Details about Ahmed BenSaïda

Access statistics for papers by Ahmed BenSaïda.

Last updated 2024-12-15. Update your information in the RePEc Author Service.

Short-id: pbe699

Working Papers

2019

1. Chaotic behavior in financial market volatility
   Post-Print, HAL View citations (2)

2018

2. Volatility spillover shifts in global financial markets
   Post-Print, HAL View citations (34)
   See also Journal Article Volatility spillover shifts in global financial markets, Economic Modelling, Elsevier (2018) View citations (44) (2018)

Journal Articles

2024

1. Company online presence and its effect on stock returns
   International Journal of Electronic Finance, 2024, 13, (1), 36-58

2023

2. The linkage between Bitcoin and foreign exchanges in developed and emerging markets
   Financial Innovation, 2023, 9, (1), 1-27

2022

3. The influence of oil, gold and stock market index on US equity sectors
   Applied Economics, 2022, 54, (6), 719-732 View citations (4)

2021

4. Connectedness between cryptocurrencies and foreign exchange markets: Implication for risk management
   Journal of Multinational Financial Management, 2021, 59, (C) View citations (11)
5. Financial contagion across G10 stock markets: A study during major crises
   International Journal of Finance & Economics, 2021, 26, (3), 4798-4821 View citations (6)
6. Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold
   The Quarterly Review of Economics and Finance, 2021, 82, (C), 71-85 View citations (68)
7. The Good and Bad Volatility: A New Class of Asymmetric Heteroskedastic Models
   Oxford Bulletin of Economics and Statistics, 2021, 83, (2), 540-570 View citations (3)

2019

8. Financial contagion across major stock markets: A study during crisis episodes
   The North American Journal of Economics and Finance, 2019, 48, (C), 187-201 View citations (24)
9. Good and bad volatility spillovers: An asymmetric connectedness
   Journal of Financial Markets, 2019, 43, (C), 78-95 View citations (50)

2018

10. The contagion effect in European sovereign debt markets: A regime-switching vine copula approach
    International Review of Financial Analysis, 2018, 58, (C), 153-165 View citations (27)
11. The shifting dependence dynamics between the G7 stock markets
    Quantitative Finance, 2018, 18, (5), 801-812 View citations (25)
12. Value‐at‐risk under market shifts through highly flexible models
    Journal of Forecasting, 2018, 37, (8), 790-804 View citations (7)
13. Volatility spillover shifts in global financial markets
    Economic Modelling, 2018, 73, (C), 343-353 View citations (44)
    See also Working Paper Volatility spillover shifts in global financial markets, Post-Print (2018) View citations (34) (2018)

2017

14. Herding effect on idiosyncratic volatility in U.S. industries
    Finance Research Letters, 2017, 23, (C), 121-132 View citations (10)
15. 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 View citations (12)

2016

16. Herding and excessive risk in the American stock market: A sectoral analysis
    Research in International Business and Finance, 2016, 38, (C), 6-21 View citations (42)
17. Highly flexible distributions to fit multiple frequency financial returns
    Physica A: Statistical Mechanics and its Applications, 2016, 442, (C), 203-213 View citations (11)

2015

18. The frequency of regime switching in financial market volatility
    Journal of Empirical Finance, 2015, 32, (C), 63-79 View citations (11)
19. Volume-herding interaction in the American market
    American Journal of Finance and Accounting, 2015, 4, (1), 50-69 View citations (12)

2013

20. High level chaos in the exchange and index markets
    Chaos, Solitons & Fractals, 2013, 54, (C), 90-95 View citations (22)

2012

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