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Can chartists outperform the market? : market efficiency tests for "technical analysis"
Neftci, Salih N. - In: The journal of futures markets 4 (1984) 4, pp. 465-478
Persistent link: https://www.econbiz.de/10001082399
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A diagnostic check for model specification : an application to the yen-dollar exchange rate
Neftci, Salih N. - In: Economics letters 33 (1990) 1, pp. 69-73
Persistent link: https://www.econbiz.de/10001088734
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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
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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/10008224921
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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/10007893947
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An Introduction to the Mathematics of Financial Derivatives
Neftci, Salih N.; Toft, Klaus Bjerre - In: The journal of finance : the journal of the American … 53 (1998) 1, pp. 420-422
Persistent link: https://www.econbiz.de/10007360501
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Why financial markets do not use econometric forecasting : foreign exchange exotics, central banks and position taking
Neftci, Salih N. - In: Papers in money, macroeconomics and finance : … 75 (2007), pp. 1-20
Persistent link: https://www.econbiz.de/10009938383
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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. 79-94
Persistent link: https://www.econbiz.de/10008880037
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Policy evaluation of housing cyclicality : a spectral analysis
Clemhout, Simone; Neftci, Salih N. - In: The review of economics and statistics 63 (1981) 3, pp. 385-394
Persistent link: https://www.econbiz.de/10002003448
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Puttable and extendible bonds: developing interest rate derivatives for emerging markets
Neftci, Salih N.; Santos, André Oliveira - 2003
Persistent link: https://www.econbiz.de/10001872150