Salih N. Neftci
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Salih |
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Neftci |
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- Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle? (RePEc:bes:jnlbes:v:11:y:1993:i:2:p:215-24)
by Neftci, Salih N - Why Financial Markets Do Not Use Econometric Forecasting: Foreign Exchange Exotics, Central Banks And Position Taking (RePEc:bla:manchs:v:75:y:2007:i:s1:p:1-20)
by Salih N. Neftci - Some Evidence on the Non-Linearity of Economic Time Series: 1890-1981 (RePEc:cvs:starer:86-26)
by Neftci, Salih N. & McNevin, Bruce - Is there a cyclical time unit? (RePEc:eee:crcspp:v:24:y:1986:i::p:11-48)
by Neftci, Salih N. - A diagnostic check for model specification : An application to the yen-dollar exchange rate (RePEc:eee:ecolet:v:33:y:1990:i:1:p:69-73)
by Neftci, Salih N. & McNelis, Paul D. & Harrison, Michael J. - Modeling the price side of econometric models : An analysis of the underlying hypotheses (RePEc:eee:econom:v:10:y:1979:i:1:p:71-84)
by Neftci, Salih N. - Disturbing extremal behavior of spot rate dynamics (RePEc:eee:empfin:v:10:y:2003:i:4:p:455-477)
by Bali, Turan G. & Neftci, Salih N. - Swap curve dynamics across markets: Case of US dollar versus HK dollar (RePEc:eee:intfin:v:18:y:2008:i:1:p:79-93)
by Huang, Ying & Neftci, Salih N. & Guo, Feng - Properties and Stochastic nature of BEA's early estimates of GNP (RePEc:eee:jebusi:v:43:y:1991:i:3:p:231-239)
by Neftci, Salih N. & Theodossiou, Panayiotis - A little bit of evidence on the natural rate hypothesis from the U.S (RePEc:eee:moneco:v:4:y:1978:i:2:p:315-319)
by Neftci, Salih & Sargent, Thomas J. - Principles of Financial Engineering (RePEc:eee:monogr:9780123735744)
by Neftci, Salih N. - An Introduction to the Mathematics of Financial Derivatives (RePEc:eee:monogr:9780123846822)
by Hirsa, Ali & Neftci, Salih N. - Principles of Financial Engineering (RePEc:eee:monogr:9780123869685)
by Kosowski, Robert & Neftci, Salih N. - FX Short Positions, Balance Sheets and Financial Turbulence: An Interpretation of the Asian Financial Crisis (RePEc:epa:cepawp:1998-18)
by Salih N. Neftci - A little bit of evidence on the natural rate hypothesis from the U.S (RePEc:fip:fedmwp:83)
by Salih Neftci & Thomas J. Sargent - Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data? (RePEc:hkm:wpaper:012006)
by Paul D. McNelis & Salih N. Neftci - A Comparison of US and Hong Kong Cap-Floor Volatility Dynamics (RePEc:hkm:wpaper:042004)
by Paul McNelis & Salih Neftci - Swap Curve Dynamics in Hong Kong: An Interpretation (RePEc:hkm:wpaper:062004)
by Salih N. Neftci - Sermaye Piyasaları (RePEc:iif:iifjrn:v:8:y:1993:i:82:p:5-16)
by Salih NEFTÇİ - Puttable and Extendible Bonds: Developing Interest Rate Derivatives for Emerging Markets (RePEc:imf:imfwpa:2003/201)
by Salih N. Neftci & Mr. Andre O Santos - Pricing and Hedging of Contingent Credit Lines (RePEc:imf:imfwpa:2006/013)
by Salih N. Neftci & Ms. Elena Loukoianova & Mr. Sunil Sharma - Financial Instruments to Hedge Commodity Price Risk for Developing Countries (RePEc:imf:imfwpa:2008/006)
by Salih N. Neftci & Miss Yinqiu Lu - Next Generation System-Wide Liquidity Stress Testing (RePEc:imf:imfwpa:2012/003)
by Salih N. Neftci & Mr. Heiko Hesse & Mr. Christian Schmieder & Mr. Claus Puhr & Mr. Benjamin Neudorfer & Mr. Stefan W. Schmitz & Mr. Andre O Santos - Statistical Analysis of Shapes in Macroeconomic Time Series : Is There a Business Cycle ? (RePEc:lau:crdeep:9006)
by Salih N. NEFTCI - Business Cycles as nonlinear Phenomena : Characterizing Swiss and German Cycles 1965-1988 (RePEc:lau:crdeep:9010)
by Jean-Pierre DANTHINE & Salih N. NEFTCI - Turbulence, Crises and Risk Management (RePEc:pal:palchp:978-0-230-29412-7_23)
by Salih Neftci - Disturbing Extremal Behavior of Spot Rate Dynamics (RePEc:rdg:icmadp:icma-dp2002-03)
by Turan G. Bali & Salih N. Neftci - Correlation of Defauls Events Some New Tools (RePEc:rdg:icmadp:icma-dp2002-17)
by Salih Neftci - What Drives Swap Spreads, Credit or Liquidity? (RePEc:rdg:icmadp:icma-dp2003-05)
by Ying Huang & Salih Neftci & Ira Jersey - Financial instruments to hedge commodity price risk for developing countries (RePEc:ris:jofitr:0820)
by Lu, Yinqiu & Neftci, Salih - Excessive Variation in Risk Factor Correlation and Volatilities (RePEc:sce:scecf2:254)
by Salih Neftci - Policy Evaluation of Housing Cyclicality: A Spectral Analysis (RePEc:tpr:restat:v:63:y:1981:i:3:p:385-94)
by Clemhout, Simone & Neftci, Salih N - Policy-Dependent Parameters in the Presence of Optimal Learning: An Application of Kalman Filtering to the Fair and Sargent Supply-Side Equations (RePEc:tpr:restat:v:64:y:1982:i:2:p:296-306)
by McNelis, Paul D & Neftci, Salih N - On Some Sample Path Properties of Intra-day Futures Prices (RePEc:tpr:restat:v:72:y:1990:i:3:p:529-36)
by Neftci, Salih N & Policano, Andrew J - Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis." (RePEc:ucp:jnlbus:v:64:y:1991:i:4:p:549-71)
by Neftci, Salih N - A Time-Series Analysis of the Real Wages-Employment Relationship (RePEc:ucp:jpolec:v:86:y:1978:i:2:p:281-91)
by Neftci, Salih N - Are Economic Time Series Asymmetric over the Business Cycle? (RePEc:ucp:jpolec:v:92:y:1984:i:2:p:307-28)
by Neftci, Salih N - Excessive variation in risk‐factor correlations and volatilities (RePEc:wly:jfutmk:v:22:y:2002:i:12:p:1119-1146)
by Turan G. Bali & Hans Genberg & Salih N. Neftci - Can chartists outperform the market? market efficiency tests for “technical analysis” (RePEc:wly:jfutmk:v:4:y:1984:i:4:p:465-478)
by Salih N. Neftci & Andrew J. Policano - Extreme price movements and margin levels in futures markets (RePEc:wly:jfutmk:v:8:y:1988:i:6:p:639-655)
by Franklin R. Edwards & Salih N. Neftci