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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

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

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

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

The effect of US macroeconomic news announcements on the Canadian stock market : evidence using high-frequency data

Hussain, Syed Mujahid; Ben Omrane, Walid - In: Finance research letters 38 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012486063

US macroeconomic news effects around the US and European financial crises : evidence from Brazilian and Mexican equity indices

Hussain, Syed Mujahid; Ben Omrane, Walid; Al-Yahyaee, … - In: Global finance journal 46 (2020)

Persistent link: https://www.econbiz.de/10012503405

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

Foreign news and the structure of co-movement in European equity markets : an intraday analysis

Ben Omrane, Walid; Hussain, Syed Mujahid - In: Research in international business and finance 37 (2016), pp. 572-582

Persistent link: https://www.econbiz.de/10011595395

Time-varying effects of macroeconomic news on euro-dollar returns

Ben Omrane, Walid; Savaser, Tanseli; Welch, Robert L.; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-20

Persistent link: https://www.econbiz.de/10012201385

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