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Intra-daily FX optimal portfolio allocation

Bauwens, Luc (contributor); Ben Omrane, Walid (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003326698

Is there any common knowledge news in the Euro/Dollar market?

Ben Omrane, Walid; Heinen, Andréas - In: International review of economics & finance : IREF 18 (2009) 4, pp. 656-670

Persistent link: https://www.econbiz.de/10003902691

Using self-organizing maps to adjust for intra-day seasonality

Ben Omrane, Walid; De Bodt, Eric - In: Journal of banking & finance 31 (2007) 6, pp. 1817-1838

Persistent link: https://www.econbiz.de/10003483506

Noise trades and foreign exchange volatility

Ben Omrane, Walid - In: International journal of bonds and derivatives 1 (2013) 1, pp. 30-53

Persistent link: https://www.econbiz.de/10010338911

Intra-daily FX optimal portfolio allocation

Bauwens, Luc (contributor); Ben Omrane, Walid (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003297047

News announcements, market activity and volatility in the euro/dollar foreign exchange market

Bauwens, Luc; Ben Omrane, Walid; Giot, Pierre - In: Journal of international money and finance 24 (2005) 7, pp. 1180-1125

Persistent link: https://www.econbiz.de/10003210043

The performance analysis of chart patterns : Monte Carlo simulation and evidence from the euro/dollar foreign exchange market

Ben Omrane, Walid; Van Oppens, Hervé - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 947-971

Persistent link: https://www.econbiz.de/10003233827

The predictive success and profitability of chart patterns in the euro/dollar foreign exchange market

Ben Omrane, Walid; Van Oppens, Hervé - 2004

Persistent link: https://www.econbiz.de/10002348053

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

Macroeconomic News Surprises and Volatility Spillover in the Foreign Exchange Markets

Ben Omrane, Walid - 2018

This paper addresses the central open issue in exchange rate economics: the link between exchange rate volatility and economic fundamentals. In the framework of a multivariate volatility model that allows for volatility spillover, we develop a new impulse response analysis to estimate and...

Persistent link: https://www.econbiz.de/10012940282