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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

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

News announcements, market activity and volatility in the Euro-Dollar foreign exchange market

Bauwens, Luc; Ben Omrane, Walid; Giot, Pierre - 2003

Persistent link: https://www.econbiz.de/10001791297

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

The response of individual FX dealers' quoting activity to macroeconomic news announcements

Omrane, Walid Ben; Heinen, Andréas - 2003

Persistent link: https://www.econbiz.de/10001874527

The Response of Individual Fx Dealers' Quoting Activity to Macroeconomic News Announcements'

Ben Omrane, Walid; Heinen, Andréas - 2007

This paper analyses the effect of nine categories of news announcements on the quoting activity of individual FX dealers on the Euro/Dollar exchange rate from May to October 2001. We use the Double Autoregressive Conditional Poisson model (DACP), which is designed for time series of count data,...

Persistent link: https://www.econbiz.de/10014050326