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	0	0	1	209
Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming	0	0	0	2	1	2	5	47
Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming	1	2	4	151	1	6	14	428
Is volatility risk priced in the securities market ? Evidence from S&P 500 index options	0	0	0	0	0	0	0	23
Modeling the Volatility In the Central Bank Reserves In An Emerging Market Setting	0	0	0	112	0	0	1	237
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets	0	0	0	18	0	1	1	90
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets	0	0	0	0	3	4	5	31
Total Working Papers	1	2	4	283	5	13	27	1,065

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	1	1	6	3	5	8	76
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	0	4	9	466
Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets?	0	0	0	36	1	2	2	172
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming	0	0	0	11	1	2	3	80
Exploring exchange rate returns at different time horizons	0	0	0	7	0	0	0	50
Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX	0	1	4	39	3	26	38	157
Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul	0	0	0	1	1	1	2	11
Is volatility risk priced in the securities market? Evidence from S&P 500 index options	0	0	0	5	0	0	0	17
Optimal multi-period consumption and investment with short-sale constraints	0	1	1	9	1	2	3	56
Performance of the efficient frontier in an emerging market setting	0	0	0	117	0	2	5	613
Stretching the success in reward-based crowdfunding	0	0	1	15	3	6	11	50
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	0	1	3	253
Time-Varying Betas Help in Asset Pricing: The Threshold CAPM	0	0	0	226	1	2	5	623
Total Journal Articles	0	4	8	659	14	58	96	2,701

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Statistics updated 2025-12-06