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 1 1 195
A little bit of evidence on the natural rate hypothesis from the U.S 0 0 0 32 0 0 3 150
Business Cycles as nonlinear Phenomena: Characterizing Swiss and German Cycles 1965-1988 0 0 0 0 0 0 0 248
Correlation of Defauls Events Some New Tools 0 0 0 17 1 1 1 85
Disturbing Extremal Behavior of Spot Rate Dynamics 0 0 0 20 0 1 2 102
Excessive Variation in Risk Factor Correlation and Volatilities 0 0 0 0 0 0 0 287
FX Short Positions, Balance Sheets and Financial Turbulence: An Interpretation of the Asian Financial Crisis 0 0 2 210 0 0 2 543
Financial Instruments to Hedge Commodity Price Risk for Developing Countries 0 0 1 235 0 0 1 684
Next Generation System-Wide Liquidity Stress Testing 0 0 1 75 0 0 3 148
Pricing and Hedging of Contingent Credit Lines 0 0 0 123 1 2 5 486
Puttable and Extendible Bonds: Developing Interest Rate Derivatives for Emerging Markets 0 0 0 170 0 1 3 631
Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data? 0 0 0 79 0 0 0 385
Some Evidence on the Non-Linearity of Economic Time Series: 1890-1981 0 0 0 50 0 0 0 144
Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle ? 0 0 0 0 0 0 1 194
Swap Curve Dynamics in Hong Kong: An Interpretation 0 0 1 64 0 0 2 209
What Drives Swap Spreads, Credit or Liquidity? 0 1 2 97 0 2 5 270
Total Working Papers 0 1 7 1,209 2 8 29 4,761

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 1 2 102 0 2 3 280
A diagnostic check for model specification: An application to the yen-dollar exchange rate 0 0 0 20 0 0 1 82
A little bit of evidence on the natural rate hypothesis from the U.S 0 0 0 28 0 0 1 112
Are Economic Time Series Asymmetric over the Business Cycle? 2 2 20 780 5 8 31 1,869
Can chartists outperform the market? market efficiency tests for “technical analysis” 0 0 1 33 1 1 3 71
Disturbing extremal behavior of spot rate dynamics 0 0 0 34 0 2 5 149
Excessive variation in risk‐factor correlations and volatilities 0 0 0 6 0 0 1 21
Extreme price movements and margin levels in futures markets 0 0 0 4 0 1 1 22
Financial instruments to hedge commodity price risk for developing countries 0 0 0 69 1 2 2 213
Is there a cyclical time unit? 0 0 0 14 0 0 1 45
Modeling the price side of econometric models: An analysis of the underlying hypotheses 0 0 0 7 0 0 0 40
Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis." 2 2 16 1,712 5 9 41 4,621
On Some Sample Path Properties of Intra-day Futures Prices 0 0 0 13 0 0 0 66
Policy Evaluation of Housing Cyclicality: A Spectral Analysis 0 0 0 27 0 0 3 82
Policy-Dependent Parameters in the Presence of Optimal Learning: An Application of Kalman Filtering to the Fair and Sargent Supply-Side Equations 0 0 0 37 0 0 3 135
Properties and Stochastic nature of BEA's early estimates of GNP 0 0 0 8 0 0 0 81
Sermaye Piyasaları 0 0 0 0 0 0 2 63
Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle? 0 0 0 0 1 1 3 158
Swap curve dynamics across markets: Case of US dollar versus HK dollar 0 0 1 47 3 3 6 205
WHY FINANCIAL MARKETS DO NOT USE ECONOMETRIC FORECASTING: FOREIGN EXCHANGE EXOTICS, CENTRAL BANKS AND POSITION TAKING 0 0 0 48 0 0 2 147
Total Journal Articles 4 5 40 2,989 16 29 109 8,462

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 0 1 14 182 2 6 38 474
Principles of Financial Engineering 0 1 8 60 1 3 30 322
Principles of Financial Engineering 0 0 5 34 0 2 29 120
Total Books 0 2 27 276 3 11 97 916

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 2 3
Total Chapters 0 0 0 0 0 0 2 3

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Statistics updated 2025-08-05