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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

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

Exchange rate volatility response to macroeconomic news during the global financial crisis

Ben Omrane, Walid; Savaşer, Tanseli - In: International review of financial analysis 52 (2017), pp. 130-143

Persistent link: https://www.econbiz.de/10011868719

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

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

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

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 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

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