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Details about Ahmed BenSaïda

Workplace:Institut des Hautes Études Commerciales de Sousse (IHECS) (Sousse Higher Institute of Trade Studies), Université de Sousse (University of Sousse), (more information at EDIRC)

Access statistics for papers by Ahmed BenSaïda.

Last updated 2019-01-26. Update your information in the RePEc Author Service.

Short-id: pbe699


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Journal Articles

2018

  1. The contagion effect in European sovereign debt markets: A regime-switching vine copula approach
    International Review of Financial Analysis, 2018, 58, (C), 153-165 Downloads View citations (1)
  2. The shifting dependence dynamics between the G7 stock markets
    Quantitative Finance, 2018, 18, (5), 801-812 Downloads View citations (2)
  3. Value‐at‐risk under market shifts through highly flexible models
    Journal of Forecasting, 2018, 37, (8), 790-804 Downloads View citations (2)
  4. Volatility spillover shifts in global financial markets
    Economic Modelling, 2018, 73, (C), 343-353 Downloads View citations (8)

2017

  1. Herding effect on idiosyncratic volatility in U.S. industries
    Finance Research Letters, 2017, 23, (C), 121-132 Downloads View citations (1)
  2. Value-at-Risk under Lévy GARCH models: Evidence from global stock markets
    Journal of International Financial Markets, Institutions and Money, 2017, 46, (C), 30-53 Downloads View citations (4)

2016

  1. Herding and excessive risk in the American stock market: A sectoral analysis
    Research in International Business and Finance, 2016, 38, (C), 6-21 Downloads View citations (6)
  2. Highly flexible distributions to fit multiple frequency financial returns
    Physica A: Statistical Mechanics and its Applications, 2016, 442, (C), 203-213 Downloads View citations (4)

2015

  1. The frequency of regime switching in financial market volatility
    Journal of Empirical Finance, 2015, 32, (C), 63-79 Downloads View citations (2)
  2. Volume-herding interaction in the American market
    American Journal of Finance and Accounting, 2015, 4, (1), 50-69 Downloads View citations (3)

2012

  1. Improving the Forecasting Power of Volatility Models
    International Journal of Academic Research in Accounting, Finance and Management Sciences, 2012, 2, (3), 51-64 Downloads View citations (1)
 
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