Ibrahim Jamali

American University of Beirut

SCHOLARLY PAPERS

3

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413

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Foreign Exchange Predictability During the Financial Crisis: Implications for Carry Trade Profitability

FRB Atlanta Working Paper No. 2015-6
Number of pages: 30 Posted: 07 Sep 2017
New Economic School, Federal Reserve Bank of Atlanta, American University of Beirut and University of Central Arkansas
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Abstract:

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exchange rate forecasting, carry trade, positions of traders, return decomposition, copula, joint predictive distribution

2.

Out-of-Sample Exchange Rate Predictability in Emerging Markets: Fundamentals Versus Technical Analysis

Journal of International Financial Markets, Institutions and Money, 2019
Posted: 18 Aug 2018 Last Revised: 05 Feb 2021
Ibrahim Jamali and Ehab Abdel-Tawab Yamani
American University of Beirut and Chicago State University

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Exchange Rate Predictability; Forecasting; Fundamentals; Technical Trading; Emerging Markets Currencies; Currency Returns; Trading Strategy; Portfolios

3.

Monetary Policy Uncertainty, Positions of Traders and Changes in Commodity Futures Prices 

European Financial Management, Vol. 24, Issue 2, pp. 239-260, 2018
Number of pages: 22 Posted: 07 Mar 2018
Nikolay Gospodinov and Ibrahim Jamali
Federal Reserve Bank of Atlanta and American University of Beirut
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Abstract:

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commodity prices, monetary policy uncertainty, futures data, Fama‐Macbeth regression, asset pricing model, futures basis, positions of traders, speculators