フォロー
Ahmed BenSaïda
Ahmed BenSaïda
Full Professor, College of Business, Effat University
確認したメール アドレス: effatuniversity.edu.sa - ホームページ
タイトル
引用先
引用先
年
Herding and excessive risk in the American stock market: A sectoral analysis
H Litimi, A BenSaïda, O Bouraoui
Research in International Business and Finance 38, 6-21, 2016
1492016
Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold
A BenSaïda, R Chemkha, A Ghorbel, T Tayachi
The Quarterly Review of Economics and Finance 82, 71-85, 2021
148*2021
Good and bad volatility spillovers: An asymmetric connectedness
A BenSaïda
Journal of Financial Markets 43, 78-95, 2019
1222019
Herding effect on idiosyncratic volatility in US industries
A BenSaïda
Finance Research Letters 23, 121-132, 2017
1222017
Volatility spillover shifts in global financial markets
A BenSaïda, H Litimi, O Abdallah
Economic Modelling 73, 343-353, 2018
1032018
High level chaos in the exchange and index markets
A BenSaïda, H Litimi
Chaos, Solitons & Fractals 54, 90-95, 2013
762013
The contagion effect in European sovereign debt markets: A regime-switching vine copula approach
A BenSaïda
International Review of Financial Analysis 58, 153-165, 2018
752018
Noisy chaos in intraday financial data: Evidence from the American index
A Bensaïda
Applied Mathematics and Computation 226, 258-265, 2014
702014
Shapiro-wilk and shapiro-francia normality tests
A BenSaïda
MATLAB Central File Exchange. Available online: https://es. mathworks. com …, 2022
532022
Financial contagion across major stock markets: A study during crisis episodes
I BenMim, A BenSaïda
The North American Journal of Economics and Finance 48, 187-201, 2019
512019
Value-at-Risk under Lévy GARCH models: Evidence from global stock markets
S Slim, Y Koubaa, A BenSaida
Journal of International Financial Markets, Institutions and Money 46, 30-53, 2017
502017
The shifting dependence dynamics between the G7 stock markets
A BenSaïda, S Boubaker, DK Nguyen
Quantitative Finance 18 (5), 801-812, 2018
492018
Connectedness between cryptocurrencies and foreign exchange markets: Implication for risk management
R Chemkha, A BenSaïda, A Ghorbel
Journal of Multinational Financial Management 59, 100666, 2021
392021
Volume–herding interaction in the American market
A BenSaïda, M Jlassi, H Litimi
American Journal of Finance and Accounting 4 (1), 50-69, 2015
382015
A practical test for noisy chaotic dynamics
A BenSaïda
SoftwareX 3, 1-5, 2015
372015
Highly flexible distributions to fit multiple frequency financial returns
A BenSaïda, S Slim
Physica A: Statistical Mechanics and its Applications 442, 203-213, 2016
322016
The frequency of regime switching in financial market volatility
A BenSaïda
Journal of Empirical Finance 32, 63-79, 2015
292015
Financial contagion across G10 stock markets: A study during major crises
A BenSaïda, H Litimi
International Journal of Finance & Economics 26, 4798-4821, 2021
262021
Herding behavior and trading volume: Evidence from the American indexes
M Jlassi, A Bensaïda
International Review of Management and Business Research 3 (2), 705-722, 2014
262014
Value‐at‐risk under market shifts through highly flexible models
A BenSaïda, S Boubaker, DK Nguyen, S Slim
Journal of Forecasting 37 (8), 790-804, 2018
192018
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