Access Statistics for Aslihan Salih

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
An Empirical Investigation of Time Varying Betas via Threshold Models 0 0 0 0 0 0 1 209
Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming 0 1 2 149 0 4 8 422
Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming 0 0 0 2 1 2 3 45
Is volatility risk priced in the securities market ? Evidence from S&P 500 index options 0 0 0 0 0 0 0 23
Modeling the Volatility In the Central Bank Reserves In An Emerging Market Setting 0 0 0 112 0 0 1 237
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 18 0 0 0 89
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 0 1 1 1 27
Total Working Papers 0 1 2 281 2 7 14 1,052


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate volatility expectations and threshold CAPM 0 0 0 5 1 1 4 71
Are stock prices too volatile to be justified by the dividend discount model? 0 0 0 16 0 0 0 60
Degree of Mispricing with the Black-Scholes Model and Nonparametric Cures 0 0 0 83 2 3 7 462
Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets? 0 0 0 36 0 0 0 170
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming 0 0 0 11 1 1 2 78
Exploring exchange rate returns at different time horizons 0 0 0 7 0 0 0 50
Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX 0 0 4 38 5 5 14 131
Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul 0 0 0 1 0 0 2 10
Is volatility risk priced in the securities market? Evidence from S&P 500 index options 0 0 0 5 0 0 0 17
Optimal multi-period consumption and investment with short-sale constraints 0 0 0 8 0 0 2 54
Performance of the efficient frontier in an emerging market setting 0 0 0 117 1 3 3 611
Stretching the success in reward-based crowdfunding 0 1 1 15 0 1 7 44
The Price Impact of Same- and Opposing-Direction Herding by Institutions with Different Investment Horizons 0 0 0 1 0 1 2 12
The degree of financial liberalization and aggregated stock-return volatility in emerging markets 0 0 0 86 0 0 3 252
Time-Varying Betas Help in Asset Pricing: The Threshold CAPM 0 0 0 226 0 2 3 621
Total Journal Articles 0 1 5 655 10 17 49 2,643


Statistics updated 2025-09-05