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 11 205
A little bit of evidence on the natural rate hypothesis from the U.S 0 0 0 32 3 4 9 159
Business Cycles as nonlinear Phenomena: Characterizing Swiss and German Cycles 1965-1988 0 0 0 0 3 4 12 260
Correlation of Defauls Events Some New Tools 0 0 0 17 2 2 11 95
Disturbing Extremal Behavior of Spot Rate Dynamics 0 0 0 20 2 9 17 118
Excessive Variation in Risk Factor Correlation and Volatilities 0 0 0 0 3 5 9 296
FX Short Positions, Balance Sheets and Financial Turbulence: An Interpretation of the Asian Financial Crisis 1 1 7 217 2 4 21 564
Financial Instruments to Hedge Commodity Price Risk for Developing Countries 0 0 0 235 3 3 10 694
Next Generation System-Wide Liquidity Stress Testing 0 1 1 76 5 7 10 158
Pricing and Hedging of Contingent Credit Lines 0 0 0 123 0 3 14 498
Puttable and Extendible Bonds: Developing Interest Rate Derivatives for Emerging Markets 0 0 0 170 3 3 18 648
Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data? 0 0 0 79 0 9 16 401
Some Evidence on the Non-Linearity of Economic Time Series: 1890-1981 0 0 0 50 2 4 11 155
Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle ? 0 0 0 0 1 4 6 200
Swap Curve Dynamics in Hong Kong: An Interpretation 0 0 0 64 1 7 13 222
What Drives Swap Spreads, Credit or Liquidity? 0 0 1 97 1 5 15 283
Total Working Papers 1 2 9 1,217 32 75 203 4,956

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 2 3 10 288
A diagnostic check for model specification: An application to the yen-dollar exchange rate 0 0 0 20 0 1 2 84
A little bit of evidence on the natural rate hypothesis from the U.S 0 0 0 28 1 4 8 120
Are Economic Time Series Asymmetric over the Business Cycle? 1 2 8 786 2 5 28 1,889
Can chartists outperform the market? market efficiency tests for “technical analysis” 0 0 0 33 3 5 16 86
Disturbing extremal behavior of spot rate dynamics 0 1 1 35 1 2 11 158
Excessive variation in risk‐factor correlations and volatilities 0 0 0 6 2 3 6 27
Extreme price movements and margin levels in futures markets 0 0 0 4 6 8 20 41
Financial instruments to hedge commodity price risk for developing countries 0 0 0 69 1 2 16 227
Is there a cyclical time unit? 0 0 0 14 3 3 4 49
Modeling the price side of econometric models: An analysis of the underlying hypotheses 0 0 0 7 1 3 7 47
Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis." 0 4 12 1,722 3 12 40 4,652
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 1 2 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 2 5 7 142
Properties and Stochastic nature of BEA's early estimates of GNP 0 0 0 8 1 1 6 87
Sermaye Piyasaları 0 0 0 0 1 3 5 68
Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle? 0 0 0 0 1 2 4 161
Swap curve dynamics across markets: Case of US dollar versus HK dollar 0 0 1 48 2 10 20 222
WHY FINANCIAL MARKETS DO NOT USE ECONOMETRIC FORECASTING: FOREIGN EXCHANGE EXOTICS, CENTRAL BANKS AND POSITION TAKING 0 0 0 48 1 4 7 154
Total Journal Articles 1 7 24 3,008 34 78 227 8,660

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 5 21 202 10 22 66 534
Principles of Financial Engineering 0 0 4 38 4 8 37 155
Principles of Financial Engineering 4 4 12 71 6 13 41 360
Total Books 6 9 37 311 20 43 144 1,049

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 1 1 1 4
Total Chapters 0 0 0 0 1 1 1 4

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Statistics updated 2026-05-06