Access Statistics for Aslihan Salih

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
An Empirical Investigation of Time Varying Betas via Threshold Models	0	0	0	0	0	1	1	209
Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming	0	0	0	2	0	0	0	42
Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming	0	0	2	148	1	1	3	416
Is volatility risk priced in the securities market ? Evidence from S&P 500 index options	0	0	0	0	0	0	1	23
Modeling the Volatility In the Central Bank Reserves In An Emerging Market Setting	0	0	0	112	1	1	1	237
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets	0	0	0	0	0	0	0	26
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets	0	0	0	18	0	0	0	89
Total Working Papers	0	0	2	280	2	3	6	1,042

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Aggregate volatility expectations and threshold CAPM	0	0	0	5	1	2	3	70
Are stock prices too volatile to be justified by the dividend discount model?	0	0	0	16	0	0	0	60
Degree of Mispricing with the Black-Scholes Model and Nonparametric Cures	0	0	0	83	0	0	6	459
Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets?	0	0	0	36	0	0	0	170
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming	0	0	0	11	0	0	1	77
Exploring exchange rate returns at different time horizons	0	0	0	7	0	0	0	50
Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX	1	2	3	37	3	4	6	123
Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul	0	0	0	1	0	1	2	10
Is volatility risk priced in the securities market? Evidence from S&P 500 index options	0	0	0	5	0	0	0	17
Optimal multi-period consumption and investment with short-sale constraints	0	0	0	8	0	1	2	54
Performance of the efficient frontier in an emerging market setting	0	0	0	117	0	0	0	608
Stretching the success in reward-based crowdfunding	0	0	2	14	0	2	8	41
The Price Impact of Same- and Opposing-Direction Herding by Institutions with Different Investment Horizons	0	0	0	1	0	1	1	11
The degree of financial liberalization and aggregated stock-return volatility in emerging markets	0	0	0	86	0	1	6	252
Time-Varying Betas Help in Asset Pricing: The Threshold CAPM	0	0	0	226	0	1	1	619
Total Journal Articles	1	2	5	653	4	13	36	2,621

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Statistics updated 2025-05-12