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Do idiosyncratic skewness and kurtosis really matter?

Ayadi, Mohamed; Cao, Xu; Lazrak, Skander; Wang, Yan - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-22

Persistent link: https://www.econbiz.de/10012203105

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

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

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

Intraday impact of macroeconomic and COVID-19 news on Latin American stock indexes

Ayadi, Mohamed; Ben Omrane, Walid; Khan, Md Nafeesur R. - In: Global finance journal 65 (2025), pp. 1-20

Persistent link: https://www.econbiz.de/10015425045

Dynamic DeFi-G7 stock markets interactions and their potential role in diversifying and hedging strategies

Esparcia, Carlos; Fakhfakh, Tarek; Jareño, Francisco; … - In: Financial innovation : FIN 10 (2024), pp. 1-26

This study examines the link between stocks and decentralized finance (DeFi) in terms of returns and volatility. Major G7 exchange-traded funds (ETFs) and various highly traded DeFi assets are considered to ensure the robustness of the empirical experiment. Specifically, this study applies the...

Persistent link: https://www.econbiz.de/10015361554