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 0 1 4 22
Volatility spillover shifts in global financial markets 0 0 0 0 1 3 8 31
Total Working Papers 0 0 0 0 1 4 12 53

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 0 1 2 0 1 5 13
Connectedness between cryptocurrencies and foreign exchange markets: Implication for risk management 0 0 2 27 3 8 22 83
Financial contagion across G10 stock markets: A study during major crises 0 0 0 6 0 5 9 42
Financial contagion across major stock markets: A study during crisis episodes 0 0 1 14 0 2 12 76
Good and bad volatility spillovers: An asymmetric connectedness 0 0 1 62 1 5 19 214
Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold 0 1 2 21 2 9 29 115
Herding and excessive risk in the American stock market: A sectoral analysis 0 0 3 47 2 5 19 176
Herding effect on idiosyncratic volatility in U.S. industries 0 1 3 34 2 5 15 151
High level chaos in the exchange and index markets 0 0 0 13 0 2 19 46
Highly flexible distributions to fit multiple frequency financial returns 0 0 3 27 1 3 17 98
Improving the Forecasting Power of Volatility Models 0 0 0 7 0 1 6 70
Safe haven property of gold and cryptocurrencies during COVID-19 and Russia–Ukraine conflict 2 3 5 5 6 10 21 21
The Good and Bad Volatility: A New Class of Asymmetric Heteroskedastic Models 0 0 0 10 0 3 17 42
The contagion effect in European sovereign debt markets: A regime-switching vine copula approach 0 0 1 18 2 6 25 147
The frequency of regime switching in financial market volatility 0 1 5 32 4 12 43 141
The influence of oil, gold and stock market index on US equity sectors 0 0 2 11 0 3 7 25
The linkage between Bitcoin and foreign exchanges in developed and emerging markets 0 0 2 7 0 6 14 34
The shifting dependence dynamics between the G7 stock markets 0 0 0 8 0 2 13 48
Value-at-Risk under Lévy GARCH models: Evidence from global stock markets 0 1 5 42 3 8 22 143
Value‐at‐risk under market shifts through highly flexible models 0 0 0 4 0 3 11 43
Volatility spillover shifts in global financial markets 0 1 2 41 3 7 13 172
Total Journal Articles 2 8 38 438 29 106 358 1,900
1 registered items for which data could not be found
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Statistics updated 2026-06-04