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 2 3 10 219
Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming 0 0 1 151 1 2 19 446
Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming 0 0 1 3 1 1 20 66
Is volatility risk priced in the securities market ? Evidence from S&P 500 index options 0 0 0 0 0 1 6 29
Modeling the Volatility In the Central Bank Reserves In An Emerging Market Setting 0 0 0 112 3 4 18 255
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 18 0 1 9 99
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 0 2 2 9 37
Total Working Papers 0 0 2 284 9 14 91 1,151


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 6 1 3 22 95
Are stock prices too volatile to be justified by the dividend discount model? 0 0 0 16 2 6 14 74
Degree of Mispricing with the Black-Scholes Model and Nonparametric Cures 0 1 1 84 4 9 21 487
Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets? 0 0 0 36 2 2 11 182
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming 0 0 2 13 1 2 14 93
Exploring exchange rate returns at different time horizons 0 0 0 7 0 0 9 59
Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX 0 0 2 41 1 5 75 229
Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul 0 0 0 1 2 4 15 25
Is volatility risk priced in the securities market? Evidence from S&P 500 index options 0 1 1 6 1 2 6 23
Optimal multi-period consumption and investment with short-sale constraints 0 0 0 9 5 6 15 70
Performance of the efficient frontier in an emerging market setting 0 0 0 117 0 2 10 623
Stretching the success in reward-based crowdfunding 0 0 0 15 3 3 23 70
The Price Impact of Same- and Opposing-Direction Herding by Institutions with Different Investment Horizons 1 1 1 3 2 2 10 27
The degree of financial liberalization and aggregated stock-return volatility in emerging markets 0 0 0 86 3 3 15 268
Time-Varying Betas Help in Asset Pricing: The Threshold CAPM 0 0 1 227 2 2 28 650
Total Journal Articles 1 3 8 667 29 51 288 2,975


Statistics updated 2026-11-12