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 21
Volatility spillover shifts in global financial markets 0 0 0 0 2 2 5 28
Total Working Papers 0 0 0 0 2 2 8 49

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 1 1 2 27 2 7 14 75
Financial contagion across G10 stock markets: A study during major crises 0 0 0 6 0 3 4 37
Financial contagion across major stock markets: A study during crisis episodes 0 0 1 14 1 4 11 74
Good and bad volatility spillovers: An asymmetric connectedness 0 0 3 62 1 6 17 209
Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold 0 0 1 20 2 10 26 106
Herding and excessive risk in the American stock market: A sectoral analysis 0 0 6 47 2 6 21 171
Herding effect on idiosyncratic volatility in U.S. industries 0 0 3 33 0 4 14 146
High level chaos in the exchange and index markets 0 0 2 13 2 12 19 44
Highly flexible distributions to fit multiple frequency financial returns 0 0 4 27 1 7 16 95
Improving the Forecasting Power of Volatility Models 0 0 0 7 1 5 5 69
Safe haven property of gold and cryptocurrencies during COVID-19 and Russia–Ukraine conflict 1 1 2 2 2 6 11 11
The Good and Bad Volatility: A New Class of Asymmetric Heteroskedastic Models 0 0 1 10 0 10 15 39
The contagion effect in European sovereign debt markets: A regime-switching vine copula approach 1 1 1 18 6 12 19 141
The frequency of regime switching in financial market volatility 1 3 6 31 3 20 37 129
The influence of oil, gold and stock market index on US equity sectors 0 0 2 11 0 2 5 22
The linkage between Bitcoin and foreign exchanges in developed and emerging markets 1 1 3 7 1 3 10 28
The shifting dependence dynamics between the G7 stock markets 0 0 0 8 2 8 11 46
Value-at-Risk under Lévy GARCH models: Evidence from global stock markets 2 3 5 41 2 9 17 135
Value‐at‐risk under market shifts through highly flexible models 0 0 0 4 0 5 8 40
Volatility spillover shifts in global financial markets 0 0 2 40 1 2 7 165
Volume-herding interaction in the American market 0 0 1 41 2 7 10 172
Total Journal Articles 7 10 46 471 31 151 303 1,966

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04