Mohamed AROURI
Personal Details
First Name: | Mohamed |
Middle Name: | |
Last Name: | Arouri |
Suffix: | |
RePEc Short-ID: | par32 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/mohamedarouri/ | |
Université Côte d'Azur, Nice, France | |
Affiliation
(80%) Groupe de Recherche en Management (GRM)
Institut d'Administration des Entreprises (IAE)
Université Côte d'Azur
Nice, Francehttp://grm.unice.fr/
RePEc:edi:grnicfr (more details at EDIRC)
(20%) Economic Research Forum (ERF)
Cairo, Egypthttp://www.erf.org.eg/
RePEc:edi:erfaceg (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Jeanne Amar & M. Arouri & Gilles Dufrénot & C. Lecourt, 2023.
"Determinants of partial versus full cross-border acquisitions for Sovereign Wealth Funds,"
Post-Print
hal-04171884, HAL.
- J. Amar & M. Arouri & G. Dufrénot & C. Lecourt, 2024. "Determinants of partial versus full cross-border acquisitions for Sovereign Wealth Funds," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 160(2), pages 509-539, May.
- Mohamed Arouri & Sabrine Ayed & Adel Barguellil & Mathieu Gomes, 2023.
"War and Cryptocurrency markets: An Empirical Investigation,"
Post-Print
hal-04368069, HAL.
- Mohamed Arouri & Sabrine Ayed & Mathieu Gomes & Adel Barguellil, 2023. "War and cryptocurrency markets: An empirical investigation," Economics Bulletin, AccessEcon, vol. 43(4), pages 1614-1625.
- Mohamed Arouri & Sabrine Ayed & Mathieu Gomes, 2022. "Are socially responsible companies harder to arbitrage?," Post-Print hal-03904838, HAL.
- Mohamed Arouri, 2022. "Digitalisation and inclusive Finance," Post-Print hal-03904848, HAL.
- Mohamed Arouri, 2022. "CSR and stock market efficiency," Post-Print hal-03904843, HAL.
- Mohamed Arouri & Sabrine Ayed & Mathieu Gomes, 2022. "Corporate social responsibility and stock mispricing," Post-Print hal-03904841, HAL.
- Fethi Amri & Mohamed Arouri & Fateh Belaid, 2021. "Economic Growth and Environmental Degradation: The Role of Sectoral Dynamics and Social Sustainability in MENA Countries," Post-Print hal-04542695, HAL.
- Mohamed Arouri & Sadok El Ghoul & Mathieu Gomes, 2021.
"Greenwashing and product market competition,"
Post-Print
hal-03106623, HAL.
- Arouri, Mohamed & El Ghoul, Sadok & Gomes, Mathieu, 2021. "Greenwashing and product market competition," Finance Research Letters, Elsevier, vol. 42(C).
- Mohamed Arouri & Nguyen Viet Cuong, 2020.
"Wealth inequality and inter-governorate migration: Evidence from Egypt,"
Post-Print
hal-02866187, HAL.
- Mohamed Arouri & Nguyen Viet Cuong, 2020. "Wealth inequality and inter-governorate migration: Evidence from Egypt," Progress in Development Studies, , vol. 20(2), pages 119-139, April.
- Mohamed Arouri & Mathieu Gomes & Kuntara Pukthuanthong, 2019.
"Corporate social responsibility and M&A uncertainty,"
Post-Print
hal-02056009, HAL.
- Arouri, Mohamed & Gomes, Mathieu & Pukthuanthong, Kuntara, 2019. "Corporate social responsibility and M&A uncertainty," Journal of Corporate Finance, Elsevier, vol. 56(C), pages 176-198.
- Mohamed Arouri, 2018. "Implications financières de la RSE," Post-Print hal-02080089, HAL.
- Mohamed Arouri & Sylvain Marsat & Guillaume Pijourlet, 2018. "Pay Dividends or Invest in Corporate Social Responsibility: Is there an Inverted-U relationship?," Post-Print hal-02060509, HAL.
- Mohamed Arouri & Guillaume Pijourlet & Benjamin Williams, 2018.
"Unpleasant Arithmetic of Socially Responsible Investment,"
Post-Print
hal-02080105, HAL.
- Arouri, Mohamed & Pijourlet, Guillaume & Williams, Benjamin, 2020. "Unpleasant arithmetic of socially responsible investment," Economics Letters, Elsevier, vol. 193(C).
- Mohamed Arouri & Guillaume Pijourlet & Benjamin Williams, 2020. "Unpleasant arithmetic of socially responsible investment," Post-Print hal-02861448, HAL.
- Mohamed Arouri & Sabri Boubaker & Wafik Grais, 2018.
"On the Determinants of Souverign Wealth Funds’ Investments: Are Arab SWFS Different?,"
Working Papers
1174, Economic Research Forum, revised 29 Mar 2008.
- Mohamed Arouri, 2018. "On the Determinants of Sovereign Wealth Funds’ Investments: Are Arab SWFs different?," Post-Print hal-02080095, HAL.
- Mohamed El Hedi Arouri & Nguyen Viet Cuong, 2018. "On the Impact of Household Asset level and Inequality on Inter-governorate Migration: Evidence from Egypt," Working Papers 1182, Economic Research Forum, revised 12 Apr 2018.
- Amal Aouadi & Mohamed Arouri & David Roubaud, 2018.
"Information demand and stock market liquidity: International evidence,"
Post-Print
hal-02011044, HAL.
- Aouadi, Amal & Arouri, Mohamed & Roubaud, David, 2018. "Information demand and stock market liquidity: International evidence," Economic Modelling, Elsevier, vol. 70(C), pages 194-202.
- Mohamed Arouri & Oussama M’saddek & Kuntara Pukthuanthong, 2017.
"Jump risk premia across major international equity markets,"
Post-Print
hal-02083723, HAL.
- Arouri, Mohamed & M’saddek, Oussama & Pukthuanthong, Kuntara, 2019. "Jump risk premia across major international equity markets," Journal of Empirical Finance, Elsevier, vol. 52(C), pages 1-21.
- Mohamed Arouri & Guillaume Pijourlet, 2017.
"CSR Performance and the Value of Cash Holdings: International Evidence,"
Post-Print
hal-01653159, HAL.
- Mohamed Arouri & Guillaume Pijourlet, 2017. "CSR Performance and the Value of Cash Holdings: International Evidence," Journal of Business Ethics, Springer, vol. 140(2), pages 263-284, January.
- Gazi Salah Uddin & Ahmed Taneem Muzaffar & Mohamed Arouri & Bo Sjö, 2017.
"Understanding the Relationship between Inflation and Growth: A Wavelet Transformation Approach in the Case of Bangladesh,"
Post-Print
hal-01653256, HAL.
- Gazi Salah Uddin & Ahmed Taneem Muzaffar & Mohamed Arouri & Bo Sjö, 2017. "Understanding the Relationship between Inflation and Growth: A Wavelet Transformation Approach in the Case of Bangladesh," The World Economy, Wiley Blackwell, vol. 40(9), pages 1918-1933, September.
- Adel Ben Youssef & Mohamed Arouri & Cuong Viet Nguyen, 2017. "Is Internal Migration A Way to Cope With Climate Change? Evidence From Egypt," Working Papers 1099, Economic Research Forum, revised 05 2017.
- Mohamed Arouri & Sylvain Marsat & Guillaume Pijourlet, 2017.
"Are Dividends Detrimental to Corporate Social Performance?,"
Post-Print
hal-01655870, HAL.
- Mohamed Arouri & Sylvain Marsat & Guillaume Pijourlet, 2017. "Are Dividends Detrimental to Corporate Social Performance?," Post-Print hal-01656303, HAL.
- Arouri, Mohamed El Hedi & M’saddek, Oussama & Nguyen, Duc Khuong & Pukthuanthong, Kuntara, 2017.
"Cojumps and Asset Allocation in International Equity Markets,"
MPRA Paper
89938, University Library of Munich, Germany, revised May 2018.
- Arouri, Mohamed & M’saddek, Oussama & Nguyen, Duc Khuong & Pukthuanthong, Kuntara, 2019. "Cojumps and asset allocation in international equity markets," Journal of Economic Dynamics and Control, Elsevier, vol. 98(C), pages 1-22.
- Mohamed Arouri & Cuong Viet Nguyen, 2016.
"Do Pensions Reduce the Incentive to Work? Evidence From Egypt,"
Working Papers
1021, Economic Research Forum, revised Jun 2016.
- Nguyen Viet Cuong & Mohamed Arouri, 2018. "Do Pensions Reduce The Incentive To Work? Evidence From Egypt," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 63(219), pages 33-60, October –.
- Adel Ben Youssef & Mohamed El Hedi Arouri & Cuong Nguyen-Viet, 2016.
"Does Urbanization Reduce Rural Poverty? Evidence from Vietnam,"
Post-Print
halshs-01384725, HAL.
- Arouri, Mohamed & Ben Youssef, Adel & Nguyen, Cuong, 2017. "Does urbanization reduce rural poverty? Evidence from Vietnam," Economic Modelling, Elsevier, vol. 60(C), pages 253-270.
- Mohamed Arouri & Christophe Estay & Christophe Rault & David Roubaud, 2016.
"Economic policy uncertainty and stock markets: Long-run evidence from the US,"
Post-Print
hal-02009137, HAL.
- Arouri, Mohamed & Estay, Christophe & Rault, Christophe & Roubaud, David, 2016. "Economic policy uncertainty and stock markets: Long-run evidence from the US," Finance Research Letters, Elsevier, vol. 18(C), pages 136-141.
- Mohamed Arouri & Adel Ben Youssef & Cuong Nguyen-Viet & Agnès Soucat, 2016.
"Effects of urbanization on economic growth and human capital formation in Africa,"
PGDA Working Papers
11914, Program on the Global Demography of Aging.
- Mohamed El Hedi Arouri & Adel Ben Youssef & Cuong Nguyen-Viet & Agnès Soucat, 2014. "Effects of urbanization on economic growth and human capital formation in Africa," Working Papers halshs-01068271, HAL.
- Mohamed Arouri & Adel Ben Youssef & Cuong Nguyen, 2016.
"Ethnic and Racial Disparities in Children's Education: Comparative Evidence from Ethiopia, India, Peru and Vietnam,"
GREDEG Working Papers
2016-25, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Arouri, Mohamed & Ben-Youssef, Adel & Nguyen, Cuong Viet, 2019. "Ethnic and racial disparities in children's education: Comparative evidence from Ethiopia, India, Peru and Viet Nam," Children and Youth Services Review, Elsevier, vol. 100(C), pages 503-514.
- Mohammed Arouri & Adel Ben-Youssef & Cuong Viet Nguyen, 2016. "Ethnic and racial disparities in children's education: Comparative evidence from Ethiopia, India, Peru, and Vietnam," WIDER Working Paper Series wp-2016-87, World Institute for Development Economic Research (UNU-WIDER).
- Mohamed Arouri & David Roubaud, 2016.
"On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India,"
Post-Print
hal-02009136, HAL.
- Mohamed Arouri & David Roubaud, 2016. "On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India," Economics Bulletin, AccessEcon, vol. 36(2), pages 760-770.
- Mohamed Arouri & Adel Ben Youssef & Cuong Nguyen-Viet, 2016. "The More Children You Have the More Likely You Are to Smoke? Evidence from Vietnam," Post-Print halshs-01302770, HAL.
- Mohamed Arouri & Adel Ben Youssef & Cuong Nguyen-Viet, 2016.
"Does Urbanization Help Poverty Reduction in Rural Areas? Evidence from Vietnam,"
PGDA Working Papers
11514, Program on the Global Demography of Aging.
- Mohamed El Hedi Arouri & Adel Ben Youssef & Cuong Nguyen-Viet, 2014. "Does Urbanization Help Poverty Reduction in Rural Areas? Evidence from Vietnam," Working Papers halshs-01068266, HAL.
- Mohamed El Hedi Arouri & Nguyen Viet Cuong, 2016. "Does Microcredit Reduce Gender Gap in Employment? An Application of Decomposition Analysis to Egypt," Working Papers 1017, Economic Research Forum, revised Jun 2016.
- Amal Aouadi & Mohamed Arouri & Frédéric Teulon, 2015. "Investor Following And Volatility: A GARCH Approach," Post-Print hal-04516520, HAL.
- Mohamed Arouri & Adel Ben Youssef & Cuong Nguyen, 2015.
"Natural Disasters, Household Welfare and Resilience: Evidence from Rural Vietnam,"
GREDEG Working Papers
2015-03, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Arouri, Mohamed & Nguyen, Cuong & Youssef, Adel Ben, 2015. "Natural Disasters, Household Welfare, and Resilience: Evidence from Rural Vietnam," World Development, Elsevier, vol. 70(C), pages 59-77.
- Mohamed Arouri & Adel Ben Youssef & Cuong Nguyen-Viet, 2015. "Natural Disasters, Household Welfare, and Resilience: Evidence from Rural Vietnam," Post-Print halshs-01109452, HAL.
- Mohamed Arouri & Adel Ben Youssef & Mounir Dahmani & Varatharajan Durairaj & Nakubyana Mungomba, 2014. "Microfinance: A powerful tool for human development in Africa," Post-Print hal-03721790, HAL.
- Abdelbari El Khamlichi & Mohamed Arouri & Frédéric Teulon, 2014. "Persistence of Performance Using the Four-Factor Pricing Model: Evidence from Dow Jones Islamic Index," Working Papers 2014-216, Department of Research, Ipag Business School.
- Arouri, Mohamed & Ba-Diagne, Bineta & Ben-Youssef, Adel & Besong, Raymond & Nguyen, Cuong, 2014. "Access to improved water, human capital and economic activity in Africa," MPRA Paper 72627, University Library of Munich, Germany.
- Mohamed Arouri & Aline Chevalier & Aurelie Sannajust, 2014. "Drivers of LBO operating performance: an empirical investigation in Latin America. 2," Post-Print hal-02127844, HAL.
- Ikram Jebabli & Mohamed Arouri & Frédéric Teulon, 2014.
"On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVPVAR models with stochastic volatility,"
Working Papers
2014-209, Department of Research, Ipag Business School.
- Jebabli, Ikram & Arouri, Mohamed & Teulon, Frédéric, 2014. "On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility," Energy Economics, Elsevier, vol. 45(C), pages 66-98.
- M. Arouri & A. Ben Youssef & Ceyhun Elgin, 2014. "Informal economy in Africa: Building human capital to set the Gazelles free," Working Papers 2014/04, Bogazici University, Department of Economics.
- Mohamed Arouri & Frédéric Teulon & Christophe Rault, 2014.
"Equity Risk Premium and Regional Integration,"
Working Papers
2014-371, Department of Research, Ipag Business School.
- Arouri, Mohamed & Teulon, Frédéric & Rault, Christophe, 2013. "Equity risk premium and regional integration," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 79-85.
- Mohamed El Hedi Arouri & Frédéric Teulon & Christophe Rault, 2013. "Equity Risk Premium and Regional Integration," CESifo Working Paper Series 4158, CESifo.
- Mohamed El Hedi Arouri & Christophe Rault & Frédéric Teulon, 2013. "Equity Risk Premium and Regional Integration," Working Papers hal-00798052, HAL.
- Mohamed El Hedi Arouri & Adel Ben Youssef & Hatem M'Henni & Christophe Rault, 2014.
"Energy use and Economic Growth in Africa: A Panel Granger-Causality Investigation,"
Post-Print
halshs-01068258, HAL.
- Mohamed El Hedi Arouri & Adel Ben Youssef & Hatem M'Henni & Christophe Rault, 2014. "Energy use and economic growth in Africa: a panel Granger-causality investigation," Economics Bulletin, AccessEcon, vol. 34(2), pages 1247-1258.
- Mohamed El Hedi Arouri & Adel Ben Youssef & Hatem M'Henni & Christophe Rault, 2014. "Energy Use and Economic Growth in Africa: A Panel Granger-Causality Investigation," CESifo Working Paper Series 4844, CESifo.
- Mohamed Arouri & Duc Khuong Nguyen & Kuntara Pukthuanthong, 2014. "Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets," Working Papers 2014-294, Department of Research, Ipag Business School.
- Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen, 2013.
"What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?,"
Grenoble Ecole de Management (Post-Print)
hal-01410577, HAL.
- Arouri, Mohamed & Jawadi, Fredj & Nguyen, Duc Khuong, 2013. "What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis?," Journal of Macroeconomics, Elsevier, vol. 36(C), pages 175-187.
- Mohamed El Hedi Arouri & Duc Khuong Nguyen & Fredj Jawadi, 2010. "What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?," Working Papers hal-00507826, HAL.
- Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen, 2013. "What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?," Post-Print hal-01410577, HAL.
- Mohamed El Hedi Arouri & Shawkat Hammoudeh & Duc Khuong Nguyen & Amine Lahiani, 2013.
"On the short- and long-run efficiency of energy and precious metal markets,"
Working Papers
hal-00798036, HAL.
- Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong, 2013. "On the short- and long-run efficiency of energy and precious metal markets," Energy Economics, Elsevier, vol. 40(C), pages 832-844.
- Mohamed El Hedi Arouri & Raphaëlle Bellando & Sébastien Ringuedé & Anne-Gaël Vaubourg, 2013. "Herding in French stock markets: Empirical evidence from equity mutual funds," Post-Print halshs-01066726, HAL.
- Mohamed El Hedi Arouri & Amine Lahiani & Duc Khuong Nguyen, 2013.
"World gold prices and stock returns in China: insights for hedging and diversification strategies,"
Working Papers
hal-00798038, HAL.
- El Hedi Arouri, Mohamed & Lahiani, Amine & Nguyen, Duc Khuong, 2015. "World gold prices and stock returns in China: Insights for hedging and diversification strategies," Economic Modelling, Elsevier, vol. 44(C), pages 273-282.
- Mohamed El Hedi Arouri & Amine Lahiani & Duc Khuong Nguyen, 2014. "World gold prices and stock returns in China: insights for hedging and diversification strategies," Working Papers 2014-110, Department of Research, Ipag Business School.
- Mohamed El Hedi Arouri & Jamel Jouini & Duc Khuong Nguyen, 2013.
"On the relationship between world oil prices and GCC stock markets,"
Working Papers
hal-00798037, HAL.
- Mohamed El Hedi Arouri & Jamel Jouini & Nhu Tuyen Le & Duc Khuong Nguyen, 2012. "On the Relationship between World Oil Prices and GCC Stock Markets," Journal of Quantitative Economics, The Indian Econometric Society, vol. 10(1), pages 98-120, January.
- Mohamed El Hedi Arouri & Hachmi Ben Ameur & Nabila Jawadi & Fredj Jawadi & Waël Louhichi, 2013.
"Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations,"
Grenoble Ecole de Management (Post-Print)
halshs-00875595, HAL.
- M. E. Arouri & H. Ben Ameur & N. Jawadi & F. Jawadi & W. Louhichi, 2013. "Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations," Applied Economics, Taylor & Francis Journals, vol. 45(24), pages 3412-3420, August.
- Mohamed El Hedi Arouri & Hachmi Ben Ameur & Nabila Jawadi & Fredj Jawadi & Waël Louhichi, 2013. "Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations," Post-Print halshs-00875595, HAL.
- Mohamed El Hedi Arouri & Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen, 2013.
"Long memory and structural breaks in modeling the return and volatility dynamics of precious metals,"
Working Papers
hal-00798033, HAL.
- Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong, 2012. "Long memory and structural breaks in modeling the return and volatility dynamics of precious metals," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(2), pages 207-218.
- Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen, 2012.
"Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS,"
Post-Print
hal-01410551, HAL.
- Arouri, Mohamed El Hédi & Jawadi, Fredj & Nguyen, Duc Khuong, 2012. "Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS," Economic Modelling, Elsevier, vol. 29(3), pages 884-892.
- Mohamed El Hedi Arouri & Fredj Jawadi, 2012. "Sources d'inefficience et ajustement asymétrique des cours boursiers," Post-Print hal-01410570, HAL.
- Mohamed El Hedi Arouri & Adel Ben Youssef & Hatem M'Henni & Christophe Rault, 2012.
"Energy consumption, economic growth and CO2 emissions in Middle East and North African countries,"
Post-Print
halshs-01068261, HAL.
- Arouri, Mohamed El Hedi & Ben Youssef, Adel & M'henni, Hatem & Rault, Christophe, 2012. "Energy consumption, economic growth and CO2 emissions in Middle East and North African countries," Energy Policy, Elsevier, vol. 45(C), pages 342-349.
- Mohamed El Hedi Arouri & Adel Ben Youssef & Hatem M'Henni & Christophe Rault, 2012. "Energy consumption, economic growth and CO2 emissions in Middle East and North African countries," Post-Print halshs-03506107, HAL.
- Mohamed El Hedi Arouri & Adel Ben Youssef & Hatem M'Henni & Christophe Rault, 2012. "Energy Consumption, Economic Growth and CO2 Emissions in Middle East and North African Countries," CESifo Working Paper Series 3726, CESifo.
- Arouri, Mohamed El Hedi & Ben-Youssef, Adel & M'henni, Hatem & Rault, Christophe, 2012. "Energy Consumption, Economic Growth and CO2 Emissions in Middle East and North African Countries," IZA Discussion Papers 6412, Institute of Labor Economics (IZA).
- Mohamed El Hedi Arouri & Fredj Jawadi, 2012. "Evolution of the US Stock Market Risk Premium in Periods of Crisis," Post-Print hal-01410572, HAL.
- M.H. Arouri & F. Jawadi & Waël Louhichi & D. K. Nguyen, 2011.
"Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data,"
Post-Print
halshs-00601428, HAL.
- Mohamed El Hedi Arouri & Fredj Jawadi & Wael Louhichi & Duc Khuong Nguyen, 2011. "Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data," Palgrave Macmillan Books, in: Greg N. Gregoriou & Razvan Pascalau (ed.), Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration, chapter 7, pages 143-160, Palgrave Macmillan.
- Mohamed EL HEDI AROURI & Philippe FOULQUIER & Julien FOUQUAU, 2011.
"Oil Prices and Stock Markets in Europe: A Sector Perspective,"
Discussion Papers (REL - Recherches Economiques de Louvain)
2011011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Mohamed El Hédi Arouri & Philippe Foulquier & Julien Fouquau, 2011. "Oil Prices and Stock Markets in Europe: A Sector Perspective," Recherches économiques de Louvain, De Boeck Université, vol. 77(1), pages 5-30.
- Mohamed El Hedi Arouri & Julien Fouquau, 2011. "How do oil prices affect stock returns in GCC markets? An asymmetric cointegration approach," Post-Print hal-00822133, HAL.
- Mohamed El Hedi Arouri & Philippe Foulquier & Julien Fouquau, 2011. "Oil price and stock markets in Europe: a sector by sector perspective," Post-Print hal-00822100, HAL.
- Hatem M'henni & Mohamed El Hedi Arouri & Adel Ben Youssef & Christophe Rault, 2011. "Income Level and Environmental Quality in The MENA Countries: Discussing the Environmental Kuznets Curve Hypothesis," Working Papers 587, Economic Research Forum, revised 05 Jan 2011.
- Duc Khuong Nguyen & Mohamed Arouri & Amine Lahiani, 2011.
"Return and volatility transmission between world oil prices and stock markets of the GCC countries,"
EcoMod2011
2820, EcoMod.
- Arouri, Mohamed El Hedi & Lahiani, Amine & Nguyen, Duc Khuong, 2011. "Return and volatility transmission between world oil prices and stock markets of the GCC countries," Economic Modelling, Elsevier, vol. 28(4), pages 1815-1825, July.
- Amine LAHIANI & Mohamed EL HEDI AROURI & Duc KHUONG NGUYEN, 2010. "Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models," EcoMod2010 259600101, EcoMod.
- Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen, 2010. "Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions," Working Papers hal-00507821, HAL.
- Mohamed El Hedi Arouri & Christophe Rault, 2010.
"Oil Prices and Stock Markets: What Drives what in the Gulf Corporation Council Countries?,"
CESifo Working Paper Series
2934, CESifo.
- Mohamed Arouri & Christophe Rault, 2010. "Oil Prices and Stock Markets: What Drives What in the Gulf Corporation Council Countries," International Economics, CEPII research center, issue 122, pages 41-56.
- Christophe Rault & ohamed El Hedi AROURI, 2009. "Oil prices and stock markets: what drives what in the Gulf Corporation Council countries?," William Davidson Institute Working Papers Series wp960, William Davidson Institute at the University of Michigan.
- Mohamed El Hedi Arouri & Christophe Rault, 2011. "Oil Prices and Stock Markets: What Drives What in the Gulf Corporation Council Countries?," Working Papers 596, Economic Research Forum, revised 07 Jan 2011.
- Mohamed El Hedi Arouri & Fredj Jawadi, 2010.
"On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM,"
Working Papers
hal-00507824, HAL.
- Arouri Mohamed El Hédi & Jawadi Fredj, 2010. "On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM," Economics Bulletin, AccessEcon, vol. 30(2), pages 1032-1043.
- Mohamed El Hedi Arouri & Raphaëlle Bellando & Sébastien Ringuedé & Anne-Gaël Vaubourg, 2010.
"Herding by institutional investors: empirical evidence from French mutual funds,"
Working Papers
hal-00507832, HAL.
- Mohamed AROURI & Raphaëlle BELLANDO & Sébastien RINGUEDE & Anne-Gaël VAUBOURG, 2009. "Herding by instutional investors: empirical evidence from french mutual funds," LEO Working Papers / DR LEO 700, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Mohamed El Hedi Arouri & Fredj Jawadi & Khuong Nguyen Duc, 2010. "Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets," Working Papers 14, Development and Policies Research Center (DEPOCEN), Vietnam.
- Aldo Levy & Duc Khong & Mohamed El Hedi Arouri, 2010.
"ROE and value creation under IAS-IFRS: evidence of discordance from French firms,"
Post-Print
halshs-01278655, HAL.
- Mohamed El Hedi Arouri & Aldo Lévy & Duc Khuong Nguyen, 2010. "ROE and Value Creation under IAS/IFRS: Evidence of Discordance from French Firms," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2010(3), pages 84-112.
- Mohamed El Hedi Arouri & Christophe Rault, 2010.
"Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe,"
Working Papers
hal-00507825, HAL.
- Mohamed El Hédi Arouri & Christophe Rault, 2010. "Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe," Revue économique, Presses de Sciences-Po, vol. 61(5), pages 945-959.
- Mohamed El Hedi Arouri & Duc Khuong Nguyen, 2010.
"Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade,"
Working Papers
hal-00507823, HAL.
- Hedi Arouri, Mohamed El & Khuong Nguyen, Duc, 2010. "Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade," Energy Policy, Elsevier, vol. 38(8), pages 4528-4539, August.
- Mohamed El Hedi Arouri & F. Jawadi & Duc Khuong Nguyen, 2010. "Synchronization and nonlinear interdependence of short-term interest rates:," Working Papers hal-00507820, HAL.
- Mohamed El Hedi Arouri & Christophe Rault, 2010.
"On The Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries,"
Working Papers
538, Economic Research Forum, revised 08 Jan 2010.
- Christophe Rault & Mohamed El Hedi AROURI, 2009. "On the influence of oil prices on stock markets: Evidence from panel analysis in GCC countries," William Davidson Institute Working Papers Series wp961, William Davidson Institute at the University of Michigan.
- Mohamed El hedi Arouri & Christophe Rault, 2009. "On the Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries," CESifo Working Paper Series 2690, CESifo.
- Mohamed AROURI & Christophe RAULT, 2009. "On the Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries," LEO Working Papers / DR LEO 1299, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Mohamed El Hedi Arouri & Amine Lahiani & Khuong Nguyen Duc, 2010.
"Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models,"
Working Papers
13, Development and Policies Research Center (DEPOCEN), Vietnam.
- Arouri, Mohamed El Hédi & Lahiani, Amine & Lévy, Aldo & Nguyen, Duc Khuong, 2012. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Energy Economics, Elsevier, vol. 34(1), pages 283-293.
- Aldo Levy & M.H. Arouri & Amine Lahiani & Duc Khuong Nguyen, 2012. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Post-Print halshs-01279906, HAL.
- Mohamed El Hedi Arouri & Duc Khuong Nguyen & Amine Lahiani, 2010. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Working Papers hal-00507831, HAL.
- Mohamed AROURI & Amine LAHIANI & D.-K. NGUYEN, 2010. "Forecasting the Conditional Volatility of Oil Spot andFutures Prices with Structural Breaksand Long Memory Models," LEO Working Papers / DR LEO 661, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Mohamed El Hedi Arouri & Duc Khuong Nguyen & Thanh Huong Dinh, 2010.
"Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries,"
Working Papers
hal-00507822, HAL.
- El Hedi Arouri, Mohamed & Huong Dinh, Thanh & Khuong Nguyen, Duc, 2010. "Time-varying predictability in crude-oil markets: the case of GCC countries," Energy Policy, Elsevier, vol. 38(8), pages 4371-4380, August.
- Mohamed El Hedi Arouri, 2009. "A la Recherche des Facteurs D\'eterminants de l'Int\'egration Internationale des March\'es Boursiers : une Analyse sur Donn\'ees de Panel," Papers 0905.3871, arXiv.org.
- Fredj Jawadi & Nicolas Million & Mohamed El Hedi Arouri, 2009.
"Stock market integration in the Latin American markets: further evidence from nonlinear modeling,"
Papers
0905.3874, arXiv.org.
- Fredj JAWADI & Nicolas MILLION & Mohamed El hédi Arouri, 2009. "Stock market integration in the Latin American markets: further evidence from nonlinear modeling," Economics Bulletin, AccessEcon, vol. 29(1), pages 162-168.
- Fredj Jawadi & Nicolas Million & Mohamed El Hedi Arouri, 2009. "Stock market integration in the Latin American markets: further evidence from nonlinear modeling," Post-Print hal-00387110, HAL.
- Mohamed El Hedi Arouri, 2009.
"La prime de risque dans un cadre international : le risque de change est-il appr\'eci\'e ?,"
Papers
0905.3891, arXiv.org.
- Mohamed El Hédi Arouri, 2006. "La prime de risque dans un cadre international : le risque de change est-il apprécié ?," Finance, Presses universitaires de Grenoble, vol. 27(1), pages 131-170.
- Mohamed El Hedi Arouri, 2006. "La prime de risque dans un cadre international : le risque de change est-il apprécié?," Post-Print halshs-00207961, HAL.
- Mohamed El Hedi Arouri, 2009. "La prime de risque dans un cadre international : le risque de change est-il apprécié ?," Working Papers hal-00387124, HAL.
- Mohamed El Hedi Arouri & Julien Fouquau, 2009.
"On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses,"
Papers
0905.3870, arXiv.org.
- Arouri Mohamed el hédi & Fouquau Julien, 2009. "On the short-term influence of oil price changes on stock markets in gcc countries: linear and nonlinear analyses," Economics Bulletin, AccessEcon, vol. 29(2), pages 795-804.
- Mohamed El Hedi Arouri & Julien Fouquau, 2009. "On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses," Working Papers hal-00387103, HAL.
- Mohamed El Hedi Arouri & Julien Fouquau, 2009. "On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses," Post-Print hal-00822012, HAL.
- Mohamed El Hedi Arouri & Jamel Jouini, 2009.
"Structural Breaks in the Mexico's Integration into the World Stock Market,"
Papers
0905.3873, arXiv.org.
- Mohamed El Hedi Arouri & Jamel Jouini, 2009. "Structural Breaks in the Mexico's Integration into the World Stock Market," Working Papers hal-00387114, HAL.
- Mohamed El Hedi Arouri, 2009.
"Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects,"
Papers
0905.3875, arXiv.org.
- Mohamed El Hedi Arouri, 2006. "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Frontiers in Finance and Economics, SKEMA Business School, vol. 3(2), pages 70-94, December.
- Mohamed El Hedi Arouri, 2006. "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Working Papers hal-00387109, HAL.
- Mohamed El Hedi Arouri, 2009. "A la Recherche des Facteurs Déterminants de l'Intégration Internationale des Marchés Boursiers : une Analyse sur Données de Panel," Working Papers hal-00387107, HAL.
- Mohamed El Hedi Arouri, 2008.
"Le Biais Domestique : Concept, Mesure et Explications,"
Post-Print
halshs-00270234, HAL.
- Mohamed El Hedi Arouri, 2008. "Le Biais Domestique : Concept, Mesure et Explications," Working Papers halshs-00204103, HAL.
- Mohamed El Hedi Arouri & C.-X. Liu, 2008.
"Stock Craze: an Empirical Analysis of PER in Chinese Equity Market,"
Post-Print
halshs-00324240, HAL.
- Chen Xiang LIU & Mohamed El Hedi AROURI, 2008. "Stock craze: an empirical analysis of PER in Chinese equity market," Economics Bulletin, AccessEcon, vol. 14(1), pages 1-17.
- Mohamed El Hedi Arouri & Chen Xian Liu, 2008. "Stock Craze: an Empirical Analysis of PER in Chinese Equity Market," Post-Print halshs-00324251, HAL.
- Mohamed El Hedi Arouri, 2008. "Effets incitatifs des stocks-options : le cas des dirigeants français," Post-Print halshs-00211189, HAL.
- Mohamed El Hedi Arouri & F. Jawadi, 2008.
"Are American and French Stok Markets Integrated?,"
Post-Print
halshs-00324235, HAL.
- Fredj Jawadi & Mohamed El Hédi Arouri, 2008. "Are American And French Stock Markets Integrated?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 2(2), pages 107-116.
- Mohamed El Hedi Arouri & F. Rochelandet, 2008.
"Les technologies de l'information et de la communication : vecteurs de diversification des pratiques culturelles ?,"
Post-Print
halshs-00364422, HAL.
- Fabrice Rochelandet & Mohamed El Hedi Arouri, 2008. "Les technologies de l'information et de la communication :Vecteurs de diversification des pratiques culturelles ?," Working Papers halshs-00281526, HAL.
- Mohamed AROURI & F Rochelandet, 2008. "Les technologies de l'information et de la communication : vecteurs de diversification des pratiques culturelles ?," LEO Working Papers / DR LEO 1149, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Mohamed El Hedi Arouri & F. Jawadi, 2008. "Coûts de transaction, contagion, mimétisme et dynamique asymétriques des cours boursiers," Post-Print halshs-00324246, HAL.
- Mohamed El Hedi Arouri & M. Cherif & P. Foulquier, 2008. "Coût du capital, LBO et évaluation des entreprises non côtées," Post-Print halshs-00269878, HAL.
- Mohamed El Hedi Arouri & Fredj Jawadi, 2008. "Stock Market Integration in the Emerging Countries," Post-Print halshs-00324253, HAL.
- Mohamed El Hedi Arouri & Abdelaziz Elmarzougui, 2008.
"Evolution et effets incitatifs des stocks options : le cas des dirigeants du CAC 40,"
Post-Print
halshs-00324249, HAL.
- Abdelaziz Elmarzougui & Mohamed El Hédi Arouri, 2008. "Évolution et effets incitatifs des stock-options. Le cas des dirigeants du CAC 40," Revue française de gestion, Lavoisier, vol. 0(7), pages 65-81.
- Elmarzougui Abdelaziz Isg Sousse & Mohamed El Hedi Arouri, 2008. "Evolution Et Effets Incitatifs Des Stock-Options : Le Cas Des Dirigeants Du Cac40," Working Papers hal-00387102, HAL.
- Mohamed El Hedi Arouri & F. Rochelandet, 2007.
"Les TIC : vecteurs de diversification des pratiques culturelles?,"
Post-Print
halshs-00207760, HAL.
- Mohamed El Hedi Arouri & F. Rochelandet, 2007. "Les TIC : vecteurs de diversification des pratiques culturelles?," Post-Print halshs-00207765, HAL.
- Mohamed El Hedi Arouri & Mondher Bellalah & Duc Khuong Nguyen, 2007.
"The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries,"
Working Papers
05, Development and Policies Research Center (DEPOCEN), Vietnam.
- Mohamed El Hedi Arouri & Mondher Bellalah & Duc Khuong Nguyen, 2010. "The comovements in international stock markets: new evidence from Latin American emerging countries," Applied Economics Letters, Taylor & Francis Journals, vol. 17(13), pages 1323-1328.
- Mohamed El Hedi Arouri & Mondher Bellalah & Duc Khuong Nguyen, 2008. "The Comovements In International Stock Markets: New Evidence From Latin American Emerging Countries," Working Papers halshs-00202943, HAL.
- Mohamed El Hedi Arouri & M. Bellalah & D. Nguyen, 2007. "The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries," Post-Print halshs-00207779, HAL.
- Mohamed El Hedi Arouri & Nguyen Duc & Bellalah Mondher, 2008. "The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries," Post-Print halshs-00324262, HAL.
- Mohamed AROURI & Makram BELLALAH & D.-K. NGUYEN, 2008. "The Commovements in International Stock Markets : New Evidence from Lating American Emerging Countries," LEO Working Papers / DR LEO 1562, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Mohamed El Hedi Arouri & M. Bellalah & D. Nguyen, 2008. "The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries," Post-Print halshs-00207719, HAL.
- Mohamed El Hedi Arouri, 2006. "A la Recherche des Facteurs Déterminants de l'Intégration Financière Internationale : une Analyse sur Données de Panel," Post-Print halshs-00207873, HAL.
- Mohamed El Hedi Arouri, 2005.
"Bais Local: Concepts, Mesure et Explications,"
Post-Print
halshs-00207728, HAL.
- Mohamed El Hedi Arouri, 2007. "Bais Local: Concepts, Mesure et Explication," Post-Print halshs-00211172, HAL.
- AROURI Mohamed El Hedi, 2003. "Financial Integration and International Portfolio," International Finance 0311012, University Library of Munich, Germany.
Articles
- J. Amar & M. Arouri & G. Dufrénot & C. Lecourt, 2024.
"Determinants of partial versus full cross-border acquisitions for Sovereign Wealth Funds,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 160(2), pages 509-539, May.
- Jeanne Amar & M. Arouri & Gilles Dufrénot & C. Lecourt, 2023. "Determinants of partial versus full cross-border acquisitions for Sovereign Wealth Funds," Post-Print hal-04171884, HAL.
- Ayed, Sabrine & Ben-Amar, Walid & Arouri, Mohamed, 2024. "Climate policy uncertainty and corporate dividends," Finance Research Letters, Elsevier, vol. 60(C).
- Mohamed Arouri & Adel Ben-Youssef & Cuong Viet Nguyen, 2023. "Is internal migration a way to cope with weather extremes? Evidence from Egypt," Journal of Economics and Development, Emerald Group Publishing Limited, vol. 25(4), pages 317-331, August.
- Mohamad H. Shahrour & Mohamed Arouri & Ryan Lemand, 2023. "On the foundations of firm climate risk exposure," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 22(5), pages 620-635, July.
- Mohamed Arouri & Sabrine Ayed & Mathieu Gomes & Adel Barguellil, 2023.
"War and cryptocurrency markets: An empirical investigation,"
Economics Bulletin, AccessEcon, vol. 43(4), pages 1614-1625.
- Mohamed Arouri & Sabrine Ayed & Adel Barguellil & Mathieu Gomes, 2023. "War and Cryptocurrency markets: An Empirical Investigation," Post-Print hal-04368069, HAL.
- Mohamed Arouri & Hayet Ben Haj Hamida & Issam Mejri & Srdjan Redzepagic, 2023. "Drivers of cash holdings value: does economic policy uncertainty matter?," Economics Bulletin, AccessEcon, vol. 43(1), pages 550-563.
- JEBABLI, Ikram & KOUAISSAH, Noureddine & AROURI, Mohamed, 2022. "Volatility Spillovers between Stock and Energy Markets during Crises: A Comparative Assessment between the 2008 Global Financial Crisis and the Covid-19 Pandemic Crisis," Finance Research Letters, Elsevier, vol. 46(PA).
- Arouri, Mohamed & El Ghoul, Sadok & Gomes, Mathieu, 2021.
"Greenwashing and product market competition,"
Finance Research Letters, Elsevier, vol. 42(C).
- Mohamed Arouri & Sadok El Ghoul & Mathieu Gomes, 2021. "Greenwashing and product market competition," Post-Print hal-03106623, HAL.
- Arouri, Mohamed & Pijourlet, Guillaume & Williams, Benjamin, 2020.
"Unpleasant arithmetic of socially responsible investment,"
Economics Letters, Elsevier, vol. 193(C).
- Mohamed Arouri & Guillaume Pijourlet & Benjamin Williams, 2020. "Unpleasant arithmetic of socially responsible investment," Post-Print hal-02861448, HAL.
- Mohamed Arouri & Guillaume Pijourlet & Benjamin Williams, 2018. "Unpleasant Arithmetic of Socially Responsible Investment," Post-Print hal-02080105, HAL.
- Mohamed Arouri & Nguyen Viet Cuong, 2020. "Does microcredit reduce the gender gap in employment? Evidence from Egypt," African Development Review, African Development Bank, vol. 32(2), pages 111-124, June.
- Mohamed Arouri & Nguyen Viet Cuong, 2020.
"Wealth inequality and inter-governorate migration: Evidence from Egypt,"
Progress in Development Studies, , vol. 20(2), pages 119-139, April.
- Mohamed Arouri & Nguyen Viet Cuong, 2020. "Wealth inequality and inter-governorate migration: Evidence from Egypt," Post-Print hal-02866187, HAL.
- Arouri, Mohamed & M’saddek, Oussama & Pukthuanthong, Kuntara, 2019.
"Jump risk premia across major international equity markets,"
Journal of Empirical Finance, Elsevier, vol. 52(C), pages 1-21.
- Mohamed Arouri & Oussama M’saddek & Kuntara Pukthuanthong, 2017. "Jump risk premia across major international equity markets," Post-Print hal-02083723, HAL.
- Arouri, Mohamed & Ben-Youssef, Adel & Nguyen, Cuong Viet, 2019.
"Ethnic and racial disparities in children's education: Comparative evidence from Ethiopia, India, Peru and Viet Nam,"
Children and Youth Services Review, Elsevier, vol. 100(C), pages 503-514.
- Mohammed Arouri & Adel Ben-Youssef & Cuong Viet Nguyen, 2016. "Ethnic and racial disparities in children's education: Comparative evidence from Ethiopia, India, Peru, and Vietnam," WIDER Working Paper Series wp-2016-87, World Institute for Development Economic Research (UNU-WIDER).
- Mohamed Arouri & Adel Ben Youssef & Cuong Nguyen, 2016. "Ethnic and Racial Disparities in Children's Education: Comparative Evidence from Ethiopia, India, Peru and Vietnam," GREDEG Working Papers 2016-25, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Arouri, Mohamed & M’saddek, Oussama & Nguyen, Duc Khuong & Pukthuanthong, Kuntara, 2019.
"Cojumps and asset allocation in international equity markets,"
Journal of Economic Dynamics and Control, Elsevier, vol. 98(C), pages 1-22.
- Arouri, Mohamed El Hedi & M’saddek, Oussama & Nguyen, Duc Khuong & Pukthuanthong, Kuntara, 2017. "Cojumps and Asset Allocation in International Equity Markets," MPRA Paper 89938, University Library of Munich, Germany, revised May 2018.
- Arouri, Mohamed & Gomes, Mathieu & Pukthuanthong, Kuntara, 2019.
"Corporate social responsibility and M&A uncertainty,"
Journal of Corporate Finance, Elsevier, vol. 56(C), pages 176-198.
- Mohamed Arouri & Mathieu Gomes & Kuntara Pukthuanthong, 2019. "Corporate social responsibility and M&A uncertainty," Post-Print hal-02056009, HAL.
- Roubaud, David & Arouri, Mohamed, 2018. "Oil prices, exchange rates and stock markets under uncertainty and regime-switching," Finance Research Letters, Elsevier, vol. 27(C), pages 28-33.
- Aouadi, Amal & Arouri, Mohamed & Roubaud, David, 2018.
"Information demand and stock market liquidity: International evidence,"
Economic Modelling, Elsevier, vol. 70(C), pages 194-202.
- Amal Aouadi & Mohamed Arouri & David Roubaud, 2018. "Information demand and stock market liquidity: International evidence," Post-Print hal-02011044, HAL.
- Nguyen Viet Cuong & Mohamed Arouri, 2018.
"Do Pensions Reduce The Incentive To Work? Evidence From Egypt,"
Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 63(219), pages 33-60, October –.
- Mohamed Arouri & Cuong Viet Nguyen, 2016. "Do Pensions Reduce the Incentive to Work? Evidence From Egypt," Working Papers 1021, Economic Research Forum, revised Jun 2016.
- Arouri, Mohamed & Boubaker, Sabri & Grais, Wafik & Grira, Jocelyn, 2018. "Rationality or politics? The color of black gold money," The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 62-76.
- Mohamed Arouri & Guillaume Pijourlet, 2017.
"CSR Performance and the Value of Cash Holdings: International Evidence,"
Journal of Business Ethics, Springer, vol. 140(2), pages 263-284, January.
- Mohamed Arouri & Guillaume Pijourlet, 2017. "CSR Performance and the Value of Cash Holdings: International Evidence," Post-Print hal-01653159, HAL.
- Mohamed Arouri & Adel Ben-Youssef & Cuong Nguyen Viet, 2017. "Does having more children increase the likelihood of parental smoking? Evidence from Vietnam," Oxford Development Studies, Taylor & Francis Journals, vol. 45(3), pages 260-275, July.
- Gazi Salah Uddin & Ahmed Taneem Muzaffar & Mohamed Arouri & Bo Sjö, 2017.
"Understanding the Relationship between Inflation and Growth: A Wavelet Transformation Approach in the Case of Bangladesh,"
The World Economy, Wiley Blackwell, vol. 40(9), pages 1918-1933, September.
- Gazi Salah Uddin & Ahmed Taneem Muzaffar & Mohamed Arouri & Bo Sjö, 2017. "Understanding the Relationship between Inflation and Growth: A Wavelet Transformation Approach in the Case of Bangladesh," Post-Print hal-01653256, HAL.
- Arouri, Mohamed & Ben Youssef, Adel & Nguyen, Cuong, 2017.
"Does urbanization reduce rural poverty? Evidence from Vietnam,"
Economic Modelling, Elsevier, vol. 60(C), pages 253-270.
- Adel Ben Youssef & Mohamed El Hedi Arouri & Cuong Nguyen-Viet, 2016. "Does Urbanization Reduce Rural Poverty? Evidence from Vietnam," Post-Print halshs-01384725, HAL.
- Lee, Chien-Chiang & Chang, Chi-Hung & Arouri, Mohamed & Lee, Chi-Chuan, 2016. "Economic growth and insurance development: The role of institutional environments," Economic Modelling, Elsevier, vol. 59(C), pages 361-369.
- Arouri, Mohamed & Estay, Christophe & Rault, Christophe & Roubaud, David, 2016.
"Economic policy uncertainty and stock markets: Long-run evidence from the US,"
Finance Research Letters, Elsevier, vol. 18(C), pages 136-141.
- Mohamed Arouri & Christophe Estay & Christophe Rault & David Roubaud, 2016. "Economic policy uncertainty and stock markets: Long-run evidence from the US," Post-Print hal-02009137, HAL.
- El Hedi Arouri, Mohamed & Lahiani, Amine & Nguyen, Duc Khuong, 2015.
"World gold prices and stock returns in China: Insights for hedging and diversification strategies,"
Economic Modelling, Elsevier, vol. 44(C), pages 273-282.
- Mohamed El Hedi Arouri & Amine Lahiani & Duc Khuong Nguyen, 2014. "World gold prices and stock returns in China: insights for hedging and diversification strategies," Working Papers 2014-110, Department of Research, Ipag Business School.
- Mohamed El Hedi Arouri & Amine Lahiani & Duc Khuong Nguyen, 2013. "World gold prices and stock returns in China: insights for hedging and diversification strategies," Working Papers hal-00798038, HAL.
- Arouri, Mohamed & Nguyen, Cuong & Youssef, Adel Ben, 2015.
"Natural Disasters, Household Welfare, and Resilience: Evidence from Rural Vietnam,"
World Development, Elsevier, vol. 70(C), pages 59-77.
- Mohamed Arouri & Adel Ben Youssef & Cuong Nguyen-Viet, 2015. "Natural Disasters, Household Welfare, and Resilience: Evidence from Rural Vietnam," Post-Print halshs-01109452, HAL.
- Mohamed Arouri & Adel Ben Youssef & Cuong Nguyen, 2015. "Natural Disasters, Household Welfare and Resilience: Evidence from Rural Vietnam," GREDEG Working Papers 2015-03, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Arouri, Mohamed & Hammoudeh, Shawkat & Jawadi, Fredj & Nguyen, Duc Khuong, 2014. "Financial linkages between US sector credit default swaps markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 223-243.
- Jebabli, Ikram & Arouri, Mohamed & Teulon, Frédéric, 2014.
"On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility,"
Energy Economics, Elsevier, vol. 45(C), pages 66-98.
- Ikram Jebabli & Mohamed Arouri & Frédéric Teulon, 2014. "On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVPVAR models with stochastic volatility," Working Papers 2014-209, Department of Research, Ipag Business School.
- Mohamed El Hedi Arouri & Adel Ben Youssef & Hatem M'Henni & Christophe Rault, 2014.
"Energy use and economic growth in Africa: a panel Granger-causality investigation,"
Economics Bulletin, AccessEcon, vol. 34(2), pages 1247-1258.
- Mohamed El Hedi Arouri & Adel Ben Youssef & Hatem M'Henni & Christophe Rault, 2014. "Energy Use and Economic Growth in Africa: A Panel Granger-Causality Investigation," CESifo Working Paper Series 4844, CESifo.
- Mohamed El Hedi Arouri & Adel Ben Youssef & Hatem M'Henni & Christophe Rault, 2014. "Energy use and Economic Growth in Africa: A Panel Granger-Causality Investigation," Post-Print halshs-01068258, HAL.
- Mohamed Arouri & Christophe Rault & Frédéric Teulon, 2014. "Economic policy uncertainty, oil price shocks and GCC stock markets," Economics Bulletin, AccessEcon, vol. 34(3), pages 1822-1834.
- Arouri, Mohamed & Jawadi, Fredj & Nguyen, Duc Khuong, 2013.
"What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis?,"
Journal of Macroeconomics, Elsevier, vol. 36(C), pages 175-187.
- Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen, 2013. "What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?," Grenoble Ecole de Management (Post-Print) hal-01410577, HAL.
- Mohamed El Hedi Arouri & Duc Khuong Nguyen & Fredj Jawadi, 2010. "What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?," Working Papers hal-00507826, HAL.
- Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen, 2013. "What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?," Post-Print hal-01410577, HAL.
- Aouadi, Amal & Arouri, Mohamed & Teulon, Frédéric, 2013. "Investor attention and stock market activity: Evidence from France," Economic Modelling, Elsevier, vol. 35(C), pages 674-681.
- M. E. Arouri & H. Ben Ameur & N. Jawadi & F. Jawadi & W. Louhichi, 2013.
"Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations,"
Applied Economics, Taylor & Francis Journals, vol. 45(24), pages 3412-3420, August.
- Mohamed El Hedi Arouri & Hachmi Ben Ameur & Nabila Jawadi & Fredj Jawadi & Waël Louhichi, 2013. "Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations," Grenoble Ecole de Management (Post-Print) halshs-00875595, HAL.
- Mohamed El Hedi Arouri & Hachmi Ben Ameur & Nabila Jawadi & Fredj Jawadi & Waël Louhichi, 2013. "Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations," Post-Print halshs-00875595, HAL.
- Tang, Chor Foon & Shahbaz, Muhammad & Arouri, Mohamed, 2013. "Re-investigating the electricity consumption and economic growth nexus in Portugal," Energy Policy, Elsevier, vol. 62(C), pages 1515-1524.
- Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong, 2013.
"On the short- and long-run efficiency of energy and precious metal markets,"
Energy Economics, Elsevier, vol. 40(C), pages 832-844.
- Mohamed El Hedi Arouri & Shawkat Hammoudeh & Duc Khuong Nguyen & Amine Lahiani, 2013. "On the short- and long-run efficiency of energy and precious metal markets," Working Papers hal-00798036, HAL.
- Arouri, Mohamed El Hedi & Nguyen, Duc Khuong & Pukthuanthong, Kuntara, 2012. "An international CAPM for partially integrated markets: Theory and empirical evidence," Journal of Banking & Finance, Elsevier, vol. 36(9), pages 2473-2493.
- Arouri, Mohamed El Hedi & Jouini, Jamel & Nguyen, Duc Khuong, 2012. "On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness," Energy Economics, Elsevier, vol. 34(2), pages 611-617.
- Arouri, Mohamed El Hédi & Jawadi, Fredj & Nguyen, Duc Khuong, 2012.
"Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS,"
Economic Modelling, Elsevier, vol. 29(3), pages 884-892.
- Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen, 2012. "Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS," Post-Print hal-01410551, HAL.
- Arouri, Mohamed El Hédi & Lahiani, Amine & Lévy, Aldo & Nguyen, Duc Khuong, 2012.
"Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models,"
Energy Economics, Elsevier, vol. 34(1), pages 283-293.
- Mohamed El Hedi Arouri & Amine Lahiani & Khuong Nguyen Duc, 2010. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Working Papers 13, Development and Policies Research Center (DEPOCEN), Vietnam.
- Aldo Levy & M.H. Arouri & Amine Lahiani & Duc Khuong Nguyen, 2012. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Post-Print halshs-01279906, HAL.
- Mohamed El Hedi Arouri & Duc Khuong Nguyen & Amine Lahiani, 2010. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Working Papers hal-00507831, HAL.
- Mohamed AROURI & Amine LAHIANI & D.-K. NGUYEN, 2010. "Forecasting the Conditional Volatility of Oil Spot andFutures Prices with Structural Breaksand Long Memory Models," LEO Working Papers / DR LEO 661, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Mohamed El Hédi Arouri & Amine Lahiani & Duc Khuong Nguyen, 2012. "Oil-stock volatility transmission, portfolio selection and hedging," Economics Bulletin, AccessEcon, vol. 32(4), pages 2768-2778.
- Arouri Mohamed, 2012. "Stock Returns And Oil Price Changes In Europe: A Sector Analysis," Manchester School, University of Manchester, vol. 80(2), pages 237-261, March.
- Arouri, Mohamed El Hedi & Jawadi, Fredj & Nguyen, Duc Khuong, 2012. "Modeling Nonlinear And Heterogeneous Dynamic Links In International Monetary Markets," Macroeconomic Dynamics, Cambridge University Press, vol. 16(S2), pages 232-251, September.
- Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong, 2012.
"Long memory and structural breaks in modeling the return and volatility dynamics of precious metals,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 52(2), pages 207-218.
- Mohamed El Hedi Arouri & Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen, 2013. "Long memory and structural breaks in modeling the return and volatility dynamics of precious metals," Working Papers hal-00798033, HAL.
- Mohamed E AROURI & Fredj JAWADI & Duc K NGUYEN, 2012. "Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration?," Economics Bulletin, AccessEcon, vol. 32(3), pages 2481-2489.
- Mohamed El Hedi Arouri & Christophe Rault, 2012. "Oil Prices And Stock Markets In Gcc Countries: Empirical Evidence From Panel Analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 17(3), pages 242-253, July.
- Arouri, Mohamed El Hedi & Ben Youssef, Adel & M'henni, Hatem & Rault, Christophe, 2012.
"Energy consumption, economic growth and CO2 emissions in Middle East and North African countries,"
Energy Policy, Elsevier, vol. 45(C), pages 342-349.
- Mohamed El Hedi Arouri & Adel Ben Youssef & Hatem M'Henni & Christophe Rault, 2012. "Energy consumption, economic growth and CO2 emissions in Middle East and North African countries," Post-Print halshs-03506107, HAL.
- Mohamed El Hedi Arouri & Adel Ben Youssef & Hatem M'Henni & Christophe Rault, 2012. "Energy consumption, economic growth and CO2 emissions in Middle East and North African countries," Post-Print halshs-01068261, HAL.
- Mohamed El Hedi Arouri & Adel Ben Youssef & Hatem M'Henni & Christophe Rault, 2012. "Energy Consumption, Economic Growth and CO2 Emissions in Middle East and North African Countries," CESifo Working Paper Series 3726, CESifo.
- Arouri, Mohamed El Hedi & Ben-Youssef, Adel & M'henni, Hatem & Rault, Christophe, 2012. "Energy Consumption, Economic Growth and CO2 Emissions in Middle East and North African Countries," IZA Discussion Papers 6412, Institute of Labor Economics (IZA).
- Arouri, Mohamed El Hedi & Caporale, Guglielmo Maria & Rault, Christophe & Sova, Robert & Sova, Anamaria, 2012.
"Environmental Regulation and Competitiveness: Evidence from Romania,"
Ecological Economics, Elsevier, vol. 81(C), pages 130-139.
- Caporale, Guglielmo Maria & Rault, Christophe & Sova, Robert & Sova, Anamaria, 2010. "Environmental Regulation and Competitiveness: Evidence from Romania," IZA Discussion Papers 5029, Institute of Labor Economics (IZA).
- Mohamed El Hedi Arouri & Guglielmo Maria Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2012. "Environmental Regulation and Competitiveness: Evidence from Romania," CESifo Working Paper Series 3916, CESifo.
- Guglielmo Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2010. "Environmental Regulation and Competitiveness: Evidence from Romania," William Davidson Institute Working Papers Series wp995, William Davidson Institute at the University of Michigan.
- Mohamed El Hedi Arouri & Jamel Jouini & Nhu Tuyen Le & Duc Khuong Nguyen, 2012.
"On the Relationship between World Oil Prices and GCC Stock Markets,"
Journal of Quantitative Economics, The Indian Econometric Society, vol. 10(1), pages 98-120, January.
- Mohamed El Hedi Arouri & Jamel Jouini & Duc Khuong Nguyen, 2013. "On the relationship between world oil prices and GCC stock markets," Working Papers hal-00798037, HAL.
- Fredj Jawadi & Mohamed Hedi Arouri, 2011. "The current international financial crisis in 10 questions: some lessons," Applied Economics Letters, Taylor & Francis Journals, vol. 18(3), pages 279-283.
- El Hedi Arouri, Mohamed & Jouini, Jamel & Nguyen, Duc Khuong, 2011. "Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1387-1405.
- Mohamed El Hédi Arouri & Philippe Foulquier & Julien Fouquau, 2011.
"Oil Prices and Stock Markets in Europe: A Sector Perspective,"
Recherches économiques de Louvain, De Boeck Université, vol. 77(1), pages 5-30.
- Mohamed EL HEDI AROURI & Philippe FOULQUIER & Julien FOUQUAU, 2011. "Oil Prices and Stock Markets in Europe: A Sector Perspective," Discussion Papers (REL - Recherches Economiques de Louvain) 2011011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Arouri, Mohamed El Hedi & Lahiani, Amine & Nguyen, Duc Khuong, 2011.
"Return and volatility transmission between world oil prices and stock markets of the GCC countries,"
Economic Modelling, Elsevier, vol. 28(4), pages 1815-1825, July.
- Duc Khuong Nguyen & Mohamed Arouri & Amine Lahiani, 2011. "Return and volatility transmission between world oil prices and stock markets of the GCC countries," EcoMod2011 2820, EcoMod.
- Arouri, Mohamed El Hedi, 2011. "Does crude oil move stock markets in Europe? A sector investigation," Economic Modelling, Elsevier, vol. 28(4), pages 1716-1725, July.
- Mohamed el hédi Arouri & Fredj Jawadi, 2011. "Do on/off time series models reproduce emerging stock market comovements?," Economics Bulletin, AccessEcon, vol. 31(1), pages 960-968.
- Arouri Mohamed El Hedi & Jawadi Fredj, 2010. "Short and long-term links between oil prices and stock markets in Europe," Economics Bulletin, AccessEcon, vol. 30(1), pages 817-828.
- Mohamed El Hédi Arouri & Christophe Rault, 2010.
"Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe,"
Revue économique, Presses de Sciences-Po, vol. 61(5), pages 945-959.
- Mohamed El Hedi Arouri & Christophe Rault, 2010. "Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe," Working Papers hal-00507825, HAL.
- Mohamed El Hedi Arouri & Aldo Lévy & Duc Khuong Nguyen, 2010.
"ROE and Value Creation under IAS/IFRS: Evidence of Discordance from French Firms,"
European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2010(3), pages 84-112.
- Aldo Levy & Duc Khong & Mohamed El Hedi Arouri, 2010. "ROE and value creation under IAS-IFRS: evidence of discordance from French firms," Post-Print halshs-01278655, HAL.
- Fabrice Rochelandet & Mohamed El Hédi Arouri & Fabrice Le Guel, 2010.
"L'entrelacement des pratiques culturelles et de l'usage des TIC : une analyse économique,"
Economie & Prévision, La Documentation Française, vol. 0(3), pages 33-55.
- Fabrice Le Guel & Mohamed El Hedi Arouri & Fabrice Rochelandet, 2010. "L’entrelacement des pratiques culturelles et de l’usage des TIC : une analyse économique," Économie et Prévision, Programme National Persée, vol. 194(3), pages 33-55.
- Hedi Arouri, Mohamed El & Khuong Nguyen, Duc, 2010.
"Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade,"
Energy Policy, Elsevier, vol. 38(8), pages 4528-4539, August.
- Mohamed El Hedi Arouri & Duc Khuong Nguyen, 2010. "Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade," Working Papers hal-00507823, HAL.
- El Hedi Arouri, Mohamed & Huong Dinh, Thanh & Khuong Nguyen, Duc, 2010.
"Time-varying predictability in crude-oil markets: the case of GCC countries,"
Energy Policy, Elsevier, vol. 38(8), pages 4371-4380, August.
- Mohamed El Hedi Arouri & Duc Khuong Nguyen & Thanh Huong Dinh, 2010. "Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries," Working Papers hal-00507822, HAL.
- Mohamed El Hedi Arouri & Mondher Bellalah & Duc Khuong Nguyen, 2010.
"The comovements in international stock markets: new evidence from Latin American emerging countries,"
Applied Economics Letters, Taylor & Francis Journals, vol. 17(13), pages 1323-1328.
- Mohamed El Hedi Arouri & Mondher Bellalah & Duc Khuong Nguyen, 2008. "The Comovements In International Stock Markets: New Evidence From Latin American Emerging Countries," Working Papers halshs-00202943, HAL.
- Mohamed El Hedi Arouri & Mondher Bellalah & Duc Khuong Nguyen, 2007. "The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries," Working Papers 05, Development and Policies Research Center (DEPOCEN), Vietnam.
- Mohamed El Hedi Arouri & M. Bellalah & D. Nguyen, 2007. "The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries," Post-Print halshs-00207779, HAL.
- Mohamed El Hedi Arouri & Nguyen Duc & Bellalah Mondher, 2008. "The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries," Post-Print halshs-00324262, HAL.
- Mohamed AROURI & Makram BELLALAH & D.-K. NGUYEN, 2008. "The Commovements in International Stock Markets : New Evidence from Lating American Emerging Countries," LEO Working Papers / DR LEO 1562, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Mohamed El Hedi Arouri & M. Bellalah & D. Nguyen, 2008. "The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries," Post-Print halshs-00207719, HAL.
- Mohamed Arouri & Christophe Rault, 2010.
"Oil Prices and Stock Markets: What Drives What in the Gulf Corporation Council Countries,"
International Economics, CEPII research center, issue 122, pages 41-56.
- Mohamed El Hedi Arouri & Christophe Rault, 2010. "Oil Prices and Stock Markets: What Drives what in the Gulf Corporation Council Countries?," CESifo Working Paper Series 2934, CESifo.
- Christophe Rault & ohamed El Hedi AROURI, 2009. "Oil prices and stock markets: what drives what in the Gulf Corporation Council countries?," William Davidson Institute Working Papers Series wp960, William Davidson Institute at the University of Michigan.
- Mohamed El Hedi Arouri & Christophe Rault, 2011. "Oil Prices and Stock Markets: What Drives What in the Gulf Corporation Council Countries?," Working Papers 596, Economic Research Forum, revised 07 Jan 2011.
- Fredj Jawadi & Mohamed El Hedi Arouri & Duc Khuong Nguyen, 2010. "Stock market integration in Mexico and Argentina: are short- and long-term considerations different?," Applied Economics Letters, Taylor & Francis Journals, vol. 17(15), pages 1503-1507.
- Arouri Mohamed El Hédi & Jawadi Fredj, 2010.
"On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM,"
Economics Bulletin, AccessEcon, vol. 30(2), pages 1032-1043.
- Mohamed El Hedi Arouri & Fredj Jawadi, 2010. "On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM," Working Papers hal-00507824, HAL.
- Mohamed El Hedi Arouri & Duc Khuong Nguyen, 2010. "Stock returns and oil price fluctuations: short and long-run analysis in the GCC context," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 33(3/4), pages 121-138.
- Arouri Mohamed el hédi & Jamel Jouini, 2009. "Analysis of structural breaks in the stock market integration of mexico into world," Economics Bulletin, AccessEcon, vol. 29(2), pages 1380-1392.
- Fredj JAWADI & Nicolas MILLION & Mohamed El hédi Arouri, 2009.
"Stock market integration in the Latin American markets: further evidence from nonlinear modeling,"
Economics Bulletin, AccessEcon, vol. 29(1), pages 162-168.
- Fredj Jawadi & Nicolas Million & Mohamed El Hedi Arouri, 2009. "Stock market integration in the Latin American markets: further evidence from nonlinear modeling," Papers 0905.3874, arXiv.org.
- Fredj Jawadi & Nicolas Million & Mohamed El Hedi Arouri, 2009. "Stock market integration in the Latin American markets: further evidence from nonlinear modeling," Post-Print hal-00387110, HAL.
- Arouri Mohamed el hédi & Fouquau Julien, 2009.
"On the short-term influence of oil price changes on stock markets in gcc countries: linear and nonlinear analyses,"
Economics Bulletin, AccessEcon, vol. 29(2), pages 795-804.
- Mohamed El Hedi Arouri & Julien Fouquau, 2009. "On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses," Working Papers hal-00387103, HAL.
- Mohamed El Hedi Arouri & Julien Fouquau, 2009. "On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses," Papers 0905.3870, arXiv.org.
- Mohamed El Hedi Arouri & Julien Fouquau, 2009. "On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses," Post-Print hal-00822012, HAL.
- Fredj Jawadi & Mohamed El Hédi Arouri, 2008.
"Are American And French Stock Markets Integrated?,"
The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 2(2), pages 107-116.
- Mohamed El Hedi Arouri & F. Jawadi, 2008. "Are American and French Stok Markets Integrated?," Post-Print halshs-00324235, HAL.
- Abdelaziz Elmarzougui & Mohamed El Hédi Arouri, 2008.
"Évolution et effets incitatifs des stock-options. Le cas des dirigeants du CAC 40,"
Revue française de gestion, Lavoisier, vol. 0(7), pages 65-81.
- Elmarzougui Abdelaziz Isg Sousse & Mohamed El Hedi Arouri, 2008. "Evolution Et Effets Incitatifs Des Stock-Options : Le Cas Des Dirigeants Du Cac40," Working Papers hal-00387102, HAL.
- Mohamed El Hedi Arouri & Abdelaziz Elmarzougui, 2008. "Evolution et effets incitatifs des stocks options : le cas des dirigeants du CAC 40," Post-Print halshs-00324249, HAL.
- Chen Xiang LIU & Mohamed El Hedi AROURI, 2008.
"Stock craze: an empirical analysis of PER in Chinese equity market,"
Economics Bulletin, AccessEcon, vol. 14(1), pages 1-17.
- Mohamed El Hedi Arouri & Chen Xian Liu, 2008. "Stock Craze: an Empirical Analysis of PER in Chinese Equity Market," Post-Print halshs-00324251, HAL.
- Mohamed El Hedi Arouri & C.-X. Liu, 2008. "Stock Craze: an Empirical Analysis of PER in Chinese Equity Market," Post-Print halshs-00324240, HAL.
- AROURI Mohamed, 2008. "The international price of idiosyncratic risk," Economics Bulletin, AccessEcon, vol. 28(4), pages 1.
- Mohamed El Hedi Arouri, 2007. "L'intégration boursière internationale : Tests et effets sur la diversification," Annals of Economics and Statistics, GENES, issue 85, pages 189-218.
- Mohamed El Hedi Arouri & Fredj Jawadi, 2007. "Co-Mouvements des marchés boursiers émergents :Intégration ou contagion ?," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 50(3), pages 315-333.
- Mohamed El Hedi Arouri, 2006.
"Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects,"
Frontiers in Finance and Economics, SKEMA Business School, vol. 3(2), pages 70-94, December.
- Mohamed El Hedi Arouri, 2006. "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Working Papers hal-00387109, HAL.
- Mohamed El Hedi Arouri, 2009. "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Papers 0905.3875, arXiv.org.
- Mohamed El Hédi Arouri, 2006.
"La prime de risque dans un cadre international : le risque de change est-il apprécié ?,"
Finance, Presses universitaires de Grenoble, vol. 27(1), pages 131-170.
- Mohamed El Hedi Arouri, 2009. "La prime de risque dans un cadre international : le risque de change est-il appr\'eci\'e ?," Papers 0905.3891, arXiv.org.
- Mohamed El Hedi Arouri, 2006. "La prime de risque dans un cadre international : le risque de change est-il apprécié?," Post-Print halshs-00207961, HAL.
- Mohamed El Hedi Arouri, 2009. "La prime de risque dans un cadre international : le risque de change est-il apprécié ?," Working Papers hal-00387124, HAL.
- Arouri Mohamed El Hedi, 2006. "Have Expected Benefits From World Market Diversification Decreased In Recent Years? Evidence From A Conditional Icapm With Asymmetric Effects," The IUP Journal of Applied Economics, IUP Publications, vol. 0(2), pages 7-15, March.
- AROURI Mohamed El Hedi, 2005. "The International Price of Exchange Rate Risk: Evidence from the ICAPM," The IUP Journal of Applied Economics, IUP Publications, vol. 0(6), pages 34-60, November.
- AROURI Mohamed El Hedi, 2004.
"The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk,"
Economics Bulletin, AccessEcon, vol. 6(3), pages 1-13.
RePEc:eme:mfipps:v:36:y:2009:i:1:p:57-70 is not listed on IDEAS
RePEc:taf:apfiec:v:20:y:2010:i:8:p:669-680 is not listed on IDEAS
Chapters
- Mohamed El Hedi Arouri & Fredj Jawadi & Wael Louhichi & Duc Khuong Nguyen, 2011.
"Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data,"
Palgrave Macmillan Books, in: Greg N. Gregoriou & Razvan Pascalau (ed.), Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration, chapter 7, pages 143-160,
Palgrave Macmillan.
- M.H. Arouri & F. Jawadi & Waël Louhichi & D. K. Nguyen, 2011. "Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data," Post-Print halshs-00601428, HAL.
Books
- Mohamed Arouri & Mathieu Gomes (ed.), 2024. "Handbook on Energy and Economic Growth," Books, Edward Elgar Publishing, number 21169.
- Arouri, Mohamed El Hedi & Boubaker, Sabri & Nguyen, Duc Khuong (ed.), 2013. "Emerging Markets and the Global Economy," Elsevier Monographs, Elsevier, edition 1, number 9780124115491.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Rankings
This author is among the top 5% authors according to these criteria:- Average Rank Score
- Number of Works
- Number of Distinct Works
- Number of Distinct Works, Weighted by Number of Authors
- Number of Citations
- Number of Citations, Discounted by Citation Age
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- h-index
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Number of Journal Pages
- Number of Journal Pages, Weighted by Number of Authors
- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Downloads through RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
- Euclidian citation score
- Betweenness measure in co-authorship network
- Wu-Index
Co-authorship network on CollEc
Featured entries
This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 39 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ARA: MENA - Middle East and North Africa (11) 2009-09-26 2010-04-04 2010-04-04 2010-09-11 2012-04-03 2013-03-16 2014-04-18 2017-03-19 2017-03-19 2017-05-14 2019-01-21. Author is listed
- NEP-ENE: Energy Economics (10) 2009-05-30 2009-09-26 2010-04-04 2010-04-04 2010-09-11 2012-04-03 2013-03-16 2013-03-16 2014-04-18 2014-11-07. Author is listed
- NEP-FMK: Financial Markets (7) 2009-05-30 2009-09-26 2009-09-26 2013-03-16 2014-07-13 2014-10-22 2019-10-28. Author is listed
- NEP-SEA: South East Asia (7) 2014-11-01 2015-01-26 2015-08-19 2016-08-07 2016-09-18 2016-11-20 2017-09-17. Author is listed
- NEP-URE: Urban and Real Estate Economics (6) 2014-10-22 2016-08-07 2016-11-20 2016-11-20 2017-09-17 2019-01-21. Author is listed
- NEP-TRA: Transition Economics (5) 2013-03-16 2014-03-15 2015-01-26 2016-09-18 2016-11-20. Author is listed
- NEP-AFR: Africa (4) 2014-05-17 2014-11-07 2016-07-23 2017-05-14
- NEP-AGR: Agricultural Economics (4) 2014-04-18 2014-11-01 2016-11-20 2017-09-17
- NEP-DEV: Development (4) 2014-11-01 2015-01-26 2017-03-19 2017-09-17
- NEP-ENV: Environmental Economics (3) 2012-04-03 2017-05-14 2021-02-22
- NEP-RMG: Risk Management (3) 2009-05-30 2013-03-16 2014-03-15
- NEP-COM: Industrial Competition (2) 2019-10-28 2021-02-22
- NEP-FDG: Financial Development and Growth (2) 2012-04-03 2014-10-22
- NEP-GRO: Economic Growth (2) 2014-10-22 2014-11-07
- NEP-MIG: Economics of Human Migration (2) 2017-05-14 2019-01-21
- NEP-MST: Market Microstructure (2) 2014-10-22 2018-12-24
- NEP-AGE: Economics of Ageing (1) 2017-03-19
- NEP-CBA: Central Banking (1) 2010-12-04
- NEP-CSE: Economics of Strategic Management (1) 2016-08-07
- NEP-CWA: Central and Western Asia (1) 2013-03-16
- NEP-DEM: Demographic Economics (1) 2016-08-07
- NEP-EDU: Education (1) 2016-08-07
- NEP-FIN: Finance (1) 2003-11-30
- NEP-FOR: Forecasting (1) 2013-03-16
- NEP-GEN: Gender (1) 2017-03-19
- NEP-HEA: Health Economics (1) 2016-09-18
- NEP-HRM: Human Capital and Human Resource Management (1) 2014-05-17
- NEP-IFN: International Finance (1) 2010-09-11
- NEP-IUE: Informal and Underground Economics (1) 2014-05-17
- NEP-LAM: Central and South America (1) 2009-05-30
- NEP-MFD: Microfinance (1) 2017-03-19
- NEP-MON: Monetary Economics (1) 2010-12-04
- NEP-SOG: Sociology of Economics (1) 2016-09-18
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Mohamed Arouri should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.