Access Statistics for Aslihan Salih

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	1	1	2	210
Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming	0	0	0	2	3	5	8	50
Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming	0	2	4	151	2	7	16	430
Is volatility risk priced in the securities market ? Evidence from S&P 500 index options	0	0	0	0	2	2	2	25
Modeling the Volatility In the Central Bank Reserves In An Emerging Market Setting	0	0	0	112	2	2	3	239
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets	0	0	0	0	1	5	6	32
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets	0	0	0	18	2	3	3	92
Total Working Papers	0	2	4	283	13	25	40	1,078

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Aggregate volatility expectations and threshold CAPM	0	0	1	6	3	7	11	79
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	1	3	8	467
Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets?	0	0	0	36	2	4	4	174
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming	0	0	0	11	3	5	6	83
Exploring exchange rate returns at different time horizons	0	0	0	7	2	2	2	52
Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX	0	0	4	39	21	32	59	178
Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul	0	0	0	1	1	2	3	12
Is volatility risk priced in the securities market? Evidence from S&P 500 index options	0	0	0	5	1	1	1	18
Optimal multi-period consumption and investment with short-sale constraints	0	0	1	9	1	2	4	57
Performance of the efficient frontier in an emerging market setting	0	0	0	117	4	5	9	617
Stretching the success in reward-based crowdfunding	0	0	1	15	1	6	12	51
The Price Impact of Same- and Opposing-Direction Herding by Institutions with Different Investment Horizons	0	1	1	2	0	5	7	17
The degree of financial liberalization and aggregated stock-return volatility in emerging markets	0	0	0	86	2	3	4	255
Time-Varying Betas Help in Asset Pricing: The Threshold CAPM	0	0	0	226	3	5	8	626
Total Journal Articles	0	1	8	659	45	82	138	2,746

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Statistics updated 2026-01-09