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 2 22
Volatility spillover shifts in global financial markets 0 0 0 0 0 0 6 31
Total Working Papers 0 0 0 0 0 0 8 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 0 4 13
Connectedness between cryptocurrencies and foreign exchange markets: Implication for risk management 0 0 2 27 0 0 19 83
Financial contagion across G10 stock markets: A study during major crises 0 0 0 6 0 0 9 42
Financial contagion across major stock markets: A study during crisis episodes 0 0 1 14 0 0 10 76
Good and bad volatility spillovers: An asymmetric connectedness 0 0 0 62 0 0 17 214
Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold 0 0 2 21 1 2 28 117
Herding and excessive risk in the American stock market: A sectoral analysis 1 1 3 48 3 7 24 183
Herding effect on idiosyncratic volatility in U.S. industries 0 0 3 34 0 0 14 151
High level chaos in the exchange and index markets 0 0 0 13 1 2 19 48
Highly flexible distributions to fit multiple frequency financial returns 0 1 2 28 0 1 15 99
Improving the Forecasting Power of Volatility Models 0 0 0 7 0 0 6 70
Safe haven property of gold and cryptocurrencies during COVID-19 and Russia–Ukraine conflict 0 0 5 5 0 0 21 21
The Good and Bad Volatility: A New Class of Asymmetric Heteroskedastic Models 0 0 0 10 1 1 18 43
The contagion effect in European sovereign debt markets: A regime-switching vine copula approach 0 0 1 18 1 4 27 151
The frequency of regime switching in financial market volatility 1 1 6 33 1 9 48 150
The influence of oil, gold and stock market index on US equity sectors 0 0 1 11 1 1 7 26
The linkage between Bitcoin and foreign exchanges in developed and emerging markets 0 0 2 7 0 3 16 37
The shifting dependence dynamics between the G7 stock markets 0 1 1 9 0 1 14 49
Value-at-Risk under Lévy GARCH models: Evidence from global stock markets 0 0 4 42 0 0 20 143
Value‐at‐risk under market shifts through highly flexible models 0 0 0 4 0 0 11 43
Volatility spillover shifts in global financial markets 0 0 1 41 0 2 13 174
Volume-herding interaction in the American market 0 1 1 42 60 63 72 237
Total Journal Articles 2 5 35 484 69 96 432 2,170

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Statistics updated 2026-09-10