Ahmed BenSaïda : Citation Profile


Are you Ahmed BenSaïda?

Université de Sousse

3

H index

2

i10 index

58

Citations

RESEARCH PRODUCTION:

11

Articles

RESEARCH ACTIVITY:

   6 years (2012 - 2018). See details.
   Cites by year: 9
   Journals where Ahmed BenSaïda has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 8 (12.12 %)

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   Permalink: http://citec.repec.org/pbe699
   Updated: 2021-09-11    RAS profile: 2019-01-26    
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Relations with other researchers


Works with:

Nguyen, Duc Khuong (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ahmed BenSaïda.

Is cited by:

Vo, Xuan Vinh (6)

Sobreira, Nuno (2)

Phan, Dang Bao Anh (2)

armeanu, dan (1)

Gherghina, Ştefan (1)

Balcilar, Mehmet (1)

Ozdemir, Zeynel (1)

Nasir, Muhammad Ali (1)

Wohar, Mark (1)

Beirne, John (1)

Dragomirescu-Gaina, Catalin (1)

Cites to:

Bollerslev, Tim (8)

McDonald, James (8)

Nguyen, Duc Khuong (7)

Engle, Robert (7)

Christoffersen, Peter (7)

Theodossiou, Panayiotis (6)

Hamilton, James (6)

Jagannathan, Ravi (6)

Shiller, Robert (6)

Haas, Markus (5)

Newey, Whitney (5)

Main data


Where Ahmed BenSaïda has published?


Recent works citing Ahmed BenSaïda (2021 and 2020)


YearTitle of citing document
2020Global predictive power of the upside and downside variances of the U.S. equity market. (2020). Zhang, Liguo ; Xiao, Jun ; Xu, Yahua. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:605-619.

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2021The joint spillover index. (2021). Wiesen, Thomas ; Lastrapes, William ; Thomas, . In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:681-691.

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2021Effects of investor sentiment on stock return volatility: A spatio-temporal dynamic panel model. (2021). Jin, Xiu ; Jiang, Shangwei. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:298-306.

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2021Correlation regimes in international equity and bond returns. (2021). Martinez, Oscar ; Aslanidis, Nektarios. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:397-410.

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2020Interrelations in market fears of U.S. and European equity markets. (2020). Sarwar, Ghulam ; GhulamSarwar, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s106294081930169x.

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2020Dynamic interdependence of ASEAN5 with G5 stock markets. (2020). Liow, Kim ; Song, Jeongseop. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120300042.

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2021Chasing the ‘green bandwagon’ in times of uncertainty. (2021). Dragomirescu-Gaina, Catalin ; Philippas, Dionisis ; Galariotis, Emilios. In: Energy Policy. RePEc:eee:enepol:v:151:y:2021:i:c:s0301421521000598.

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2020Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis. (2020). Vo, Xuan Vinh ; Bouri, Elie ; Saeed, Tareq ; Lucey, Brian. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302489.

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2020Evaluation of volatility models for forecasting Value-at-Risk and Expected Shortfall in the Portuguese stock market. (2020). Sobreira, Nuno ; Louro, Rui. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305403.

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2021Regime-switching herd behavior: Novel evidence from the Chinese A-share market. (2021). Wu, Lan ; Fu, Jingxue. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612318301090.

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2020Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries. (2020). Wu, JunJie ; Nasir, Muhammad Ali ; Liu, Jia ; Thampanya, Natthinee. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300779.

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2021Multivariate volatility forecasts for stock market indices. (2021). Croux, Christophe ; Rombouts, Jeroen ; Wilms, Ines. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:484-499.

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2020Herding in the Singapore stock Exchange. (2020). Ramlakhan, Prakash ; Bhatnagar, Chandra Shekhar ; Arjoon, Vaalmikki. In: Journal of Economics and Business. RePEc:eee:jebusi:v:109:y:2020:i:c:s0148619519300712.

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2021Connectedness between cryptocurrencies and foreign exchange markets: Implication for risk management. (2021). Ghorbel, Ahmed ; Bensaida, Ahmed ; Chemkha, Rahma. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:59:y:2021:i:c:s1042444x20300554.

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2020Multifractal analysis of the WTI crude oil market, US stock market and EPU. (2020). Ju, Wei-Jia ; Liu, Cheng ; Yao, Can-Zhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s0378437119322629.

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2020Long-term prediction of the metals’ prices using non-Gaussian time-inhomogeneous stochastic process. (2020). Wyomaska, Agnieszka ; Bielak, Ukasz ; Szarek, Dawid. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:555:y:2020:i:c:s0378437120303228.

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2021On the hysteresis of financial crises in the US: Evidence from S&P 500. (2021). Bentes, Sonia R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308815.

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2020How informative are variance risk premium and implied volatility for Value-at-Risk prediction? International evidence. (2020). Boughrara, Adel ; Dahmene, Meriam ; Slim, Skander. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:22-37.

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2020Fed’s unconventional monetary policy and risk spillover in the US financial markets. (2020). Ozdemir, Zeynel ; Balcilar, Mehmet ; Wohar, Mark E. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:42-52.

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2020Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19*. (2020). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yu-Ann. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:134:y:2020:i:c:s1364032120306377.

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2021Project Portfolio Construction Using Extreme Value Theory. (2021). Tabasi, Hamed ; Yousefi, Vahidreza ; Tamoaitien, Jolanta. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:2:p:855-:d:481501.

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2021A CONDITIONAL CORRELATION ANALYSIS FOR THE COLOMBIAN STOCK MARKET. (2021). Paucar, Giovanny Sandoval. In: MPRA Paper. RePEc:pra:mprapa:107963.

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2020The COVID-19 Pandemic and Herding Behaviour: Evidence from India’s Stock Market. (2020). Singh, Bhanwar ; Dhall, Rosy. In: Millennial Asia. RePEc:sae:millen:v:11:y:2020:i:3:p:366-390.

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2021Regime specific spillover across cryptocurrencies and the role of COVID-19. (2021). Saeed, Tareq ; Kang, Sang Hoon ; Bouri, Elie ; Hussain, Syed Jawad. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00210-4.

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2020The life-cycle influence mechanism of the determinants of financing performance: an empirical study of a Chinese crowdfunding platform. (2020). Jin, Jiahua ; Yan, Xiangbin ; Zhang, Wentao ; Chen, Yue. In: Review of Managerial Science. RePEc:spr:rvmgts:v:14:y:2020:i:1:d:10.1007_s11846-018-0295-y.

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2021GARCHNet - Value-at-Risk forecasting with novel approach to GARCH models based on neural networks. (2021). Buczyński, Mateusz ; Chlebus, Marcin ; Buczyski, Mateusz. In: Working Papers. RePEc:war:wpaper:2021-08.

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2021Analysing time difference and volatility linkages between China and the United States during financial crises and stable period using VARX?DCC?MEGARCH model. (2021). Tiwari, Aviral ; Shehzad, Khurram ; Rauf, Abdul ; Arif, Muhammad ; Liu, Xiaoxing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:814-833.

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2021Financial contagion across G10 stock markets: A study during major crises. (2021). Litimi, Houda ; Bensaida, Ahmed. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4798-4821.

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Works by Ahmed BenSaïda:


YearTitleTypeCited
2018Volatility spillover shifts in global financial markets In: Economic Modelling.
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article19
2015The frequency of regime switching in financial market volatility In: Journal of Empirical Finance.
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article2
2018The contagion effect in European sovereign debt markets: A regime-switching vine copula approach In: International Review of Financial Analysis.
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article1
2017Herding effect on idiosyncratic volatility in U.S. industries In: Finance Research Letters.
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article3
2017Value-at-Risk under Lévy GARCH models: Evidence from global stock markets In: Journal of International Financial Markets, Institutions and Money.
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article7
2016Highly flexible distributions to fit multiple frequency financial returns In: Physica A: Statistical Mechanics and its Applications.
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article3
2016Herding and excessive risk in the American stock market: A sectoral analysis In: Research in International Business and Finance.
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article14
2012Improving the Forecasting Power of Volatility Models In: International Journal of Academic Research in Accounting, Finance and Management Sciences.
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article0
2015Volume-herding interaction in the American market In: American Journal of Finance and Accounting.
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article3
2018The shifting dependence dynamics between the G7 stock markets In: Quantitative Finance.
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article3
2018Value‐at‐risk under market shifts through highly flexible models In: Journal of Forecasting.
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article3

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