume 220, issue C, DOI: 10.1016/j.econlet.2022.110859.
  8. 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, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105900.
  9. 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, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106174.
  10. 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, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106229.
  11. 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, volume 50, issue C, DOI: 10.1016/j.frl.2022.103201.
  12. Pham, Linh & Cepni, Oguzhan, 2022, "Extreme directional spillovers between investor attention and green bond markets," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 186-210, DOI: 10.1016/j.iref.2022.02.069.
  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, , volume 43, issue 1_suppl, pages 1-30, June, DOI: 10.5547/01956574.43.SI1.ocep.
  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., volume 27, issue 2, pages 1979-1988, April, DOI: 10.1002/ijfe.2254.
  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., volume 41, issue 2, pages 303-315, March, DOI: 10.1002/for.2813.
  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., volume 41, issue 8, pages 1559-1569, December, DOI: 10.1002/for.2884.
  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., volume 41, issue 8, pages 1725-1740, December, DOI: 10.1002/for.2893.
  18. Milan Szabo, 2022, "Meeting investor outflows in Czech bond and equity funds: horizontal or vertical?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 49, issue 4, pages 1123-1151, November, DOI: 10.1007/s10663-022-09553-w.

2021

  1. El Mostafa Bentour, 2021, "On the public debt and growth threshold: one size does not necessarily fit all," Applied Economics, Taylor & Francis Journals, volume 53, issue 11, pages 1280-1299, March, DOI: 10.1080/00036846.2020.1828806.
  2. 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., volume 21, issue 2, pages 661-674, June, DOI: 10.1111/irfi.12283.
  3. 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, volume 58, issue C, DOI: 10.1016/j.najef.2021.101550.
  4. Akyildirim, Erdinc & Aysan, Ahmet Faruk & Cepni, Oguzhan & Darendeli, S. Pinar Ceyhan, 2021, "Do investor sentiments drive cryptocurrency prices?," Economics Letters, Elsevier, volume 206, issue C, DOI: 10.1016/j.econlet.2021.109980.
  5. Bonato, Matteo & Çepni, Oğuzhan & Gupta, Rangan & Pierdzioch, Christian, 2021, "Do oil-price shocks predict the realized variance of U.S. REITs?," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105689.
  6. 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, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101646.
  7. 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, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101433.
  8. 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, volume 17, issue 9, pages 2258-2277, February, DOI: 10.1108/IJOEM-06-2020-0681.
  9. 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, volume 30, issue 6, pages 829-842, August, DOI: 10.1080/09638199.2021.1905695.
  10. 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., volume 40, issue 7, pages 1214-1229, November, DOI: 10.1002/for.2763.
  11. Vojtěch Siuda & Milan Szabo, 2021, "Measuring Sovereign Credit Risk of the EU countries," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 10, issue 3, pages 169-192.

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, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.001.
  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, volume 51, issue C, DOI: 10.1016/j.finmar.2020.100541.
  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, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101277.
  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, volume 27, issue 19, pages 1546-1551, November, DOI: 10.1080/13504851.2019.1696449.
  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, volume 52, issue 5, pages 528-536, January, DOI: 10.1080/00036846.2019.1654082.
  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, volume 20, issue 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., volume 39, issue 1, pages 18-36, January, DOI: 10.1002/for.2602.
  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., volume 39, issue 6, pages 966-985, September, DOI: 10.1002/for.2669.

2019

  1. Cepni, Oguzhan & Güney, I.Ethem, 2019, "Local currency bond risk premia: A panel evidence on emerging markets," Emerging Markets Review, Elsevier, volume 38, issue C, pages 182-196, DOI: 10.1016/j.ememar.2019.01.002.
  2. 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, volume 35, issue 2, pages 555-572, DOI: 10.1016/j.ijforecast.2018.10.008.
  3. Oguzhan Cepni & I. Ethem Guney, 2019, "Nowcasting emerging market’s GDP: the importance of dimension reduction techniques," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 20, pages 1670-1674, November, DOI: 10.1080/13504851.2019.1591590.
  4. Andreas A. JOBST & Ceyla PAZARBASIOGLU, 2019, "Greater transparency and better policy for climate finance," Financial Stability Review, Banque de France, issue 23, pages 85-99, June.
  5. Bassem Kamar & Damyana Bakardzhieva & Mohamed Goaied, 2019, "Effects of pro-growth policies on employment: evidence of regional disparities," Applied Economics, Taylor & Francis Journals, volume 51, issue 40, pages 4337-4367, August, DOI: 10.1080/00036846.2019.1591596.

2018

  1. Vugar Ahmadov & Salman Huseynov & Shaig Adigozalov & Fuad Mammadov & Vugar Rahimov, 2018, "Forecasting inflation in post-oil boom years: A case for regime switches?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 2, pages 369-385, April, DOI: 10.1007/s12197-017-9410-1.

2017

  1. Oguzhan Cepni & Doruk Kucuksarac, 2017, "Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve," Economics Bulletin, AccessEcon, volume 37, issue 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, volume 159, issue C, pages 74-77, DOI: 10.1016/j.econlet.2017.07.020.
  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, volume 6, issue 1, pages 01-10, January.

2016

  1. Bassem Kamar & Damyana Bakardzhieva, 2016, "Beyond the Optimistic Curse: A New Multiscenario Approach to Debt Sustainability Assessment," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 1, pages 110-122, January, DOI: 10.1080/1540496X.2016.1105686.

2014

  1. Joshua Felman & Simon Gray & Mangal Goswami & Andreas A. Jobst & Mahmood Pradhan & Shanaka Peiris & Dulani Seneviratne, 2014, "ASEAN-5 bond market development: Where does it stand? Where is it going?," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, volume 28, issue 1, pages 60-75, May.
  2. Simon Gray & Joshua Felman & Ana Carvajal & Andreas A. Jobst, 2014, "Developing ASEAN-5 bond markets: what needs to be done?," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, volume 28, issue 1, pages 76-95, May.
  3. Jobst, Andreas A., 2014, "Measuring systemic risk-adjusted liquidity (SRL)—A model approach," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 270-287, DOI: 10.1016/j.jbankfin.2014.04.013.
  4. Andreas A Jobst, 2014, "Systemic Risk in the Insurance Sector: A Review of Current Assessment Approaches," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 39, issue 3, pages 440-470, July.

2013

  1. Razzak Weshah A. & Bentour El M., 2013, "Do Developing Countries Benefit from Foreign Direct Investments? An Analysis of Some Arab and Asian Countries," Review of Middle East Economics and Finance, De Gruyter, volume 9, issue 3, pages 357-388, December, DOI: 10.1515/rmeef-2012-0031.
  2. Jobst, Andreas A., 2013, "Multivariate dependence of implied volatilities from equity options as measure of systemic risk," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 112-129, DOI: 10.1016/j.irfa.2013.01.005.

2012

  1. Aït-Sahalia, Yacine & Andritzky, Jochen & Jobst, Andreas & Nowak, Sylwia & Tamirisa, Natalia, 2012, "Market response to policy initiatives during the global financial crisis," Journal of International Economics, Elsevier, volume 87, issue 1, pages 162-177, DOI: 10.1016/j.jinteco.2011.12.001.
  2. Ben Naceur, Sami & Bakardzhieva, Damyana & Kamar, Bassem, 2012, "Disaggregated Capital Flows and Developing Countries’ Competitiveness," World Development, Elsevier, volume 40, issue 2, pages 223-237, DOI: 10.1016/j.worlddev.2011.07.001.

2011

  1. Nowak, Sylwia & Andritzky, Jochen & Jobst, Andreas & Tamirisa, Natalia, 2011, "Macroeconomic fundamentals, price discovery, and volatility dynamics in emerging bond markets," Journal of Banking & Finance, Elsevier, volume 35, issue 10, pages 2584-2597, October.
  2. Adrian Blundell-Wignall & Patrick Slovik, 2011, "A Market Perspective on the European Sovereign Debt and Banking Crisis," OECD Journal: Financial Market Trends, OECD Publishing, volume 2010, issue 2, pages 9-36, DOI: 10.1787/fmt-2010-5kggc0z2hm9r.

2010

  1. Adrian Blundell-Wignall & Gert Wehinger & Patrick Slovik, 2010, "The elephant in the room: The need to deal with what banks do," OECD Journal: Financial Market Trends, OECD Publishing, volume 2009, issue 2, pages 1-27, DOI: 10.1787/fmt-v2009-art11-en.

2009

  1. Andreas A. Jobst, 2009, "Islamic derivatives," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, volume 2, issue 3/4, pages 254-260.
  2. Andreas A. Jobst, 2009, "Islamic securitisation: An ethical remedy to incentive problems?," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, volume 2, issue 3/4, pages 348-365.

2008

  1. Andreas A. Jobst, 2008, "The development of equity derivative markets," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 3, issue 2, pages 163-180, April, DOI: 10.1108/17468800810862623.
  2. Andreas Jobst & Peter Kunzel & Paul Mills & Amadou Sy, 2008, "Islamic bond issuance: what sovereign debt managers need to know," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 1, issue 4, pages 330-344, November, DOI: 10.1108/17538390810919637.
  3. Catriona Purfield & Hiroko Oura & Charles Kramer & Andreas Jobst, 2008, "Asian equity markets: growth, opportunities, and challenges," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 1, issue 2, pages 227-248, DOI: 10.1080/17520840802252571.
  4. Heiko Hesse & Andreas (Andy) Jobst & Juan Solé, 2008, "Trends and Challenges in Islamic Finance," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, volume 9, issue 2, pages 175-193, April.

2007

  1. Andreas A. Jobst, 2007, "It's all in the data – consistent operational risk measurement and regulation," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 15, issue 4, pages 423-449, November, DOI: 10.1108/13581980710835272.

2005

  1. Andreas Jobst, 2005, "The regulatory treatment of asset securitisation: The Basel Securitisation Framework explained," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 13, issue 1, pages 15-42, March, DOI: 10.1108/13581980510622054.
  2. Kamar Bassem & Bakardzhieva Damyana, 2005, "Economic Trilemma and Exchange Rate Management in Egypt," Review of Middle East Economics and Finance, De Gruyter, volume 3, issue 2, pages 1-24, August, DOI: 10.2202/1475-3693.1036.

Chapters

2023

  1. Patrick Slovik & Farah Azman, 2023, "Materiality of ESG factors in financial markets and financial statistics," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Post-pandemic landscape for central bank statistics".
  2. Patrick Slovik & Farah Azman, 2023, "Banks' real estate exposures: risk-based approach to measurement of exposures and concentrations," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Post-pandemic landscape for central bank statistics".

2021

  1. Adam Kucera & Milan Szabo, 2021, "Interconnectedness and contagion in the Czech financial system," Occasional Publications - Chapters in Edited Volumes, Czech National Bank, Research and Statistics Department.

2020

  1. Milan Szabo & Zlatuse Komarkova & Martin Casta, 2020, "Vulnerable growth: Bayesian GDP-at-Risk," Occasional Publications - Chapters in Edited Volumes, Czech National Bank, Research and Statistics Department.

2019

  1. Adam Kucera & Milan Szabo, 2019, "Estimating the neutral Czech government bond yield curve," Occasional Publications - Chapters in Edited Volumes, Czech National Bank, Research and Statistics Department.

2014

  1. Andreas A. Jobst, 2014, "The Islamic debate on derivatives," Chapters, Edward Elgar Publishing, chapter 16, in: M. Kabir Hassan & Mervyn K. Lewis, "Handbook on Islam and Economic Life".

2011

  1. Milan Nejman & Otakar Cejnar & Patrick Slovik, 2011, "Improving the quality and flexibility of data collection from financial institutions," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010".
  2. Patrick Slovik, 2011, "Market uncertainty and market instability," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010".

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