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 6 182
A little bit of evidence on the natural rate hypothesis from the U.S 0 0 0 31 0 0 6 134
Business Cycles as nonlinear Phenomena: Characterizing Swiss and German Cycles 1965-1988 0 0 0 0 1 1 8 242
Correlation of Defauls Events Some New Tools 0 0 0 17 0 0 1 82
Disturbing Extremal Behavior of Spot Rate Dynamics 0 0 1 20 0 1 7 98
Excessive Variation in Risk Factor Correlation and Volatilities 0 0 0 0 1 1 5 280
FX Short Positions, Balance Sheets and Financial Turbulence: An Interpretation of the Asian Financial Crisis 1 3 13 173 2 4 26 479
Puttable and Extendible Bonds; Developing Interest Rate Derivatives for Emerging Markets 0 0 2 68 0 0 6 255
Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data? 0 0 0 79 0 0 2 382
Some Evidence on the Non-Linearity of Economic Time Series: 1890-1981 0 0 0 50 0 0 5 134
Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle ? 0 0 0 0 0 1 2 182
Swap Curve Dynamics in Hong Kong: An Interpretation 0 0 3 62 0 0 9 198
What Drives Swap Spreads, Credit or Liquidity? 0 0 1 89 0 0 7 240
Total Working Papers 1 3 20 626 4 8 90 2,888


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 6 88 0 1 9 252
A diagnostic check for model specification: An application to the yen-dollar exchange rate 0 0 0 17 0 0 2 76
A little bit of evidence on the natural rate hypothesis from the U.S 0 0 1 25 1 1 6 103
Are Economic Time Series Asymmetric over the Business Cycle? 0 3 19 683 4 9 54 1,652
Can chartists outperform the market? market efficiency tests for “technical analysis” 0 0 2 23 0 1 6 41
Disturbing extremal behavior of spot rate dynamics 0 0 2 30 0 1 9 130
Excessive variation in risk‐factor correlations and volatilities 0 0 0 6 0 0 1 13
Extreme price movements and margin levels in futures markets 0 0 0 4 0 0 3 17
Financial instruments to hedge commodity price risk for developing countries 0 0 0 67 0 0 4 200
Is there a cyclical time unit? 0 0 0 11 0 0 2 36
Modeling the price side of econometric models: An analysis of the underlying hypotheses 0 0 0 7 0 0 6 38
Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis." 1 6 30 1,615 6 26 85 4,349
On Some Sample Path Properties of Intra-day Futures Prices 0 0 0 13 0 0 2 62
Policy Evaluation of Housing Cyclicality: A Spectral Analysis 0 0 0 23 1 1 3 74
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 33 1 1 4 122
Properties and Stochastic nature of BEA's early estimates of GNP 0 0 0 8 0 0 1 75
Sermaye Piyasaları 0 0 0 0 0 0 4 55
Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle? 0 0 0 0 0 0 1 149
Swap curve dynamics across markets: Case of US dollar versus HK dollar 0 0 1 43 0 0 5 186
WHY FINANCIAL MARKETS DO NOT USE ECONOMETRIC FORECASTING: FOREIGN EXCHANGE EXOTICS, CENTRAL BANKS AND POSITION TAKING 0 0 0 45 2 2 4 139
Total Journal Articles 1 9 61 2,741 15 43 211 7,769


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 0 12 29 5 14 51 110
Principles of Financial Engineering 0 1 5 13 1 2 16 35
Principles of Financial Engineering 2 2 6 15 6 16 39 74
Total Books 2 3 23 57 12 32 106 219


Statistics updated 2020-09-04