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Bali, Turan G.
38
Neftci, Salih N.
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10
Genberg, Hans
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Ang, Andrew
2
Demirtas, K. Ozgur
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ECONIS (ZBW)
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1
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/10001713588
Saved in:
2
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/10001782291
Saved in:
3
Estimating the term structure of interest rate volatility in extreme values
Bali, Turan G.
;
Neftci, Salih N.
- In:
The journal of fixed income
10
(
2001
)
4
,
pp. 7-14
Persistent link: https://www.econbiz.de/10001580717
Saved in:
4
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
Saved in:
5
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
Saved in:
6
External shocks, transmission mechanisms and inflation in Asia
Genberg, Hans
- In:
China and Asia : economic and financial interactions
,
(pp. 85-98)
.
2009
Persistent link: https://www.econbiz.de/10003823445
Saved in:
7
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/10003710313
Saved in:
8
Economic growth among industrialized countries : why the United States lags
Dunn, Robert M.
-
1980
Persistent link: https://www.econbiz.de/10002100997
Saved in:
9
An empirical investigation on the liquidity effects of monetary policy shocks on exchange rates
Siokis, Fotios
;
Neftci, Salih N.
- In:
Spudai / University of Piraeus : journal of economics …
50
(
2000
)
3/4
,
pp. 73-105
Persistent link: https://www.econbiz.de/10001581307
Saved in:
10
Properties and stochastic nature of BEA's early estimates of GNP
Neftci, Salih N.
- In:
Journal of economics & business
43
(
1991
)
3
,
pp. 231-239
Persistent link: https://www.econbiz.de/10001108491
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