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 0 208
Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming 0 0 0 2 0 0 0 42
Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming 1 1 2 147 1 1 5 414
Is volatility risk priced in the securities market ? Evidence from S&P 500 index options 0 0 0 0 0 1 2 23
Modeling the Volatility In the Central Bank Reserves In An Emerging Market Setting 0 0 0 112 0 0 0 236
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 0 0 0 2 26
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 18 0 0 1 89
Total Working Papers 1 1 2 279 1 2 10 1,038


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 0 0 3 67
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 6 83 0 1 11 453
Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets? 0 0 0 36 0 0 2 170
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming 0 0 0 11 0 0 0 76
Exploring exchange rate returns at different time horizons 0 0 0 7 0 0 1 50
Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX 0 0 1 34 0 2 4 117
Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul 0 0 0 1 0 0 0 8
Is volatility risk priced in the securities market? Evidence from S&P 500 index options 0 0 1 5 0 0 2 17
Optimal multi-period consumption and investment with short-sale constraints 0 0 0 8 0 0 1 52
Performance of the efficient frontier in an emerging market setting 0 0 0 117 0 0 0 608
Stretching the success in reward-based crowdfunding 0 2 8 14 1 4 23 37
The Price Impact of Same- and Opposing-Direction Herding by Institutions with Different Investment Horizons 0 0 0 1 0 0 1 10
The degree of financial liberalization and aggregated stock-return volatility in emerging markets 0 0 3 86 0 4 15 249
Time-Varying Betas Help in Asset Pricing: The Threshold CAPM 0 0 2 226 0 1 4 618
Total Journal Articles 0 2 21 650 1 12 67 2,592


Statistics updated 2024-07-03