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	2	3	4	212
Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming	0	0	0	2	3	7	11	53
Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming	0	1	3	151	7	10	22	437
Is volatility risk priced in the securities market ? Evidence from S&P 500 index options	0	0	0	0	2	4	4	27
Modeling the Volatility In the Central Bank Reserves In An Emerging Market Setting	0	0	0	112	4	6	7	243
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets	0	0	0	18	3	5	6	95
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets	0	0	0	0	1	5	7	33
Total Working Papers	0	1	3	283	22	40	61	1,100

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	5	11	16	84
Are stock prices too volatile to be justified by the dividend discount model?	0	0	0	16	2	2	2	62
Degree of Mispricing with the Black-Scholes Model and Nonparametric Cures	0	0	0	83	2	3	10	469
Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets?	0	0	0	36	3	6	7	177
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming	0	0	0	11	2	6	8	85
Exploring exchange rate returns at different time horizons	0	0	0	7	4	6	6	56
Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX	0	0	4	39	19	43	78	197
Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul	0	0	0	1	3	5	6	15
Is volatility risk priced in the securities market? Evidence from S&P 500 index options	0	0	0	5	1	2	2	19
Optimal multi-period consumption and investment with short-sale constraints	0	0	1	9	2	4	6	59
Performance of the efficient frontier in an emerging market setting	0	0	0	117	1	5	10	618
Stretching the success in reward-based crowdfunding	0	0	1	15	4	8	16	55
The Price Impact of Same- and Opposing-Direction Herding by Institutions with Different Investment Horizons	0	0	1	2	5	5	12	22
The degree of financial liberalization and aggregated stock-return volatility in emerging markets	0	0	0	86	2	4	6	257
Time-Varying Betas Help in Asset Pricing: The Threshold CAPM	0	0	0	226	7	11	15	633
Total Journal Articles	0	0	8	659	62	121	200	2,808

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Statistics updated 2026-02-12