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Puttable and Extendible Bonds : Developing Interest Rate Derivatives for Emerging Markets

Neftci, Salih N. - 2003

This paper analyzes the price stabilizing properties of puttable and extendible bonds, their potential to help develop interest-rate derivative markets, and their use by governments. Their stabilizing properties imply that, when bond prices fall, prices for puttable and extendible bonds fall by...

Persistent link: https://www.econbiz.de/10014404000

Value at risk calculations, extreme events, and tail estimation

Neftci, Salih N. - In: The journal of derivatives : the official publication … 7 (2000) 3, pp. 23-37

Persistent link: https://www.econbiz.de/10001497755

Domestic currency emerging market bonds pricing and risk management aspects

Neftci, Salih N. - In: Revista de análisis económico 15 (2000) 1, pp. 47-59

Persistent link: https://www.econbiz.de/10001537957

Statistical analysis of shapes in macroeconomic time series : is there a business cycle?

Neftci, Salih N. - 1990

Persistent link: https://www.econbiz.de/10000796548

[Rezension von: Klein, Philip A., Monitoring growth cycles in market-oriented countries]

Neftci, Salih N. - In: Journal of economic literature 25 (1987) 1, pp. 137-138

Persistent link: https://www.econbiz.de/10001342032

Discretization of stochastic differential equations and econometric forecasting : an application totime-varying autoregressions

Neftci, Salih N. - In: Journal of forecasting 13 (1994) 3, pp. 265-278

Persistent link: https://www.econbiz.de/10001157665

Naive trading rules in financial markets and Wiener-Kolmogorov prediction theory : a study of "technical analysis"

Neftci, Salih N. - In: The journal of business : B 64 (1991) 4, pp. 549-571

Persistent link: https://www.econbiz.de/10001115133

Statistical analysis of shapes in macroeconomic time series : is there a business cycle?

Neftci, Salih N. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 2, pp. 215-224

Persistent link: https://www.econbiz.de/10001142124

Is there a cyclical time unit?

Neftci, Salih N. - In: Carnegie Rochester conference series on public policy : … (1986), pp. 11-48

Persistent link: https://www.econbiz.de/10001034672

Principles of financial engineering

Neftci, Salih N. - 2004

Persistent link: https://www.econbiz.de/10001751578

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