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 2 7 15
Volatility spillover shifts in global financial markets 0 0 0 0 0 0 0 22
Total Working Papers 0 0 0 0 0 2 7 37


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Connectedness between cryptocurrencies and foreign exchange markets: Implication for risk management 0 1 2 23 1 3 13 58
Financial contagion across G10 stock markets: A study during major crises 0 0 1 5 0 0 3 27
Financial contagion across major stock markets: A study during crisis episodes 0 0 0 13 0 0 3 63
Good and bad volatility spillovers: An asymmetric connectedness 0 0 2 58 0 1 12 185
Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold 1 1 3 17 1 2 12 75
Herding and excessive risk in the American stock market: A sectoral analysis 0 0 4 38 0 0 13 145
Herding effect on idiosyncratic volatility in U.S. industries 0 0 2 29 3 3 7 130
High level chaos in the exchange and index markets 1 1 2 11 1 1 6 23
Highly flexible distributions to fit multiple frequency financial returns 0 1 6 23 0 1 7 78
Improving the Forecasting Power of Volatility Models 0 0 1 7 0 0 1 64
The Good and Bad Volatility: A New Class of Asymmetric Heteroskedastic Models 0 0 0 9 1 1 3 24
The contagion effect in European sovereign debt markets: A regime-switching vine copula approach 0 0 0 16 0 1 3 119
The frequency of regime switching in financial market volatility 0 0 1 25 0 0 3 91
The shifting dependence dynamics between the G7 stock markets 0 0 0 8 0 1 3 35
Value-at-Risk under Lévy GARCH models: Evidence from global stock markets 0 0 2 35 1 2 8 115
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 1 38 1 1 6 155
Volume-herding interaction in the American market 0 0 3 40 0 0 7 161
Total Journal Articles 2 4 30 399 9 17 110 1,580


Statistics updated 2024-09-04