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~language:"eng"
~person:"Ben Omrane, Walid"
~person:"Moosa, Imad A."
~subject:"Devisenmarkt"
~subject:"Random Walk"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Devisenmarkt
Random Walk
Theorie
62
Theory
62
Estimation
50
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50
Time series analysis
50
Zeitreihenanalyse
50
Exchange rate
34
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34
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29
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29
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Ben Omrane, Walid
Moosa, Imad A.
Taylor, Mark P.
31
Menkhoff, Lukas
19
MacDonald, Ronald
18
Lyons, Richard K.
17
Melvin, Michael
13
Sarno, Lucio
13
Hegerty, Scott W.
12
Evans, Martin D. D.
11
Goodhart, Charles A. E.
11
Gradojevic, Nikola
11
Maheswaran, S.
11
Rime, Dagfinn
11
Bollerslev, Tim
10
Burns, Kelly
10
Gau, Yin-feng
10
Itō, Takatoshi
10
Payne, Richard
10
Bahmani-Oskooee, Mohsen
9
Marsh, Ian
9
Neely, Christopher J.
9
Apergēs, Nikolaos
8
Baghestani, Hamid
8
Cheung, Yin-Wong
8
Gençay, Ramazan
8
Phylaktis, Kate
8
Sirimon Treepongkaruna
8
Baillie, Richard
7
Batten, Jonathan A.
7
Frömmel, Michael
7
Goldberg, Linda S.
7
Gupta, Rangan
7
Kouretas, Georgios P.
7
Mensi, Walid
7
Moore, Michael J.
7
Narayan, Paresh Kumar
7
Osler, Carol
7
Reitz, Stefan
7
Sakemoto, Ryuta
7
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Applied economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of post-Keynesian economics : JPKE
2
Research in international business and finance
2
Applied economics letters
1
Applied financial economics
1
Economia internazionale
1
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1
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International journal of bonds and derivatives
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International review of economics & finance : IREF
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1
Journal of Post Keynesian economics
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1
Journal of international money and finance
1
Journal of macroeconomics
1
Review of Pacific Basin financial markets and policies
1
Savings and development : quarterly review
1
The Middle East business and economic review
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
30
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1
Macroeconomic news, senior officials' speeches, and emerging currency markets : an intraday analysis of price jump reaction
Ayadi, Mohamed
;
Ben Omrane, Walid
;
Das, Deepan Kumar
- In:
Emerging markets review
60
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014533635
Saved in:
2
Senior official speech attributes and foreign exchange risk around business cycles
Ayadi, Mohamed
;
Ben Omrane, Walid
;
Wang, Jiayu
;
Welch, …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013366164
Saved in:
3
Futures crude oil prices as predictors of spot prices : lessons from the foreign exchange market
Moosa, Imad A.
- In:
Journal of Post Keynesian economics
43
(
2020
)
3
,
pp. 391-416
Persistent link: https://www.econbiz.de/10012261102
Saved in:
4
Demystifying the Meese-Rogoff puzzle : structural breaks or measures of forecasting accuracy?
Burns, Kelly
;
Moosa, Imad A.
- In:
Applied economics
49
(
2017
)
48
,
pp. 4897-4910
Persistent link: https://www.econbiz.de/10011844813
Saved in:
5
Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis
Ben Omrane, Walid
;
Tao, Yusi
;
Welch, Robert L.
- In:
Research in international business and finance
42
(
2017
),
pp. 9-30
Persistent link: https://www.econbiz.de/10011747218
Saved in:
6
The random walk as a forecasting benchmark : drift or no drift?
Moosa, Imad A.
;
Burns, Kelly
- In:
Applied economics
48
(
2016
)
43/45
,
pp. 4131-4142
Persistent link: https://www.econbiz.de/10011639995
Saved in:
7
The sign switch effect of macroeconomic news in foreign exchange markets
Ben Omrane, Walid
;
Savaşer, Tanseli
- In:
Journal of international financial markets, …
45
(
2016
),
pp. 96-114
Persistent link: https://www.econbiz.de/10011690449
Saved in:
8
Tick test accuracy in foreign exchange ECN markets
Ben Omrane, Walid
;
Welch, Robert L.
- In:
Research in international business and finance
37
(
2016
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011595146
Saved in:
9
Enhancing the forecasting power of exchange rate models by introducing nonlinearity : does it work?
Burns, Kelly
;
Moosa, Imad A.
- In:
Economic modelling
50
(
2015
),
pp. 27-39
Persistent link: https://www.econbiz.de/10011439608
Saved in:
10
Macroeconomic news surprises and volatility spillover in foreign exchange markets
Ben Omrane, Walid
;
Hafner, Christian M.
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
2
,
pp. 577-607
Persistent link: https://www.econbiz.de/10011292917
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