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 1 2 3 197
A little bit of evidence on the natural rate hypothesis from the U.S 0 0 0 32 1 1 3 151
Business Cycles as nonlinear Phenomena: Characterizing Swiss and German Cycles 1965-1988 0 0 0 0 1 1 1 249
Correlation of Defauls Events Some New Tools 0 0 0 17 1 1 2 86
Disturbing Extremal Behavior of Spot Rate Dynamics 0 0 0 20 0 1 3 103
Excessive Variation in Risk Factor Correlation and Volatilities 0 0 0 0 2 2 2 289
FX Short Positions, Balance Sheets and Financial Turbulence: An Interpretation of the Asian Financial Crisis 2 5 6 215 3 8 10 552
Financial Instruments to Hedge Commodity Price Risk for Developing Countries 0 0 0 235 1 3 3 687
Next Generation System-Wide Liquidity Stress Testing 0 0 0 75 0 1 4 150
Pricing and Hedging of Contingent Credit Lines 0 0 0 123 2 3 5 489
Puttable and Extendible Bonds: Developing Interest Rate Derivatives for Emerging Markets 0 0 0 170 3 5 6 636
Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data? 0 0 0 79 1 1 1 386
Some Evidence on the Non-Linearity of Economic Time Series: 1890-1981 0 0 0 50 0 1 1 145
Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle ? 0 0 0 0 0 0 0 194
Swap Curve Dynamics in Hong Kong: An Interpretation 0 0 0 64 0 0 1 209
What Drives Swap Spreads, Credit or Liquidity? 0 0 1 97 1 1 6 272
Total Working Papers 2 5 7 1,214 17 31 51 4,795

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 0 1 3 281
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 0 112
Are Economic Time Series Asymmetric over the Business Cycle? 0 2 19 782 2 10 34 1,879
Can chartists outperform the market? market efficiency tests for “technical analysis” 0 0 1 33 0 1 6 75
Disturbing extremal behavior of spot rate dynamics 0 0 0 34 1 2 8 152
Excessive variation in risk‐factor correlations and volatilities 0 0 0 6 1 1 2 22
Extreme price movements and margin levels in futures markets 0 0 0 4 0 2 3 24
Financial instruments to hedge commodity price risk for developing countries 0 0 0 69 2 3 5 216
Is there a cyclical time unit? 0 0 0 14 0 1 2 46
Modeling the price side of econometric models: An analysis of the underlying hypotheses 0 0 0 7 0 2 2 42
Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis." 1 1 15 1,716 4 6 36 4,630
On Some Sample Path Properties of Intra-day Futures Prices 0 0 0 13 1 1 1 67
Policy Evaluation of Housing Cyclicality: A Spectral Analysis 0 0 0 27 0 1 3 83
Policy-Dependent Parameters in the Presence of Optimal Learning: An Application of Kalman Filtering to the Fair and Sargent Supply-Side Equations 0 1 1 38 0 1 4 136
Properties and Stochastic nature of BEA's early estimates of GNP 0 0 0 8 0 0 1 82
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 2 159
Swap curve dynamics across markets: Case of US dollar versus HK dollar 0 0 2 48 0 0 6 206
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 1 4 39 2,997 12 33 123 8,504

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 2 4 12 190 8 12 31 490
Principles of Financial Engineering 0 2 3 36 3 11 20 131
Principles of Financial Engineering 2 3 8 63 3 5 22 330
Total Books 4 9 23 289 14 28 73 951

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 1 3
Total Chapters 0 0 0 0 0 0 1 3

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Statistics updated 2025-12-06