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Forecasting the yield curve of government bonds: a dynamic factor approach

Ben Omrane, Walid; He, Chao; He, Zhongzhi Lawrence; … - In: Managerial Finance 43 (2017) 7, pp. 774-793

Purpose Forecasting the future movement of yield curves contains valuable information for both academic and practical issues such as bonding pricing, portfolio management, and government policies. The purpose of this paper is to develop a dynamic factor approach that can provide more precise and...

Persistent link: https://www.econbiz.de/10014941899

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

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

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

Intra-daily FX optimal portfolio allocation

Bauwens, Luc (contributor); Ben Omrane, Walid (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003326698

Intra-daily FX optimal portfolio allocation

Bauwens, Luc (contributor); Ben Omrane, Walid (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003297047

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

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

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

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