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 1 1 8 217
Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming 0 0 2 151 1 1 22 445
Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming 0 0 1 3 0 0 20 65
Is volatility risk priced in the securities market ? Evidence from S&P 500 index options 0 0 0 0 1 1 6 29
Modeling the Volatility In the Central Bank Reserves In An Emerging Market Setting 0 0 0 112 0 1 15 252
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 18 1 1 10 99
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 4 5 89 1,142


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 6 0 2 22 94
Are stock prices too volatile to be justified by the dividend discount model? 0 0 0 16 1 5 12 72
Degree of Mispricing with the Black-Scholes Model and Nonparametric Cures 1 1 1 84 1 5 19 483
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 0 1 14 92
Exploring exchange rate returns at different time horizons 0 0 0 7 0 1 9 59
Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX 0 0 2 41 2 7 82 228
Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul 0 0 0 1 0 2 13 23
Is volatility risk priced in the securities market? Evidence from S&P 500 index options 1 1 1 6 1 1 5 22
Optimal multi-period consumption and investment with short-sale constraints 0 0 0 9 1 1 10 65
Performance of the efficient frontier in an emerging market setting 0 0 0 117 1 2 11 623
Stretching the success in reward-based crowdfunding 0 0 0 15 0 0 22 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 0 13 265
Time-Varying Betas Help in Asset Pricing: The Threshold CAPM 0 0 1 227 0 0 27 648
Total Journal Articles 2 2 8 666 7 27 282 2,946


Statistics updated 2026-10-11