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The asymmetric behavior of labor productivity during the business cycle

Neftci, Salih N. - In: Aggregate and industry-level productivity analyses, (pp. 77-89). 1981

Persistent link: https://www.econbiz.de/10002558582

Swap curve dynamics across markets: Case of US dollar versus HK dollar

Huang, Ying; Neftci, Salih N.; Guo, Feng - In: Journal of International Financial Markets, … 18 (2008) 1, pp. 79-93

Persistent link: https://www.econbiz.de/10005408470

Can chartists outperform the market? market efficiency tests for “technical analysis”

Neftci, Salih N.; Policano, Andrew J. - In: Journal of Futures Markets 4 (1984) 4, pp. 465-478

Persistent link: https://www.econbiz.de/10011197150

Extreme price movements and margin levels in futures markets

Edwards, Franklin R.; Neftci, Salih N. - In: Journal of Futures Markets 8 (1988) 6, pp. 639-655

Persistent link: https://www.econbiz.de/10011198286

Excessive variation in risk‐factor correlations and volatilities

Bali, Turan G.; Genberg, Hans; Neftci, Salih N. - In: Journal of Futures Markets 22 (2002) 12, pp. 1119-1146

This article explores the time‐series behavior of correlations of returns, volatilities of returns, volatilities of volatilities, and correlations of volatilities in domestic and international financial markets such as equity (indices), interest rates (bonds), and currency (exchange rates)...

Persistent link: https://www.econbiz.de/10011198304

Excessive variation in risk-factor correlations and volatilities

Bali, Turan G.; Genberg, Hans; Neftci, Salih N. - In: The journal of futures markets 22 (2002) 12, pp. 1119-1146

Persistent link: https://www.econbiz.de/10006824495

An introduction to the mathematics of financial derivatives

Neftci, Salih N.; Jorion, Philippe - In: Journal of economic literature 36 (1998) 1, pp. 255

Persistent link: https://www.econbiz.de/10006848703

Value at Risk Calculations, Extreme Events, and Tail Estimation

Neftci, Salih N. - In: The journal of derivatives : the official publication … 7 (2000) 3, pp. 23-38

Persistent link: https://www.econbiz.de/10005960433

Disturbing extremal behavior of spot rate dynamics

Bali, Turan G.; Neftci, Salih N. - In: Journal of Empirical Finance 10 (2003) 4, pp. 455-477

Persistent link: https://www.econbiz.de/10005021278

Some Evidence on the Non-Linearity of Economic Time Series: 1890-1981

Neftci, Salih N.; McNevin, Bruce - C.V. Starr Center for Applied Economics, Department of … - 1986

Persistent link: https://www.econbiz.de/10005605564