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 10 205
A little bit of evidence on the natural rate hypothesis from the U.S 0 0 0 32 0 3 9 159
Business Cycles as nonlinear Phenomena: Characterizing Swiss and German Cycles 1965-1988 0 0 0 0 0 3 12 260
Correlation of Defauls Events Some New Tools 0 0 0 17 0 2 11 95
Disturbing Extremal Behavior of Spot Rate Dynamics 0 0 0 20 0 4 16 118
Excessive Variation in Risk Factor Correlation and Volatilities 0 0 0 0 0 3 9 296
FX Short Positions, Balance Sheets and Financial Turbulence: An Interpretation of the Asian Financial Crisis 0 1 7 217 1 3 22 565
Financial Instruments to Hedge Commodity Price Risk for Developing Countries 0 0 0 235 0 3 10 694
Next Generation System-Wide Liquidity Stress Testing 0 0 1 76 0 5 10 158
Pricing and Hedging of Contingent Credit Lines 0 0 0 123 1 1 14 499
Puttable and Extendible Bonds: Developing Interest Rate Derivatives for Emerging Markets 0 0 0 170 0 3 18 648
Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data? 0 0 0 79 2 3 18 403
Some Evidence on the Non-Linearity of Economic Time Series: 1890-1981 0 0 0 50 1 3 12 156
Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle ? 0 0 0 0 0 3 6 200
Swap Curve Dynamics in Hong Kong: An Interpretation 0 0 0 64 0 3 13 222
What Drives Swap Spreads, Credit or Liquidity? 0 0 1 97 1 3 16 284
Total Working Papers 0 1 9 1,217 6 47 206 4,962

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 0 102 0 2 9 288
A diagnostic check for model specification: An application to the yen-dollar exchange rate 0 0 0 20 0 0 2 84
A little bit of evidence on the natural rate hypothesis from the U.S 0 0 0 28 0 2 8 120
Are Economic Time Series Asymmetric over the Business Cycle? 1 3 9 787 2 6 28 1,891
Can chartists outperform the market? market efficiency tests for “technical analysis” 0 0 0 33 2 5 18 88
Disturbing extremal behavior of spot rate dynamics 0 1 1 35 2 4 13 160
Excessive variation in risk‐factor correlations and volatilities 0 0 0 6 0 3 6 27
Extreme price movements and margin levels in futures markets 0 0 0 4 0 6 20 41
Financial instruments to hedge commodity price risk for developing countries 0 0 0 69 1 3 17 228
Is there a cyclical time unit? 0 0 0 14 0 3 4 49
Modeling the price side of econometric models: An analysis of the underlying hypotheses 0 0 0 7 0 2 7 47
Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis." 1 3 13 1,723 3 11 41 4,655
On Some Sample Path Properties of Intra-day Futures Prices 0 0 0 13 0 0 4 70
Policy Evaluation of Housing Cyclicality: A Spectral Analysis 0 0 0 27 0 1 6 88
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 0 4 7 142
Properties and Stochastic nature of BEA's early estimates of GNP 0 0 0 8 0 1 6 87
Sermaye Piyasaları 0 0 0 0 0 2 5 68
Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle? 0 0 0 0 1 2 5 162
Swap curve dynamics across markets: Case of US dollar versus HK dollar 0 0 1 48 0 3 20 222
WHY FINANCIAL MARKETS DO NOT USE ECONOMETRIC FORECASTING: FOREIGN EXCHANGE EXOTICS, CENTRAL BANKS AND POSITION TAKING 0 0 0 48 1 2 8 155
Total Journal Articles 2 7 25 3,010 12 62 234 8,672

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 4 8 24 206 10 25 73 544
Principles of Financial Engineering 0 4 11 71 3 12 42 363
Principles of Financial Engineering 0 0 4 38 1 8 37 156
Total Books 4 12 39 315 14 45 152 1,063

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 4
Total Chapters 0 0 0 0 0 1 1 4

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Statistics updated 2026-06-04