Zobrazeno 1 - 10
of 31
pro vyhledávání: '"Ahmed BenSaïda"'
Publikováno v:
Energy Strategy Reviews, Vol 56, Iss , Pp 101591- (2024)
This study examines the connection between crude oil and the Gulf Cooperation Council (GCC) region stock markets by employing a regime-switching approach. The methodology provides new insights on how the linkage between oil and GCC stock markets may
Externí odkaz:
https://doaj.org/article/536875acd738452497351bba20caf12a
Autor:
Ahmed BenSaïda
Publikováno v:
Financial Innovation, Vol 9, Iss 1, Pp 1-27 (2023)
Abstract This study investigates the connectedness between Bitcoin and fiat currencies in two groups of countries: the developed G7 and the emerging BRICS. The methodology adopts the regular (R)-vine copula and compares it with two benchmark models:
Externí odkaz:
https://doaj.org/article/9e40fd3bc42d415ab6cb5757e7b095db
Autor:
Ahmed BenSaïda
Publikováno v:
SoftwareX, Vol 3, Iss , Pp 1-5 (2015)
This code computes the largest Lyapunov exponent and tests for the presence of a chaotic dynamics, as opposed to stochastic dynamics, in a noisy scalar series. The program runs under Matlab® programming language. Keywords: Lyapunov exponent, Nois
Externí odkaz:
https://doaj.org/article/cab386505b5f409bb10e232dcd2257df
Autor:
Tahar Tayachi, Ahmed BenSaïda
Publikováno v:
Journal of Reviews on Global Economics. 11:32-48
This study assesses the credit risk of small and medium-sized enterprises (SMEs) to minimize unexpected risk events. We construct a hybrid statistical model based on factor analysis and logistic regression to predict enterprise default on loans and d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5952508c032f787761a8cac5df668c5b
https://doi.org/10.6000/1929-7092.2022.11.04
https://doi.org/10.6000/1929-7092.2022.11.04
Publikováno v:
International Journal of Electronic Finance. 1:1
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a3fa7003821f37ecf7e03813cb1468aa
https://doi.org/10.1504/ijef.2024.10054619
https://doi.org/10.1504/ijef.2024.10054619
Publikováno v:
The Quarterly Review of Economics and Finance
The COVID-19 pandemic has caused an unprecedented human and health crisis. The measures taken to contain the damage caused a global economic slowdown. Investors face liquidity pressures resulting from the general downturn in the financial markets, an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1534e2f1dd412d2512f9eba237f6bcce
https://doi.org/10.1016/j.qref.2021.07.006
https://doi.org/10.1016/j.qref.2021.07.006
Autor:
Waqas Hanif, Walid Mensi, Xuan Vinh Vo, Ahmed BenSaïda, Jose Arreola Hernandez, Sang Hoon Kang
Publikováno v:
Resources Policy. 82:103567
This paper examines the dependence structure and the portfolio allocation characteristics of a main industrial portfolio metals (gold, platinum, palladium, aluminum, silver, copper, zinc, lead, and nickel), and of an agricultural commodities portfoli
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3defa131093cd9ce2a13e893bb0ef47a
https://doi.org/10.1016/j.resourpol.2023.103567
https://doi.org/10.1016/j.resourpol.2023.103567
Autor:
Ahmed BenSaïda
Publikováno v:
Oxford Bulletin of Economics and Statistics. 83:540-570
This paper introduces a new class of tractable asymmetric heteroskedastic models, the good and bad volatility (GBV). Asymmetry is recognized in the dynamics of GBV components that correspond to positive and negative shocks respectively. The GBV model
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5cf90478966930f5135ec840dcf015a7
https://doi.org/10.1111/obes.12398
https://doi.org/10.1111/obes.12398
Autor:
Houda Litimi, Ahmed BenSaïda
Publikováno v:
International Journal of Finance & Economics. 26:4798-4821
The multiple financial crises that occurred during the last two decades have stimulated scholars to investigate the cross‐market linkages and how shocks are transmitted across borders. Researchers usually examine financial contagion and its effects
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::43e1c1e5738e068b826aeb1ff96a9a0d
https://doi.org/10.1002/ijfe.2041
https://doi.org/10.1002/ijfe.2041
Autor:
Ahmed BenSaïda
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cd7595f510a8de85c91ea8c54fdc0e9b
https://doi.org/10.2139/ssrn.4051606
https://doi.org/10.2139/ssrn.4051606