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 1 7 216
Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming 0 0 2 151 0 0 22 444
Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming 0 0 1 3 0 1 20 65
Is volatility risk priced in the securities market ? Evidence from S&P 500 index options 0 0 0 0 0 0 5 28
Modeling the Volatility In the Central Bank Reserves In An Emerging Market Setting 0 0 0 112 1 1 15 252
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 18 0 0 9 98
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 0 0 0 8 35
Total Working Papers 0 0 3 284 1 3 86 1,138


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 1 6 2 3 23 94
Are stock prices too volatile to be justified by the dividend discount model? 0 0 0 16 3 4 11 71
Degree of Mispricing with the Black-Scholes Model and Nonparametric Cures 0 0 0 83 4 4 20 482
Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets? 0 0 0 36 0 0 10 180
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming 0 0 2 13 1 1 14 92
Exploring exchange rate returns at different time horizons 0 0 0 7 0 2 9 59
Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX 0 0 3 41 2 6 95 226
Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul 0 0 0 1 2 2 13 23
Is volatility risk priced in the securities market? Evidence from S&P 500 index options 0 0 0 5 0 0 4 21
Optimal multi-period consumption and investment with short-sale constraints 0 0 1 9 0 0 10 64
Performance of the efficient frontier in an emerging market setting 0 0 0 117 1 1 11 622
Stretching the success in reward-based crowdfunding 0 0 0 15 0 0 23 67
The Price Impact of Same- and Opposing-Direction Herding by Institutions with Different Investment Horizons 0 0 1 2 0 0 13 25
The degree of financial liberalization and aggregated stock-return volatility in emerging markets 0 0 0 86 0 1 13 265
Time-Varying Betas Help in Asset Pricing: The Threshold CAPM 0 0 1 227 0 0 27 648
Total Journal Articles 0 0 9 664 15 24 296 2,939


Statistics updated 2026-09-10