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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
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Properties and Stochastic nature of BEA's early estimates of GNP
Neftci, Salih N.; Theodossiou, Panayiotis - In: Journal of Economics and Business 43 (1991) 3, pp. 231-239
Persistent link: https://www.econbiz.de/10005301899
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Is there a cyclical time unit?
Neftci, Salih N. - In: Carnegie-Rochester Conference Series on Public Policy 24 (1986) 1, pp. 11-48
Persistent link: https://www.econbiz.de/10005197168
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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
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A diagnostic check for model specification : An application to the yen-dollar exchange rate
Neftci, Salih N.; McNelis, Paul D.; Harrison, Michael J. - In: Economics Letters 33 (1990) 1, pp. 69-73
Persistent link: https://www.econbiz.de/10005275682
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Modeling the price side of econometric models : An analysis of the underlying hypotheses
Neftci, Salih N. - In: Journal of Econometrics 10 (1979) 1, pp. 71-84
Persistent link: https://www.econbiz.de/10005122807
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Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Bali, Turan G. - In: Journal of financial econometrics : official journal of … 15 (2017) 3, pp. 413-417
Persistent link: https://www.econbiz.de/10011987520
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Swiss monetary policy, 2000 - 2009
Genberg, Hans; Gerlach, Stefan - 2010
Persistent link: https://www.econbiz.de/10003976574
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Monetary analysis and the global financial cycle : an Asian central bank perspective
Filardo, Andrew J.; Genberg, Hans; Hofmann, Boris - In: Journal of Asian economics 46 (2016), pp. 1-16
Persistent link: https://www.econbiz.de/10011630993
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Constraints on the Parameters in Two Simple Simultaneous Equation Models.
Genberg, Hans - In: Econometrica 40 (1972) 5, pp. 855-65
Persistent link: https://www.econbiz.de/10005332614