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 3 4 213
Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming 0 1 1 3 3 10 18 60
Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming 0 0 3 151 1 11 26 441
Is volatility risk priced in the securities market ? Evidence from S&P 500 index options 0 0 0 0 0 2 4 27
Modeling the Volatility In the Central Bank Reserves In An Emerging Market Setting 0 0 0 112 0 6 9 245
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 0 0 1 7 33
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 18 0 4 7 96
Total Working Papers 0 1 4 284 4 37 75 1,115


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 7 17 86
Are stock prices too volatile to be justified by the dividend discount model? 0 0 0 16 0 3 3 63
Degree of Mispricing with the Black-Scholes Model and Nonparametric Cures 0 0 0 83 1 5 13 472
Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets? 0 0 0 36 0 3 7 177
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming 2 2 2 13 3 5 11 88
Exploring exchange rate returns at different time horizons 0 0 0 7 0 4 6 56
Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX 1 2 5 41 3 37 95 215
Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul 0 0 0 1 3 7 9 19
Is volatility risk priced in the securities market? Evidence from S&P 500 index options 0 0 0 5 0 1 2 19
Optimal multi-period consumption and investment with short-sale constraints 0 0 1 9 1 3 6 60
Performance of the efficient frontier in an emerging market setting 0 0 0 117 0 3 12 620
Stretching the success in reward-based crowdfunding 0 0 1 15 4 11 21 62
The Price Impact of Same- and Opposing-Direction Herding by Institutions with Different Investment Horizons 0 0 1 2 2 7 13 24
The degree of financial liberalization and aggregated stock-return volatility in emerging markets 0 0 0 86 3 6 9 261
Time-Varying Betas Help in Asset Pricing: The Threshold CAPM 0 1 1 227 4 16 23 642
Total Journal Articles 3 5 12 664 26 118 247 2,864


Statistics updated 2026-04-09