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 1 4 22
Volatility spillover shifts in global financial markets 0 0 0 0 0 2 5 28
Total Working Papers 0 0 0 0 1 3 9 50

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 3 6 12
Connectedness between cryptocurrencies and foreign exchange markets: Implication for risk management 0 1 2 27 2 8 16 77
Financial contagion across G10 stock markets: A study during major crises 0 0 0 6 1 4 5 38
Financial contagion across major stock markets: A study during crisis episodes 0 0 1 14 0 3 11 74
Good and bad volatility spillovers: An asymmetric connectedness 0 0 3 62 2 6 18 211
Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold 1 1 2 21 5 13 28 111
Herding and excessive risk in the American stock market: A sectoral analysis 0 0 5 47 0 4 19 171
Herding effect on idiosyncratic volatility in U.S. industries 0 0 2 33 2 4 14 148
High level chaos in the exchange and index markets 0 0 0 13 2 10 19 46
Highly flexible distributions to fit multiple frequency financial returns 0 0 4 27 0 3 16 95
Improving the Forecasting Power of Volatility Models 0 0 0 7 0 4 5 69
Safe haven property of gold and cryptocurrencies during COVID-19 and Russia–Ukraine conflict 1 2 3 3 3 8 14 14
The Good and Bad Volatility: A New Class of Asymmetric Heteroskedastic Models 0 0 0 10 0 8 14 39
The contagion effect in European sovereign debt markets: A regime-switching vine copula approach 0 1 1 18 0 11 19 141
The frequency of regime switching in financial market volatility 0 3 5 31 2 16 36 131
The influence of oil, gold and stock market index on US equity sectors 0 0 2 11 1 3 5 23
The linkage between Bitcoin and foreign exchanges in developed and emerging markets 0 1 3 7 0 3 9 28
The shifting dependence dynamics between the G7 stock markets 0 0 0 8 0 6 11 46
Value-at-Risk under Lévy GARCH models: Evidence from global stock markets 0 2 4 41 2 7 18 137
Value‐at‐risk under market shifts through highly flexible models 0 0 0 4 1 4 9 41
Volatility spillover shifts in global financial markets 0 0 2 40 0 2 7 165
Volume-herding interaction in the American market 0 0 1 41 2 5 11 174
Total Journal Articles 2 11 41 473 25 135 310 1,991

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Statistics updated 2026-04-09