Access Statistics for Ahmed BenSaïda

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chaotic behavior in financial market volatility 0 0 0 0 1 2 5 20
Volatility spillover shifts in global financial markets 0 0 0 0 0 0 1 23
Total Working Papers 0 0 0 0 1 2 6 43

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Company online presence and its effect on stock returns 0 1 1 2 0 2 5 9
Connectedness between cryptocurrencies and foreign exchange markets: Implication for risk management 0 0 2 25 2 2 6 63
Financial contagion across G10 stock markets: A study during major crises 0 0 1 6 0 0 6 33
Financial contagion across major stock markets: A study during crisis episodes 0 0 0 13 0 3 3 66
Good and bad volatility spillovers: An asymmetric connectedness 0 0 3 61 1 1 11 196
Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold 0 0 3 19 0 2 13 87
Herding and excessive risk in the American stock market: A sectoral analysis 0 1 6 44 1 2 13 158
Herding effect on idiosyncratic volatility in U.S. industries 0 0 2 31 0 1 10 137
High level chaos in the exchange and index markets 0 0 3 13 0 2 7 29
Highly flexible distributions to fit multiple frequency financial returns 0 1 2 25 0 1 4 82
Improving the Forecasting Power of Volatility Models 0 0 0 7 0 0 0 64
The Good and Bad Volatility: A New Class of Asymmetric Heteroskedastic Models 0 0 1 10 0 0 2 25
The contagion effect in European sovereign debt markets: A regime-switching vine copula approach 0 0 1 17 1 1 4 123
The frequency of regime switching in financial market volatility 0 0 2 27 3 5 11 102
The influence of oil, gold and stock market index on US equity sectors 0 0 0 9 0 0 3 18
The linkage between Bitcoin and foreign exchanges in developed and emerging markets 0 0 1 5 1 1 9 21
The shifting dependence dynamics between the G7 stock markets 0 0 0 8 0 0 0 35
Value-at-Risk under Lévy GARCH models: Evidence from global stock markets 1 1 3 38 2 3 9 123
Value‐at‐risk under market shifts through highly flexible models 0 0 0 4 0 0 0 32
Volatility spillover shifts in global financial markets 0 1 1 39 0 1 5 159
Volume-herding interaction in the American market 1 1 1 41 1 1 3 164
Total Journal Articles 2 6 33 444 12 28 124 1,726

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Statistics updated 2025-08-05