IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to follow this author

Salih N. Neftci

This is information that was supplied by Salih Neftci in registering through RePEc. If you are Salih N. Neftci , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Salih
Middle Name:N.
Last Name:Neftci
Suffix:
RePEc Short-ID:pne212
Email:
Homepage:http://en.wikipedia.org/wiki/Salih_Neft%C3%A7i
Postal Address:
Phone:

This author is deceased (Date: 14 Apr 2009)

This author is featured on the following reading lists, publication compilations or Wikipedia entries:

  1. Salih Neftçi in Wikipedia (English)
in new window

  1. Yinqiu Lu & Salih N. Neftci, 2008. "Financial Instruments to Hedge Commodity Price Risk for Developing Countries," IMF Working Papers 08/6, International Monetary Fund.
  2. Paul D. McNelis & Salih N. Neftci, 2006. "Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data?," Working Papers 012006, Hong Kong Institute for Monetary Research.
  3. Elena Loukoianova & Salih N. Neftci & Sunil Sharma, 2006. "Pricing and Hedging of Contingent Credit Lines," IMF Working Papers 06/13, International Monetary Fund.
  4. Salih N. Neftci, 2004. "Swap Curve Dynamics in Hong Kong: An Interpretation," Working Papers 062004, Hong Kong Institute for Monetary Research.
  5. Paul McNelis & Salih Neftci, 2004. "A Comparison of US and Hong Kong Cap-Floor Volatility Dynamics," Working Papers 042004, Hong Kong Institute for Monetary Research.
  6. Salih N. Neftci & Andre Santos, 2003. "Puttable and Extendible Bonds; Developing Interest Rate Derivatives for Emerging Markets," IMF Working Papers 03/201, International Monetary Fund.
  7. Salih Neftci, 2002. "Excessive Variation in Risk Factor Correlation and Volatilities," Computing in Economics and Finance 2002 254, Society for Computational Economics.
  8. Ying Huang & Salih Neftci & Ira Jersey, 2002. "What Drives Swap Spreads, Credit or Liquidity?," ICMA Centre Discussion Papers in Finance icma-dp2003-05, Henley Business School, Reading University.
  9. Turan G. Bali & Salih N. Neftci, 2002. "Disturbing Extremal Behavior of Spot Rate Dynamics," ICMA Centre Discussion Papers in Finance icma-dp2002-03, Henley Business School, Reading University.
  10. Salih Neftci, 2001. "Correlation of Defauls Events Some New Tools," ICMA Centre Discussion Papers in Finance icma-dp2002-17, Henley Business School, Reading University.
  11. Salih N. Neftci, 1998. "FX Short Positions, Balance Sheets and Financial Turbulence: An Interpretation of the Asian Financial Crisis," SCEPA working paper series. SCEPA's main areas of research are macroeconomic policy, inequality and poverty, and globalization. 1998-18, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
  12. Salih N. NEFTCI, 1990. "Statistical Analysis of Shapes in Macroeconomic Time Series : Is There a Business Cycle ?," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 9006, Université de Lausanne, Faculté des HEC, DEEP.
  13. Jean-Pierre DANTHINE & Salih N. NEFTCI, 1990. "Business Cycles as nonlinear Phenomena : Characterizing Swiss and German Cycles 1965-1988," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 9010, Université de Lausanne, Faculté des HEC, DEEP.
  14. Neftci, Salih N. & McNevin, Bruce, 1986. "Some Evidence on the Non-Linearity of Economic Time Series: 1890-1981," Working Papers 86-26, C.V. Starr Center for Applied Economics, New York University.
  15. Salih Neftci & Thomas J. Sargent, 1975. "A little bit of evidence on the natural rate hypothesis from the U.S," Working Papers 83, Federal Reserve Bank of Minneapolis.
  1. Lu, Yinqiu & Neftci, Salih, 2008. "Financial instruments to hedge commodity price risk for developing countries," Journal of Financial Transformation, Capco Institute, vol. 24, pages 137-143.
  2. Huang, Ying & Neftci, Salih N. & Guo, Feng, 2008. "Swap curve dynamics across markets: Case of US dollar versus HK dollar," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(1), pages 79-93, February.
  3. Salih N. Neftci, 2007. "Why Financial Markets Do Not Use Econometric Forecasting: Foreign Exchange Exotics, Central Banks And Position Taking," Manchester School, University of Manchester, vol. 75(s1), pages 1-20, 09.
  4. Bali, Turan G. & Neftci, Salih N., 2003. "Disturbing extremal behavior of spot rate dynamics," Journal of Empirical Finance, Elsevier, vol. 10(4), pages 455-477, September.
  5. Salih NEFTÇİ, 1993. "Sermaye Piyasaları," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 8(82), pages 5-16.
  6. Neftci, Salih N, 1993. "Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle?," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 215-24, April.
  7. Neftci, Salih N, 1991. "Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis."," The Journal of Business, University of Chicago Press, vol. 64(4), pages 549-71, October.
  8. Neftci, Salih N. & Theodossiou, Panayiotis, 1991. "Properties and Stochastic nature of BEA's early estimates of GNP," Journal of Economics and Business, Elsevier, vol. 43(3), pages 231-239, August.
  9. Neftci, Salih N. & McNelis, Paul D. & Harrison, Michael J., 1990. "A diagnostic check for model specification : An application to the yen-dollar exchange rate," Economics Letters, Elsevier, vol. 33(1), pages 69-73, May.
  10. Neftci, Salih N & Policano, Andrew J, 1990. "On Some Sample Path Properties of Intra-day Futures Prices," The Review of Economics and Statistics, MIT Press, vol. 72(3), pages 529-36, August.
  11. Neftci, Salih N., 1986. "Is there a cyclical time unit?," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 24(1), pages 11-48, January.
  12. Neftci, Salih N, 1984. "Are Economic Time Series Asymmetric over the Business Cycle?," Journal of Political Economy, University of Chicago Press, vol. 92(2), pages 307-28, April.
  13. McNelis, Paul D & Neftci, Salih N, 1982. "Policy-Dependent Parameters in the Presence of Optimal Learning: An Application of Kalman Filtering to the Fair and Sargent Supply-Side Equations," The Review of Economics and Statistics, MIT Press, vol. 64(2), pages 296-306, May.
  14. Clemhout, Simone & Neftci, Salih N, 1981. "Policy Evaluation of Housing Cyclicality: A Spectral Analysis," The Review of Economics and Statistics, MIT Press, vol. 63(3), pages 385-94, August.
  15. Neftci, Salih N., 1979. "Modeling the price side of econometric models : An analysis of the underlying hypotheses," Journal of Econometrics, Elsevier, vol. 10(1), pages 71-84, April.
  16. Neftci, Salih N, 1978. "A Time-Series Analysis of the Real Wages-Employment Relationship," Journal of Political Economy, University of Chicago Press, vol. 86(2), pages 281-91, April.
  17. Neftci, Salih & Sargent, Thomas J., 1978. "A little bit of evidence on the natural rate hypothesis from the U.S," Journal of Monetary Economics, Elsevier, vol. 4(2), pages 315-319, April.
2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FMK: Financial Markets (1) 2006-03-05. Author is listed
  2. NEP-RMG: Risk Management (1) 2008-01-26. Author is listed

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Salih Neftci should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.