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 6 7 9 203
A little bit of evidence on the natural rate hypothesis from the U.S 0 0 0 32 3 5 6 155
Business Cycles as nonlinear Phenomena: Characterizing Swiss and German Cycles 1965-1988 0 0 0 0 6 8 8 256
Correlation of Defauls Events Some New Tools 0 0 0 17 7 8 9 93
Disturbing Extremal Behavior of Spot Rate Dynamics 0 0 0 20 6 6 8 109
Excessive Variation in Risk Factor Correlation and Volatilities 0 0 0 0 2 4 4 291
FX Short Positions, Balance Sheets and Financial Turbulence: An Interpretation of the Asian Financial Crisis 1 3 6 216 4 11 17 560
Financial Instruments to Hedge Commodity Price Risk for Developing Countries 0 0 0 235 2 5 7 691
Next Generation System-Wide Liquidity Stress Testing 0 0 0 75 1 1 5 151
Pricing and Hedging of Contingent Credit Lines 0 0 0 123 4 8 11 495
Puttable and Extendible Bonds: Developing Interest Rate Derivatives for Emerging Markets 0 0 0 170 8 12 15 645
Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data? 0 0 0 79 4 7 7 392
Some Evidence on the Non-Linearity of Economic Time Series: 1890-1981 0 0 0 50 6 6 7 151
Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle ? 0 0 0 0 1 2 2 196
Swap Curve Dynamics in Hong Kong: An Interpretation 0 0 0 64 4 6 7 215
What Drives Swap Spreads, Credit or Liquidity? 0 0 1 97 4 7 11 278
Total Working Papers 1 3 7 1,215 68 103 133 4,881

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 4 4 7 285
A diagnostic check for model specification: An application to the yen-dollar exchange rate 0 0 0 20 0 1 2 83
A little bit of evidence on the natural rate hypothesis from the U.S 0 0 0 28 2 4 4 116
Are Economic Time Series Asymmetric over the Business Cycle? 2 2 11 784 3 7 28 1,884
Can chartists outperform the market? market efficiency tests for “technical analysis” 0 0 0 33 5 6 11 81
Disturbing extremal behavior of spot rate dynamics 0 0 0 34 2 5 9 156
Excessive variation in risk‐factor correlations and volatilities 0 0 0 6 2 3 4 24
Extreme price movements and margin levels in futures markets 0 0 0 4 6 9 12 33
Financial instruments to hedge commodity price risk for developing countries 0 0 0 69 6 11 14 225
Is there a cyclical time unit? 0 0 0 14 0 0 2 46
Modeling the price side of econometric models: An analysis of the underlying hypotheses 0 0 0 7 2 2 4 44
Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis." 1 3 12 1,718 5 14 35 4,640
On Some Sample Path Properties of Intra-day Futures Prices 0 0 0 13 3 4 4 70
Policy Evaluation of Housing Cyclicality: A Spectral Analysis 0 0 0 27 3 3 5 86
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 1 2 137
Properties and Stochastic nature of BEA's early estimates of GNP 0 0 0 8 3 4 5 86
Sermaye Piyasaları 0 0 0 0 2 2 2 65
Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle? 0 0 0 0 0 1 2 159
Swap curve dynamics across markets: Case of US dollar versus HK dollar 0 0 1 48 5 6 11 212
WHY FINANCIAL MARKETS DO NOT USE ECONOMETRIC FORECASTING: FOREIGN EXCHANGE EXOTICS, CENTRAL BANKS AND POSITION TAKING 0 0 0 48 3 3 4 150
Total Journal Articles 3 5 26 3,001 57 90 167 8,582

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 3 9 19 197 12 30 49 512
Principles of Financial Engineering 2 6 12 67 10 20 37 347
Principles of Financial Engineering 2 2 4 38 11 19 32 147
Total Books 7 17 35 302 33 69 118 1,006

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 2026-02-12