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 0 5 18
Volatility spillover shifts in global financial markets 0 0 0 0 0 0 1 23
Total Working Papers 0 0 0 0 0 0 6 41


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 0 1 1 2 3 7
Connectedness between cryptocurrencies and foreign exchange markets: Implication for risk management 0 0 3 25 0 0 7 61
Financial contagion across G10 stock markets: A study during major crises 0 0 1 6 0 2 6 33
Financial contagion across major stock markets: A study during crisis episodes 0 0 0 13 0 0 0 63
Good and bad volatility spillovers: An asymmetric connectedness 2 2 3 61 2 4 12 195
Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold 0 0 3 19 2 6 16 85
Herding and excessive risk in the American stock market: A sectoral analysis 1 3 6 43 4 7 15 156
Herding effect on idiosyncratic volatility in U.S. industries 0 1 2 31 2 4 9 136
High level chaos in the exchange and index markets 0 2 3 13 0 3 5 27
Highly flexible distributions to fit multiple frequency financial returns 1 1 2 24 2 2 4 81
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 1 1 10 0 1 2 25
The contagion effect in European sovereign debt markets: A regime-switching vine copula approach 0 0 1 17 0 1 5 122
The frequency of regime switching in financial market volatility 1 2 2 27 2 5 6 97
The influence of oil, gold and stock market index on US equity sectors 0 0 1 9 0 2 7 18
The linkage between Bitcoin and foreign exchanges in developed and emerging markets 1 1 1 5 1 5 9 20
The shifting dependence dynamics between the G7 stock markets 0 0 0 8 0 0 2 35
Value-at-Risk under Lévy GARCH models: Evidence from global stock markets 0 1 2 37 1 2 9 120
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 0 0 38 0 0 4 158
Volume-herding interaction in the American market 0 0 0 40 0 2 3 163
Total Journal Articles 6 14 31 438 17 48 124 1,698


Statistics updated 2025-05-12