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Mohamed El Hedi Arouri

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Personal Details

First Name: Mohamed El Hedi
Middle Name:
Last Name: Arouri
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RePEc Short-ID: par32

Email:
Homepage: https://sites.google.com/site/mohamedarouri/
Postal Address: Faculté des Sciences Economiques et de Gestion - IAE 41, Bd François Mitterrand - BP 54 - 63002 Clermont-Ferrand Cedex 1 - Tél. : 04 73 17 76 00 - Fax : 04 73 17 75 75
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Affiliation

(in no particular order)

Works

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Working papers

  1. Mohamed El Hedi Arouri & Christophe Rault & Frédéric Teulon, 2013. "Equity Risk Premium and Regional Integration," Working Papers hal-00798052, HAL.
  2. Mohamed El Hedi Arouri & Christophe Rault & Robert Sova & Anamaria Sova, 2013. "Market Structure and the Cost of Capital," CESifo Working Paper Series 4097, CESifo Group Munich.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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 Group Munich.
  8. 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 Group Munich.
  9. AROURI, Mohamed El Hedi & BEN YOUSSEF, Adel & M'HENNI, Hatem & Rault, Christophe, 2012. "Empirical Analysis of The EKC Hypothesis for Sulfur Dioxide Emissions in Selected Middle East and North African Countries," MPRA Paper 46185, University Library of Munich, Germany, revised 2012.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. Mohamed El Hedi Arouri & F. Jawadi & Duc Khuong Nguyen, 2010. "Synchronization and nonlinear interdependence of short-term interest rates:," Working Papers hal-00507820, HAL.
  20. 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.
  21. 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 Group Munich.
  22. Mohamed El Hedi Arouri & Jamel Jouini, 2009. "Structural Breaks in the Mexico's Integration into the World Stock Market," Papers 0905.3873, arXiv.org.
  23. 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.
  24. 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.
  25. 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.
  26. Mohamed El Hedi Arouri, 2009. "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Papers 0905.3875, arXiv.org.
  27. 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.
  28. 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.
  29. 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.
  30. Mohamed El Hedi Arouri, 2008. "Le Biais Domestique : Concept, Mesure et Explications," Working Papers halshs-00204103, HAL.
  31. 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.
  32. 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.
  33. Arouri Mohamed El Hedi, 2004. "International Asset Pricing and World Market Integration : Evidence from a Partially Integrated ICAPM with Asymmetric Effects," International Finance 0410001, EconWPA.
  34. AROURI Mohamed El Hedi, 2003. "Financial Integration and International Portfolio," International Finance 0311012, EconWPA.

Articles

  1. El Hedi Arouri, Mohamed & Rault, Christophe & Sova, Anamaria & Sova, Robert & Teulon, Frédéric, 2013. "Market structure and the cost of capital," Economic Modelling, Elsevier, vol. 31(C), pages 664-671.
  2. 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 and Francis Journals, vol. 45(24), pages 3412-3420, August.
  3. Khaled Guesmi & Mohamed Hedi Arouri & Ilyes Abid & Frédéric Teulon, 2013. "On the Determinants of Equity International Risk Premium: Are Emerging Zones Different?," Economics Bulletin, AccessEcon, vol. 33(1), pages 597-611.
  4. Mohamed El Hedi Arouri & Fredj Jawadi & Prosper Mouak, 2013. "Testing the efficiency of the aluminium market: evidence from London metal exchange," Applied Financial Economics, Taylor and Francis Journals, vol. 23(6), pages 483-493, March.
  5. 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, 03.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. Arouri, Mohamed El Hedi & Foulquier, Philippe, 2012. "Financial market integration: Theory and empirical results," Economic Modelling, Elsevier, vol. 29(2), pages 382-394.
  14. 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, 07.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. Fredj Jawadi & Mohamed Hedi Arouri, 2011. "The current international financial crisis in 10 questions: some lessons," Applied Economics Letters, Taylor and Francis Journals, vol. 18(3), pages 279-283.
  21. 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.
  22. Mohamed El Hedi Arouri & Fredj Jawadi & Prosper Mouak, 2011. "The speculative efficiency of the aluminum market: A nonlinear Investigation," Economie Internationale, CEPII research center, issue 126-127, pages 73-90.
  23. 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.
  24. Mohamed El Hedi 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.
  25. 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.
  26. 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 and Francis Journals, vol. 17(15), pages 1503-1507.
  27. Mohamed El Hedi 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. 0(5), pages 945-959.
  28. 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, University of Economics, Prague, vol. 2010(3), pages 84-112.
  29. Mohamed Arouri & Christophe Rault, 2010. "Oil Prices and Stock Markets: What Drives What in the Gulf Corporation Council Countries," Economie Internationale, CEPII research center, issue 122, pages 41-56.
  30. 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.
  31. 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), pages 121-138, January.
  32. Fredj Jawadi & Mohamed Hedi Arouri & Duc Khuong Nguyen, 2010. "Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions," Applied Financial Economics, Taylor and Francis Journals, vol. 20(8), pages 669-680.
  33. 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.
  34. Mohamed El Hedi Arouri & Duc Khuong Nguyen, 2010. "Time-varying characteristics of cross-market linkages with empirical application to Gulf stock markets," Managerial Finance, Emerald Group Publishing, vol. 36(1), pages 57-70, January.
  35. 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.
  36. 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 and Francis Journals, vol. 17(13), pages 1323-1328.
  37. 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.
  38. 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.
  39. 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.
  40. 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.
  41. AROURI Mohamed, 2008. "The international price of idiosyncratic risk," Economics Bulletin, AccessEcon, vol. 28(4), pages A0.
  42. 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.
  43. Mohamed El Hedi AROURI, 2007. "L'intégration boursière internationale : Tests et effets sur la diversification," Annales d'Economie et de Statistique, ENSAE, issue 85, pages 189-218.
  44. 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.
  45. 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.
  46. 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.
  47. 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.
  48. AROURI Mohamed El Hedi, 2003. "Arbitrage and Dynamic Asset Pricing," Economics Bulletin, AccessEcon, vol. 28(5), pages A5.
  49. AROURI Mohamed El Hedi, 2003. "FInancial Integration and Interenational Portfolio Diversification : A Multivariate Analysis," Economics Bulletin, AccessEcon, vol. 28(4), pages A4.

NEP Fields

24 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ARA: Arab World (8) 2009-05-30 2009-09-26 2010-04-04 2010-04-04 2010-09-11 2012-04-03 2013-03-16 2013-04-20. Author is listed
  2. NEP-CBA: Central Banking (1) 2010-12-04
  3. NEP-CWA: Central & Western Asia (1) 2013-03-16
  4. NEP-ENE: Energy Economics (9) 2009-05-30 2009-09-26 2010-04-04 2010-04-04 2010-09-11 2012-04-03 2013-03-16 2013-03-16 2013-04-20. Author is listed
  5. NEP-ENV: Environmental Economics (2) 2012-04-03 2013-04-20
  6. NEP-FDG: Financial Development & Growth (1) 2012-04-03
  7. NEP-FIN: Finance (1) 2003-11-30
  8. NEP-FMK: Financial Markets (6) 2009-05-30 2009-05-30 2009-09-26 2009-09-26 2013-03-16 2013-03-16. Author is listed
  9. NEP-FOR: Forecasting (1) 2013-03-16
  10. NEP-IFN: International Finance (1) 2010-09-11
  11. NEP-LAM: Central & South America (1) 2009-05-30
  12. NEP-MON: Monetary Economics (1) 2010-12-04
  13. NEP-RMG: Risk Management (2) 2009-05-30 2013-03-16
  14. NEP-TRA: Transition Economics (1) 2013-03-16

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