Ahmed BenSaïda : Citation Profile

Are you Ahmed BenSaïda?

Université de Sousse

3

H index

0

i10 index

25

Citations

RESEARCH PRODUCTION:

11

Articles

RESEARCH ACTIVITY:

   6 years (2012 - 2018). See details.
   Cites by year: 4
   Journals where Ahmed BenSaïda has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 8 (24.24 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe699
   Updated: 2020-07-04    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:

Sobreira, Nuno (2)

Phan, Dang Bao Anh (2)

Vo, Xuan Vinh (2)

armeanu, dan (1)

Yang, Jian (1)

Badea, Leonardo (1)

Apostolou, Apostolos (1)

Gherghina, Ştefan (1)

Panait, Iulian (1)

Uddin, Gazi (1)

Yoon, Seong-Min (1)

Cites to:

Bollerslev, Tim (8)

McDonald, James (8)

Christoffersen, Peter (7)

Engle, Robert (7)

Theodossiou, Panayiotis (6)

Hamilton, James (6)

Shiller, Robert (6)

Jagannathan, Ravi (6)

Haas, Markus (5)

Newey, Whitney (5)

Hansen, Peter (4)

Main data

Where Ahmed BenSaïda has published?

Recent works citing Ahmed BenSaïda (2018 and 2017)

YearTitle of citing document
2019Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for the financial crisis. (2019). Stephan, Andreas ; Sahamkhadam, Maziar. In: Papers. RePEc:arx:papers:1912.10328.

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2019Volatility 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.

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2018Cross 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.

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2019Financial 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.

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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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2019Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns. (2019). Walker, Patrick S ; Polak, Pawe ; Paolella, Marc S. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:493-515.

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2018Conditional 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.

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2019Asymmetric volatility spillovers between oil and stock markets: Evidence from China and the United States. (2019). Ma, Feng ; Xu, Weiju ; Zhang, Bing ; Chen, Wang. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:310-320.

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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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2019Good 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.

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2019Directional spillover effects between ASEAN and world stock markets. (2019). Uddin, Gazi ; Troster, Victor ; Yoon, Seong-Min ; Kang, Sang Hoon. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19300751.

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2019Herd 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.

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2019Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets. (2019). Brooks, Robert ; Dash, Saumya Ranjan ; Maitra, Debasish ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x18305912.

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2019Stochastic 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.

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2019Cryptocurrencies: 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.

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2017Dynamic 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.

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2019A 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.

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2018Equity Analysis in Buying Company Shares on the Philippine Stock Exchange. (2018). Medina, Prince T. In: GATR Journals. RePEc:gtr:gatrjs:jfbr148.

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2019Systemic Risk in the Interbank Market with Overlapping Portfolios. (2019). Jiang, Shanshan ; Fan, Hong. In: Complexity. RePEc:hin:complx:5317819.

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2019Herding Behaviours in Poland and Tanzania. (2019). Mwamtambulo, Dorika Jeremiah. In: Proceedings of International Academic Conferences. RePEc:sek:iacpro:9011210.

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Works by Ahmed BenSaïda:

YearTitleTypeCited
2018Volatility spillover shifts in global financial markets In: Economic Modelling.
[Full Text][Citation analysis]		article8
2015The frequency of regime switching in financial market volatility In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article1
2018The contagion effect in European sovereign debt markets: A regime-switching vine copula approach In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2017Herding effect on idiosyncratic volatility in U.S. industries In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2017Value-at-Risk under Lévy GARCH models: Evidence from global stock markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article3
2016Highly flexible distributions to fit multiple frequency financial returns In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article2
2016Herding and excessive risk in the American stock market: A sectoral analysis In: Research in International Business and Finance.
[Full Text][Citation analysis]		article5
2012Improving the Forecasting Power of Volatility Models In: International Journal of Academic Research in Accounting, Finance and Management Sciences.
[Full Text][Citation analysis]		article0
2015Volume-herding interaction in the American market In: American Journal of Finance and Accounting.
[Full Text][Citation analysis]		article1
2018The shifting dependence dynamics between the G7 stock markets In: Quantitative Finance.
[Full Text][Citation analysis]		article1
2018Value‐at‐risk under market shifts through highly flexible models In: Journal of Forecasting.
[Full Text][Citation analysis]		article2

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