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 2 18 120
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 0 1 8 218 0 1 22 566
Financial Instruments to Hedge Commodity Price Risk for Developing Countries 0 0 0 235 1 2 12 696
Next Generation System-Wide Liquidity Stress Testing 0 1 2 77 3 4 13 162
Pricing and Hedging of Contingent Credit Lines 0 0 0 123 0 0 13 499
Puttable and Extendible Bonds: Developing Interest Rate Derivatives for Emerging Markets 0 0 0 170 1 2 19 650
Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data? 0 0 0 79 1 1 19 404
Some Evidence on the Non-Linearity of Economic Time Series: 1890-1981 0 0 0 50 0 0 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 1 1 1 65 2 3 16 225
What Drives Swap Spreads, Credit or Liquidity? 0 0 0 97 1 1 14 285
Total Working Papers 1 3 11 1,220 10 19 217 4,981

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 1 8 788 0 7 29 1,898
Can chartists outperform the market? market efficiency tests for “technical analysis” 0 0 0 33 0 0 14 88
Disturbing extremal behavior of spot rate dynamics 0 0 1 35 0 1 11 161
Excessive variation in risk‐factor correlations and volatilities 0 0 0 6 1 1 7 28
Extreme price movements and margin levels in futures markets 0 0 0 4 1 3 22 44
Financial instruments to hedge commodity price risk for developing countries 0 0 0 69 0 2 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 1 1 8 48
Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis." 0 0 8 1,723 0 4 35 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 0 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 0 1 6 88
Sermaye Piyasaları 0 0 0 0 0 1 6 69
Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle? 0 0 0 0 0 0 4 162
Swap curve dynamics across markets: Case of US dollar versus HK dollar 0 0 0 48 0 1 17 223
WHY FINANCIAL MARKETS DO NOT USE ECONOMETRIC FORECASTING: FOREIGN EXCHANGE EXOTICS, CENTRAL BANKS AND POSITION TAKING 0 0 0 48 0 0 8 155
Total Journal Articles 0 1 18 3,011 3 23 224 8,695

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 6 10 30 216 13 20 86 564
Principles of Financial Engineering 0 0 4 38 0 0 36 156
Principles of Financial Engineering 1 3 14 74 4 14 52 377
Total Books 7 13 48 328 17 34 174 1,097

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 2026-09-10