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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
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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
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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
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Intra-daily FX optimal portfolio allocation
Bauwens, Luc (contributor); Ben Omrane, Walid (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003297047
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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
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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
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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
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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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The High-Frequency Impact of Macroeconomic News on Jumps and Co-Jumps in the Cryptocurrency Markets
Ben Omrane, Walid; Guesmi, Khaled; Qi, Qianru; Saadi, Samir - 2021
This study investigates the extent to which intra-day jumps and co-jumps in cryptocurrency markets stem from the release of macroeconomic news from the U.S., Germany and Japan. Using 5-min frequency prices for Bitcoin and Ethereum quoted against the U.S. dollar over the 2016-2019 period, we find...
Persistent link: https://www.econbiz.de/10013211203
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OPEC production decisions, macroeconomic news, and volatility in the Canadian currency and oil markets
Ayadi, Mohamed; Ben Omrane, Walid; Lazrak, Skander; … - In: Finance research letters 37 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012484918