2
H index
0
i10 index
16
Citations
Ahmed BenSaïda : Citation Profile
Université de Sousse | RESEARCH PRODUCTION: 11 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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6 years (2012 - 2018). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ahmed BenSaïda. | Is cited by:
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Main data
Where Ahmed BenSaïda has published?
Recent works citing Ahmed BenSaïda (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2019 | Volatility spillovers of unconventional monetary policy to emerging market economies. (2019). Beirne, John ; Apostolou, Apostolos . In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:118-129. Full description at Econpapers || Download paper |
| 2018 | Cross herding between American industries and the oil market. (2018). Ben Mabrouk, Houda ; Litimi, Houda ; Benmabrouk, Houda. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:196-205. Full description at Econpapers || Download paper |
| 2019 | Financial contagion across major stock markets: A study during crisis episodes. (2019). Bensaida, Ahmed ; Benmim, Imen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:187-201. Full description at Econpapers || Download paper |
| 2018 | Conditional co-skewness and safe-haven currencies: A regime switching approach. (2018). Chan, Kalok ; Zhou, Yinggang ; Yang, Jian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:58-80. Full description at Econpapers || Download paper |
| 2019 | Good and bad volatility spillovers: An asymmetric connectedness. (2019). Bensaida, Ahmed. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:78-95. Full description at Econpapers || Download paper |
| 2019 | Herd behavior and idiosyncratic volatility in a frontier market. (2019). Anh, Dang Bao ; Vo, Xuan Vinh. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:321-330. Full description at Econpapers || Download paper |
| 2019 | Stochastic modeling of currency exchange rates with novel validation techniques. (2019). Michalak, Anna ; Sikora, Grzegorz ; Wyomaska, Agnieszka ; Mita, Pawe ; Bielak, Ukasz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1202-1215. Full description at Econpapers || Download paper |
| 2019 | Cryptocurrencies: Dust in the wind?. (2019). Zhou, Jian ; Pantelous, Athanasios A ; Kontosakos, Vasileios E ; Luo, Min. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:1063-1079. Full description at Econpapers || Download paper |
| 2017 | Dynamic herding analysis in a frontier market. (2017). Arjoon, Vaalmikki ; Bhatnagar, Chandra Shekhar . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:496-508. Full description at Econpapers || Download paper |
| 2019 | A Markov Regime Switching Approach towards Assessing Resilience of Romanian Collective Investment Undertakings. (2019). Gherghina, Ştefan ; PANAIT, Iulian ; Armeanu, Daniel Tefan ; Badea, Leonardo . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1325-:d:210534. Full description at Econpapers || Download paper |
| 2018 | Equity Analysis in Buying Company Shares on the Philippine Stock Exchange. (2018). Medina, Prince T. In: GATR Journals. RePEc:gtr:gatrjs:jfbr148. Full description at Econpapers || Download paper |
| 2019 | Herding Behaviours in Poland and Tanzania. (2019). Mwamtambulo, Dorika Jeremiah. In: Proceedings of International Academic Conferences. RePEc:sek:iacpro:9011210. Full description at Econpapers || Download paper |
Works by Ahmed BenSaïda:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Volatility spillover shifts in global financial markets In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
| 2015 | The frequency of regime switching in financial market volatility In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 1 |
| 2018 | The contagion effect in European sovereign debt markets: A regime-switching vine copula approach In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2017 | Herding effect on idiosyncratic volatility in U.S. industries In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2017 | Value-at-Risk under Lévy GARCH models: Evidence from global stock markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
| 2016 | Highly flexible distributions to fit multiple frequency financial returns In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
| 2016 | Herding and excessive risk in the American stock market: A sectoral analysis In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 5 |
| 2012 | Improving the Forecasting Power of Volatility Models In: International Journal of Academic Research in Accounting, Finance and Management Sciences. [Full Text][Citation analysis] | article | 0 |
| 2015 | Volume-herding interaction in the American market In: American Journal of Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
| 2018 | The shifting dependence dynamics between the G7 stock markets In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
| 2018 | Value‐at‐risk under market shifts through highly flexible models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team