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 2 4 194
A little bit of evidence on the natural rate hypothesis from the U.S 0 0 0 32 0 1 3 147
Business Cycles as nonlinear Phenomena: Characterizing Swiss and German Cycles 1965-1988 0 0 0 0 0 1 1 248
Correlation of Defauls Events Some New Tools 0 0 0 17 0 1 1 84
Disturbing Extremal Behavior of Spot Rate Dynamics 0 0 0 20 0 0 0 100
Excessive Variation in Risk Factor Correlation and Volatilities 0 0 0 0 0 0 1 287
FX Short Positions, Balance Sheets and Financial Turbulence: An Interpretation of the Asian Financial Crisis 1 1 18 206 1 1 24 536
Financial Instruments to Hedge Commodity Price Risk for Developing Countries 0 0 0 234 0 1 4 682
Next Generation System-Wide Liquidity Stress Testing 0 0 3 74 1 2 5 142
Pricing and Hedging of Contingent Credit Lines 0 0 0 123 0 2 4 479
Puttable and Extendible Bonds: Developing Interest Rate Derivatives for Emerging Markets 0 0 1 170 0 1 4 627
Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data? 0 0 0 79 0 1 1 385
Some Evidence on the Non-Linearity of Economic Time Series: 1890-1981 0 0 0 50 0 1 1 144
Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle ? 0 0 0 0 0 0 0 193
Swap Curve Dynamics in Hong Kong: An Interpretation 0 0 0 62 0 1 2 206
What Drives Swap Spreads, Credit or Liquidity? 0 0 2 95 0 0 6 264
Total Working Papers 1 1 24 1,199 2 15 61 4,718


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 2 98 0 1 5 275
A diagnostic check for model specification: An application to the yen-dollar exchange rate 0 0 0 20 0 0 0 81
A little bit of evidence on the natural rate hypothesis from the U.S 0 0 1 27 0 1 2 110
Are Economic Time Series Asymmetric over the Business Cycle? 0 1 9 750 3 10 26 1,822
Can chartists outperform the market? market efficiency tests for “technical analysis” 0 0 0 32 0 0 3 66
Disturbing extremal behavior of spot rate dynamics 0 0 1 32 1 1 5 142
Excessive variation in risk‐factor correlations and volatilities 0 0 0 6 0 0 0 18
Extreme price movements and margin levels in futures markets 0 0 0 4 0 0 0 21
Financial instruments to hedge commodity price risk for developing countries 0 0 0 68 0 0 2 210
Is there a cyclical time unit? 1 1 1 13 2 2 2 43
Modeling the price side of econometric models: An analysis of the underlying hypotheses 0 0 0 7 0 1 1 40
Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis." 1 3 13 1,679 8 17 44 4,543
On Some Sample Path Properties of Intra-day Futures Prices 0 0 0 13 0 0 0 65
Policy Evaluation of Housing Cyclicality: A Spectral Analysis 0 0 2 27 0 0 2 79
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 36 0 0 0 131
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 1 1 61
Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle? 0 0 0 0 0 1 1 155
Swap curve dynamics across markets: Case of US dollar versus HK dollar 0 0 0 46 0 0 1 199
WHY FINANCIAL MARKETS DO NOT USE ECONOMETRIC FORECASTING: FOREIGN EXCHANGE EXOTICS, CENTRAL BANKS AND POSITION TAKING 0 0 0 48 0 1 1 145
Total Journal Articles 2 5 29 2,914 14 36 96 8,287


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 12 51 149 8 29 115 387
Principles of Financial Engineering 4 8 15 45 13 28 68 256
Principles of Financial Engineering 0 0 4 23 0 5 13 73
Total Books 7 20 70 217 21 62 196 716


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 1 1 1
Total Chapters 0 0 0 0 0 1 1 1


Statistics updated 2024-02-04