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 2 6 215
Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming 0 0 3 151 1 4 26 444
Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming 0 0 1 3 0 7 21 64
Is volatility risk priced in the securities market ? Evidence from S&P 500 index options 0 0 0 0 0 1 5 28
Modeling the Volatility In the Central Bank Reserves In An Emerging Market Setting 0 0 0 112 0 6 14 251
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 18 0 2 9 98
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 0 1 2 9 35
Total Working Papers 0 0 4 284 2 24 90 1,135


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 0 7 21 91
Are stock prices too volatile to be justified by the dividend discount model? 0 0 0 16 0 4 7 67
Degree of Mispricing with the Black-Scholes Model and Nonparametric Cures 0 0 0 83 1 7 19 478
Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets? 0 0 0 36 0 3 10 180
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming 0 2 2 13 1 6 14 91
Exploring exchange rate returns at different time horizons 0 0 0 7 0 1 7 57
Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX 0 1 3 41 1 8 94 220
Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul 0 0 0 1 0 5 11 21
Is volatility risk priced in the securities market? Evidence from S&P 500 index options 0 0 0 5 0 2 4 21
Optimal multi-period consumption and investment with short-sale constraints 0 0 1 9 0 5 10 64
Performance of the efficient frontier in an emerging market setting 0 0 0 117 0 1 13 621
Stretching the success in reward-based crowdfunding 0 0 1 15 2 9 24 67
The Price Impact of Same- and Opposing-Direction Herding by Institutions with Different Investment Horizons 0 0 1 2 0 3 14 25
The degree of financial liberalization and aggregated stock-return volatility in emerging markets 0 0 0 86 1 6 12 264
Time-Varying Betas Help in Asset Pricing: The Threshold CAPM 0 0 1 227 1 10 29 648
Total Journal Articles 0 3 10 664 7 77 289 2,915


Statistics updated 2026-06-04