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 3 22
Volatility spillover shifts in global financial markets 0 0 0 0 0 3 8 31
Total Working Papers 0 0 0 0 0 3 11 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 0 2 0 1 4 13
Connectedness between cryptocurrencies and foreign exchange markets: Implication for risk management 0 0 2 27 0 6 22 83
Financial contagion across G10 stock markets: A study during major crises 0 0 0 6 0 4 9 42
Financial contagion across major stock markets: A study during crisis episodes 0 0 1 14 0 2 10 76
Good and bad volatility spillovers: An asymmetric connectedness 0 0 1 62 0 3 19 214
Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold 0 0 2 21 0 4 28 115
Herding and excessive risk in the American stock market: A sectoral analysis 0 0 3 47 4 9 23 180
Herding effect on idiosyncratic volatility in U.S. industries 0 1 3 34 0 3 14 151
High level chaos in the exchange and index markets 0 0 0 13 1 1 18 47
Highly flexible distributions to fit multiple frequency financial returns 1 1 3 28 1 4 17 99
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 0 2 5 5 0 7 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 1 7 26 148
The frequency of regime switching in financial market volatility 0 1 5 32 7 17 49 148
The influence of oil, gold and stock market index on US equity sectors 0 0 2 11 0 2 7 25
The linkage between Bitcoin and foreign exchanges in developed and emerging markets 0 0 2 7 1 7 15 35
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 0 6 22 143
Value‐at‐risk under market shifts through highly flexible models 0 0 0 4 0 2 11 43
Volatility spillover shifts in global financial markets 0 1 2 41 2 9 15 174
Volume-herding interaction in the American market 1 1 2 42 2 2 13 176
Total Journal Articles 2 8 39 481 19 102 379 2,093

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Statistics updated 2026-07-10