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 3 8 18
Volatility spillover shifts in global financial markets 0 0 0 0 0 0 1 23
Total Working Papers 0 0 0 0 1 3 9 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 1 1 0 0 5 5
Connectedness between cryptocurrencies and foreign exchange markets: Implication for risk management 0 1 4 25 0 1 13 61
Financial contagion across G10 stock markets: A study during major crises 1 1 1 6 2 3 5 31
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 0 1 2 59 1 4 12 191
Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold 0 2 3 19 0 3 12 79
Herding and excessive risk in the American stock market: A sectoral analysis 1 2 4 40 2 3 11 149
Herding effect on idiosyncratic volatility in U.S. industries 0 1 3 30 0 2 8 132
High level chaos in the exchange and index markets 0 0 1 11 0 0 2 24
Highly flexible distributions to fit multiple frequency financial returns 0 0 6 23 1 1 7 79
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 0 0 9 0 0 2 24
The contagion effect in European sovereign debt markets: A regime-switching vine copula approach 0 0 1 17 0 0 4 121
The frequency of regime switching in financial market volatility 0 0 0 25 0 0 1 92
The influence of oil, gold and stock market index on US equity sectors 0 0 1 9 0 0 5 16
The linkage between Bitcoin and foreign exchanges in developed and emerging markets 0 0 0 4 1 1 5 15
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 1 36 0 2 8 118
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 1 4 158
Volume-herding interaction in the American market 0 0 0 40 0 0 3 161
Total Journal Articles 2 9 28 424 7 21 109 1,650


Statistics updated 2025-02-05