Ahmed BenSaïda
Names
| first: |
Ahmed |
| last: |
BenSaïda |
Identifer
Contact
Affiliations
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Effat University
/ College of Business (weight: 50%)
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Université de Sousse
/ Institut des Hautes Études Commerciales de Sousse (IHECS) (weight: 50%)
Research profile
author of:
- The Good and Bad Volatility: A New Class of Asymmetric Heteroskedastic Models (RePEc:bla:obuest:v:83:y:2021:i:2:p:540-570)
by Ahmed BenSaïda - High level chaos in the exchange and index markets (RePEc:eee:chsofr:v:54:y:2013:i:c:p:90-95)
by BenSaïda, Ahmed & Litimi, Houda - Volatility spillover shifts in global financial markets (RePEc:eee:ecmode:v:73:y:2018:i:c:p:343-353)
by BenSaïda, Ahmed & Litimi, Houda & Abdallah, Oussama - Financial contagion across major stock markets: A study during crisis episodes (RePEc:eee:ecofin:v:48:y:2019:i:c:p:187-201)
by BenMim, Imen & BenSaïda, Ahmed - The frequency of regime switching in financial market volatility (RePEc:eee:empfin:v:32:y:2015:i:c:p:63-79)
by BenSaïda, Ahmed - The contagion effect in European sovereign debt markets: A regime-switching vine copula approach (RePEc:eee:finana:v:58:y:2018:i:c:p:153-165)
by BenSaïda, Ahmed - Herding effect on idiosyncratic volatility in U.S. industries (RePEc:eee:finlet:v:23:y:2017:i:c:p:121-132)
by BenSaïda, Ahmed - Good and bad volatility spillovers: An asymmetric connectedness (RePEc:eee:finmar:v:43:y:2019:i:c:p:78-95)
by BenSaïda, Ahmed - Value-at-Risk under Lévy GARCH models: Evidence from global stock markets (RePEc:eee:intfin:v:46:y:2017:i:c:p:30-53)
by Slim, Skander & Koubaa, Yosra & BenSaïda, Ahmed - Connectedness between cryptocurrencies and foreign exchange markets: Implication for risk management (RePEc:eee:mulfin:v:59:y:2021:i:c:s1042444x20300554)
by Chemkha, Rahma & BenSaïda, Ahmed & Ghorbel, Ahmed - Highly flexible distributions to fit multiple frequency financial returns (RePEc:eee:phsmap:v:442:y:2016:i:c:p:203-213)
by BenSaïda, Ahmed & Slim, Skander - Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold (RePEc:eee:quaeco:v:82:y:2021:i:c:p:71-85)
by Chemkha, Rahma & BenSaïda, Ahmed & Ghorbel, Ahmed & Tayachi, Tahar - Herding and excessive risk in the American stock market: A sectoral analysis (RePEc:eee:riibaf:v:38:y:2016:i:c:p:6-21)
by Litimi, Houda & BenSaïda, Ahmed & Bouraoui, Omar - Chaotic behavior in financial market volatility (RePEc:hal:journl:hal-02869485)
by Houda Litimi & Ahmed Bensaida & Lotfi Belkacem & Oussama Abdallah - Volatility spillover shifts in global financial markets (RePEc:hal:journl:hal-02869496)
by Ahmed Bensaïda & Houda Litimi & Oussama Abdallah - Improving the Forecasting Power of Volatility Models (RePEc:hur:ijaraf:v:2:y:2012:i:3:p:51-64)
by Ahmed Bensaida - Volume-herding interaction in the American market (RePEc:ids:amerfa:v:4:y:2015:i:1:p:50-69)
by Ahmed BenSaïda & Mouna Jlassi & Houda Litimi - Company online presence and its effect on stock returns (RePEc:ids:ijelfi:v:13:y:2024:i:1:p:36-58)
by Raghad Jamalallail & Tahar Tayachi & Ahmed BenSaïda - The linkage between Bitcoin and foreign exchanges in developed and emerging markets (RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00454-w)
by Ahmed BenSaïda - The influence of oil, gold and stock market index on US equity sectors (RePEc:taf:applec:v:54:y:2022:i:6:p:719-732)
by Ahmed BenSaïda & Jose Arreola Hernandez & Houda Litimi & Seong-Min Yoon - The shifting dependence dynamics between the G7 stock markets (RePEc:taf:quantf:v:18:y:2018:i:5:p:801-812)
by Ahmed BenSaïda & Sabri Boubaker & Duc Khuong Nguyen - Financial contagion across G10 stock markets: A study during major crises (RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4798-4821)
by Ahmed BenSaïda & Houda Litimi - Value‐at‐risk under market shifts through highly flexible models (RePEc:wly:jforec:v:37:y:2018:i:8:p:790-804)
by Ahmed BenSaïda & Sabri Boubaker & Duc Khuong Nguyen & Skander Slim