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 2 3 6 215
Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming 0 0 3 151 2 6 27 443
Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming 0 1 1 3 4 11 22 64
Is volatility risk priced in the securities market ? Evidence from S&P 500 index options 0 0 0 0 1 1 5 28
Modeling the Volatility In the Central Bank Reserves In An Emerging Market Setting 0 0 0 112 6 8 14 251
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 0 1 1 8 34
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 18 2 3 9 98
Total Working Papers 0 1 4 284 18 33 91 1,133


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 5 7 21 91
Are stock prices too volatile to be justified by the dividend discount model? 0 0 0 16 4 5 7 67
Degree of Mispricing with the Black-Scholes Model and Nonparametric Cures 0 0 0 83 5 8 18 477
Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets? 0 0 0 36 3 3 10 180
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming 0 2 2 13 2 5 13 90
Exploring exchange rate returns at different time horizons 0 0 0 7 1 1 7 57
Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX 0 2 4 41 4 22 96 219
Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul 0 0 0 1 2 6 11 21
Is volatility risk priced in the securities market? Evidence from S&P 500 index options 0 0 0 5 2 2 4 21
Optimal multi-period consumption and investment with short-sale constraints 0 0 1 9 4 5 10 64
Performance of the efficient frontier in an emerging market setting 0 0 0 117 1 3 13 621
Stretching the success in reward-based crowdfunding 0 0 1 15 3 10 24 65
The Price Impact of Same- and Opposing-Direction Herding by Institutions with Different Investment Horizons 0 0 1 2 1 3 14 25
The degree of financial liberalization and aggregated stock-return volatility in emerging markets 0 0 0 86 2 6 11 263
Time-Varying Betas Help in Asset Pricing: The Threshold CAPM 0 1 1 227 5 14 28 647
Total Journal Articles 0 5 11 664 44 100 287 2,908


Statistics updated 2026-05-06