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 6 9 203
A little bit of evidence on the natural rate hypothesis from the U.S 0 0 0 32 1 5 6 156
Business Cycles as nonlinear Phenomena: Characterizing Swiss and German Cycles 1965-1988 0 0 0 0 1 8 9 257
Correlation of Defauls Events Some New Tools 0 0 0 17 0 7 9 93
Disturbing Extremal Behavior of Spot Rate Dynamics 0 0 0 20 5 11 13 114
Excessive Variation in Risk Factor Correlation and Volatilities 0 0 0 0 2 4 6 293
FX Short Positions, Balance Sheets and Financial Turbulence: An Interpretation of the Asian Financial Crisis 0 1 6 216 2 10 19 562
Financial Instruments to Hedge Commodity Price Risk for Developing Countries 0 0 0 235 0 4 7 691
Next Generation System-Wide Liquidity Stress Testing 1 1 1 76 2 3 7 153
Pricing and Hedging of Contingent Credit Lines 0 0 0 123 3 9 14 498
Puttable and Extendible Bonds: Developing Interest Rate Derivatives for Emerging Markets 0 0 0 170 0 9 15 645
Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data? 0 0 0 79 8 14 15 400
Some Evidence on the Non-Linearity of Economic Time Series: 1890-1981 0 0 0 50 2 8 9 153
Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle ? 0 0 0 0 1 3 3 197
Swap Curve Dynamics in Hong Kong: An Interpretation 0 0 0 64 4 10 10 219
What Drives Swap Spreads, Credit or Liquidity? 0 0 1 97 3 9 13 281
Total Working Papers 1 2 8 1,216 34 120 164 4,915

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 1 102 1 5 8 286
A diagnostic check for model specification: An application to the yen-dollar exchange rate 0 0 0 20 1 2 2 84
A little bit of evidence on the natural rate hypothesis from the U.S 0 0 0 28 2 6 6 118
Are Economic Time Series Asymmetric over the Business Cycle? 0 2 8 784 1 6 26 1,885
Can chartists outperform the market? market efficiency tests for “technical analysis” 0 0 0 33 2 8 13 83
Disturbing extremal behavior of spot rate dynamics 0 0 0 34 0 4 9 156
Excessive variation in risk‐factor correlations and volatilities 0 0 0 6 0 2 3 24
Extreme price movements and margin levels in futures markets 0 0 0 4 2 11 14 35
Financial instruments to hedge commodity price risk for developing countries 0 0 0 69 0 9 14 225
Is there a cyclical time unit? 0 0 0 14 0 0 1 46
Modeling the price side of econometric models: An analysis of the underlying hypotheses 0 0 0 7 1 3 5 45
Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis." 2 4 14 1,720 4 14 38 4,644
On Some Sample Path Properties of Intra-day Futures Prices 0 0 0 13 0 3 4 70
Policy Evaluation of Housing Cyclicality: A Spectral Analysis 0 0 0 27 1 4 6 87
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 1 2 3 138
Properties and Stochastic nature of BEA's early estimates of GNP 0 0 0 8 0 4 5 86
Sermaye Piyasaları 0 0 0 0 1 3 3 66
Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle? 0 0 0 0 1 1 3 160
Swap curve dynamics across markets: Case of US dollar versus HK dollar 0 0 1 48 7 13 18 219
WHY FINANCIAL MARKETS DO NOT USE ECONOMETRIC FORECASTING: FOREIGN EXCHANGE EXOTICS, CENTRAL BANKS AND POSITION TAKING 0 0 0 48 3 6 6 153
Total Journal Articles 2 6 25 3,003 28 106 187 8,610

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 1 8 20 198 7 29 54 519
Principles of Financial Engineering 0 2 4 38 1 17 33 148
Principles of Financial Engineering 0 4 9 67 4 21 37 351
Total Books 1 14 33 303 12 67 124 1,018

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 0 3
Total Chapters 0 0 0 0 0 0 0 3

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Statistics updated 2026-03-04