Access Statistics for Salih N. Neftci

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of US and Hong Kong Cap-Floor Volatility Dynamics 0 0 0 37 0 0 10 205
A little bit of evidence on the natural rate hypothesis from the U.S 0 0 0 32 0 2 11 161
Business Cycles as nonlinear Phenomena: Characterizing Swiss and German Cycles 1965-1988 0 0 0 0 0 0 12 260
Correlation of Defauls Events Some New Tools 0 0 0 17 0 0 10 95
Disturbing Extremal Behavior of Spot Rate Dynamics 0 0 0 20 1 1 17 119
Excessive Variation in Risk Factor Correlation and Volatilities 0 0 0 0 0 0 9 296
FX Short Positions, Balance Sheets and Financial Turbulence: An Interpretation of the Asian Financial Crisis 1 1 8 218 1 2 23 566
Financial Instruments to Hedge Commodity Price Risk for Developing Countries 0 0 0 235 0 1 11 695
Next Generation System-Wide Liquidity Stress Testing 1 1 2 77 1 1 11 159
Pricing and Hedging of Contingent Credit Lines 0 0 0 123 0 1 13 499
Puttable and Extendible Bonds: Developing Interest Rate Derivatives for Emerging Markets 0 0 0 170 0 1 18 649
Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data? 0 0 0 79 0 2 18 403
Some Evidence on the Non-Linearity of Economic Time Series: 1890-1981 0 0 0 50 0 1 12 156
Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle ? 0 0 0 0 0 1 7 201
Swap Curve Dynamics in Hong Kong: An Interpretation 0 0 0 64 0 1 14 223
What Drives Swap Spreads, Credit or Liquidity? 0 0 0 97 0 1 14 284
Total Working Papers 2 2 10 1,219 3 15 210 4,971

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Time-Series Analysis of the Real Wages-Employment Relationship 0 0 0 102 0 0 8 288
A diagnostic check for model specification: An application to the yen-dollar exchange rate 0 0 0 20 0 0 2 84
A little bit of evidence on the natural rate hypothesis from the U.S 0 0 0 28 0 0 8 120
Are Economic Time Series Asymmetric over the Business Cycle? 0 2 8 788 3 9 29 1,898
Can chartists outperform the market? market efficiency tests for “technical analysis” 0 0 0 33 0 2 17 88
Disturbing extremal behavior of spot rate dynamics 0 0 1 35 1 3 12 161
Excessive variation in risk‐factor correlations and volatilities 0 0 0 6 0 0 6 27
Extreme price movements and margin levels in futures markets 0 0 0 4 2 2 21 43
Financial instruments to hedge commodity price risk for developing countries 0 0 0 69 1 3 17 230
Is there a cyclical time unit? 0 0 0 14 0 0 4 49
Modeling the price side of econometric models: An analysis of the underlying hypotheses 0 0 0 7 0 0 7 47
Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis." 0 1 11 1,723 2 7 38 4,659
On Some Sample Path Properties of Intra-day Futures Prices 0 0 0 13 0 0 4 70
Policy Evaluation of Housing Cyclicality: A Spectral Analysis 0 0 0 27 1 1 7 89
Policy-Dependent Parameters in the Presence of Optimal Learning: An Application of Kalman Filtering to the Fair and Sargent Supply-Side Equations 0 0 1 38 0 0 7 142
Properties and Stochastic nature of BEA's early estimates of GNP 0 0 0 8 1 1 7 88
Sermaye Piyasaları 0 0 0 0 1 1 6 69
Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle? 0 0 0 0 0 1 4 162
Swap curve dynamics across markets: Case of US dollar versus HK dollar 0 0 1 48 1 1 18 223
WHY FINANCIAL MARKETS DO NOT USE ECONOMETRIC FORECASTING: FOREIGN EXCHANGE EXOTICS, CENTRAL BANKS AND POSITION TAKING 0 0 0 48 0 1 8 155
Total Journal Articles 0 3 22 3,011 13 32 230 8,692

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Introduction to the Mathematics of Financial Derivatives 2 8 28 210 4 17 77 551
Principles of Financial Engineering 1 2 13 73 4 13 51 373
Principles of Financial Engineering 0 0 4 38 0 1 36 156
Total Books 3 10 45 321 8 31 164 1,080

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Turbulence, Crises and Risk Management 0 0 0 0 0 0 1 4
Total Chapters 0 0 0 0 0 0 1 4

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Statistics updated 2026-08-07