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Ahmed BenSaïda

13 works· latest 2023· 2 institutionscluster: provisionalORCID 0000-0001-5591-4393

h-index13

i1013

Citations1,043

Works here13

Most cited in this library

Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold2021 · 202 citations
Good and bad volatility spillovers: An asymmetric connectedness2018 · 169 citations
Volatility spillover shifts in global financial markets2018 · 118 citations
Herding and excessive risk in the American stock market: A sectoral analysis2016 · 116 citations
Herding effect on idiosyncratic volatility in U.S. industries2017 · 99 citations

Works

13 shown

The linkage between Bitcoin and foreign exchanges in developed and emerging markets

Financial Innovation·2023·1 author·Open access

30citations

Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold

The Quarterly Review of Economics and Finance·2021·3 authors·Open access

202citations

Connectedness between cryptocurrencies and foreign exchange markets: Implication for risk management

Journal of Multinational Financial Management·2020·2 authors

46citations

Financial contagion across G10 stock markets: A study during major crises

International Journal of Finance & Economics·2020·2 authors

34citations

Financial contagion across major stock markets: A study during crisis episodes

The North American Journal of Economics and Finance·2019·2 authors

48citations

Good and bad volatility spillovers: An asymmetric connectedness

Journal of Financial Markets·2018·1 author

169citations

Volatility spillover shifts in global financial markets

Economic Modelling·2018·3 authors

118citations

The shifting dependence dynamics between the G7 stock markets

Quantitative Finance·2018·3 authors

51citations

The contagion effect in European sovereign debt markets: A regime-switching vine copula approach

International Review of Financial Analysis·2017·1 author

61citations

Herding effect on idiosyncratic volatility in U.S. industries

Finance research letters·2017·1 author

99citations

Value-at-Risk under Lévy GARCH models: Evidence from global stock markets

Journal of International Financial Markets Institutions and Money·2016·3 authors

39citations

Herding and excessive risk in the American stock market: A sectoral analysis

Research in International Business and Finance·2016·3 authors

116citations

Volume-herding interaction in the American market

American J of Finance and Accounting·2015·3 authors

30citations