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Can Central Bank interventions affect the exchange rate volatility? Multivariate GARCH approach using contrained nonlinear programming
C̜as̜kurlu, Tolga; Pinar, Mustafa C̜.; Altay-Salih, … - 2008
Persistent link: https://www.econbiz.de/10003753477
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The degree of financial liberalization and aggregated stock-return volatility in emerging markets
Umutlu, Mehmet; Akdeniz, Levent; Altay-Salih, Aslihan - 2009
Persistent link: https://www.econbiz.de/10003884343
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The degree of financial liberalization and aggregated stock-return volatility in emerging markets
Umutlu, Mehmet; Akdeniz, Levent; Altay-Salih, Aslihan - In: Journal of banking & finance 34 (2010) 3, pp. 509-521
Persistent link: https://www.econbiz.de/10003951903
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Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming
Pınar, Mustafa Ç.; Altay-Salih, Aslihan; Camcı, Ahmet - In: European journal of operational research : EJOR 201 (2010) 3, pp. 770-785
Persistent link: https://www.econbiz.de/10003959847
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Is volatility risk priced in the securities market? : evidence from S&P 500 Index options
Arisoy, Yakup Eser; Altay-Salih, Aslihan; Akdeniz, Levent - In: The journal of futures markets 27 (2007) 7, pp. 617-642
Persistent link: https://www.econbiz.de/10003493123
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Does ADR listing affect the dynamics of volatility in emerging markets?
Umutlu, Mehmet; Altay-Salih, Aslihan; Akdeniz, Levent - In: Finance a úvěr 60 (2010) 2, pp. 122-137
Persistent link: https://www.econbiz.de/10003964143
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Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX
Onan, Mustafa; Altay-Salih, Aslihan; Yasar, Burze - In: Finance research letters 11 (2014) 4, pp. 454-462
Persistent link: https://www.econbiz.de/10011300430
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Aggregate volatility expectations and threshold CAPM
Arisoy, Yakup Eser; Altay-Salih, Aslihan; Akdeniz, Levent - In: The North American journal of economics and finance : a … 34 (2015), pp. 231-253
Persistent link: https://www.econbiz.de/10011539964
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Do time-varying betas help in asset pricing? : evidence from Borsa Istanbul
Yayvak, Berk; Akdeniz, Levent; Altay-Salih, Aslihan - In: Emerging markets finance & trade : a journal of the … 51 (2015) 4, pp. 747-756
Persistent link: https://www.econbiz.de/10011404562
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Optimal multi-period consumption and investment with short-sale constraints
Arisoy, Yakup Eser; Altay-Salih, Aslihan; Pınar, Mustafa Ç - In: Finance research letters 11 (2014) 1, pp. 16-24
Persistent link: https://www.econbiz.de/10010393634