Concepedia

Walid Ben Omrane

WB

13

Publications

500

Citations

12

H-Index

2003

Active since

Affiliations

Brock University(Current)

Sultan Qaboos University

Bilkent University

Walid Ben Omrane is an author at Brock University specializing in business, economics, and finance.

Top concepts

FinanceBusinessEconomicsGlobal FinanceMacroeconomicsFinancial EconomicsFinancial CrisisVolatility ModelingExchange RateAsset Pricing

Publications per year

2003–2021

13

Publications

13

News announcements, market activity and volatility in the euro/dollar foreign exchange market

Luc Bauwens, Walid Ben Omrane, Pierre Giot · Journal of International Money and Finance · 2005 · 222 citations

Volatility Modeling, Economics, Financial Economics +9

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

Walid Ben Omrane, Tanseli Savaşer · International Review of Financial Analysis · 2017 · 55 citations · Full text

Volatility Modeling, Economics, Financial Economics +11

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

Syed Mujahid Hussain, Walid Ben Omrane · Finance research letters · 2020 · 35 citations

Empirical Finance, Economics, Financial Economics +11

Macroeconomic news surprises and volatility spillover in foreign exchange markets

Walid Ben Omrane, Christian Hafner · Empirical Economics · 2014 · 33 citations · Full text

Macroeconomic News Surprises, Economics, Volatility Modeling +7

The sign switch effect of macroeconomic news in foreign exchange markets

Walid Ben Omrane, Tanseli Savaşer · Journal of International Financial Markets Institutions and Money · 2016 · 26 citations

Economics, International Finance, Macroeconomics +8

Rows per page

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