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Publications

by members of

Centre Clermontois de Recherche en Gestion et Management (CRCGM)
Clermont-Ferrand, France

(Clermont Center for Research in Management))

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2015

  1. 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), University of Nice Sophia Antipolis.

2014

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. Amal Aouadi & Mohamed Arouri & Frédéric Teulon, 2014. "Investor Following and Volatility: A GARCH Approach," Working Papers 2014-286, Department of Research, Ipag Business School.
  6. Amal Aouadi & Mohamed Arouri & Frédéric Teulon, 2014. "Investor attention and stock market activity: Evidence from France," Working Papers 2014-405, Department of Research, Ipag Business School.

2013

  1. 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.
  2. 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.
  3. Mohamed El Hedi Arouri & Frédéric Teulon & Christophe Rault, 2013. "Equity Risk Premium and Regional Integration," CESifo Working Paper Series 4158, CESifo Group Munich.
  4. Mohamed Arouri & Amal Aouadi & Philippe Foulquier & Frédéric Teulon, 2013. "Can Information Demand Help to Predict Stock Market Liquidity ? Google it !," Working Papers 2013-024, Department of Research, Ipag Business School.
  5. Anissa Chaibi & Mathieu Gomes, 2013. "Volatility Spillovers Between Oil Prices and Stock Returns: A Focus on Frontier Markets," Working Papers 2013-034, Department of Research, Ipag Business School.

2012

  1. 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.
  2. 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.

2011

  1. 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).
  2. Damien TALBOT (GREThA, CNRS, UMR 5113), 2011. "Institutions, organizations and space: forms of proximity (In French)," Cahiers du GREThA 2011-06, Groupe de Recherche en Economie Théorique et Appliquée.

2010

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Mohamed El Hedi Arouri & F. Jawadi & Duc Khuong Nguyen, 2010. "Synchronization and nonlinear interdependence of short-term interest rates:," Working Papers hal-00507820, HAL.
  8. 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.
  9. Rachel LEVY (LEREPS) & Damien TALBOT (GREThA UMR CNRS 5113), 2010. "Control by proximity: evidence from Aerospace Valley competitiveness cluster (In French)," Cahiers du GREThA 2010-08, Groupe de Recherche en Economie Théorique et Appliquée.

2009

  1. 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.
  2. 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.
  3. 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.
  4. Med KECHIDI (Université Toulouse 1 - LEREPS) & Damien TALBOT (GREThA UMR CNRS 5113), 2009. "Management of technical and organisational interactions by proximity: the hub firms in aeronautical sector (In French)," Cahiers du GREThA 2009-11, Groupe de Recherche en Economie Théorique et Appliquée.
  5. Maris CORIS (GREThA UMR CNRS 5113) & Vincent FRIGANT (GREThA UMR CNRS 5113) & Jean-Bernard LAYAN (GREThA UMR CNRS 5113) & Damien TALBOT (GREThA UMR CNRS 5113), 2009. "Spatial dynamics of firms (In French)," Cahiers du GREThA 2009-20, Groupe de Recherche en Economie Théorique et Appliquée.
  6. Rani Jeanne Dang & Christian Longhi & Karine Roux & Damien Talbot & Catherine Thomas, 2009. "Territorial innovation dynamics: a knowledge based perspective," Post-Print halshs-00365192, HAL.

2008

  1. 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.
  2. Mohamed El Hedi Arouri, 2008. "Le Biais Domestique : Concept, Mesure et Explications," Working Papers halshs-00204103, HAL.
  3. 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.
  4. Mohamed AROURI & Makram BELLALAH & D.-K. NGUYEN, 2008. "The Commovements in International Stock Markets : New Evidence from Lating American Emerging Countries," Working Papers 1562, Orleans Economic Laboratorys, University of Orleans.

2007

  1. Damien TALBOT (GREThA6GRES), 2007. "EADS, an unfinished transition. An understanding by the Economy of proximity (In French)," Cahiers du GRES (2002-2009) 2007-11, Groupement de Recherches Economiques et Sociales.

2006

  1. Mohamed El Hedi Arouri, 2006. "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Working Papers hal-00387109, HAL.

2005

  1. Damien TALBOT (E3i, IFReDE-GRES), 2005. "Organisational proximity: an institutionalist point of view. The case of EADS (In French)," Cahiers du GRES (2002-2009) 2005-22, Groupement de Recherches Economiques et Sociales.

2004

  1. Vincent Frigant & Damien Talbot, 2004. "Convergence et diversité du passage à la production modulaire dans l'aéronautique et l'automobile en Europe," Post-Print hal-00722226, HAL.

2002

  1. Vincent FRIGANT (GRES-E3i) & Damein TALBOT (Université de Metz), 2002. "Convergence and diversity of the adoption of modular production in aircraft and automobile industries in Europe (In French)," Working Papers 2002-6, Equipe Industries Innovation Institutions, Université Bordeaux IV, France.

2001

  1. Marie-Claude BÉLIS-BERGOUIGNAN (IFREDE-E3i) & Vincent FRIGANT (IFREDE-E3i) & Damien TALBOT (LEREPS), 2001. "Global/local articulation in industrial models for phamaceuticals, automobile and aeronautics (In French)," Working Papers 2001-6, Equipe Industries Innovation Institutions, Université Bordeaux IV, France.
  2. Damien Talbot, 2001. "Proximites Et Dynamiques Des Relations De Soustraitance : Le Cas D'Eads Airbus A Toulouse," Post-Print halshs-00584656, HAL.

1998

  1. Damien Talbot, 1998. "The institutional dynamics at the origin of a new method of local administration: The relationship between AEROSPATIALE and its subcontractors," ERSA conference papers ersa98p197, European Regional Science Association.

Journal articles

2015

  1. 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.

2014

  1. 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.
  2. 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.
  3. Gilly, Jean-Pierre & Kechidi, Med & Talbot, Damien, 2014. "Resilience of organisations and territories: The role of pivot firms," European Management Journal, Elsevier, vol. 32(4), pages 596-602.

2013

  1. 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.
  2. 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.
  3. 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.
  4. 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.

2012

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  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 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.
  8. 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.

2011

  1. 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.
  2. 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.
  3. 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.
  4. Jean Pierre Gilly & Damien Talbot & Jean-Marc Zuliani, 2011. "Hub Firms and the Dynamics of Territorial Innovation: Case Studies of Thales and Liebherr in Toulouse," European Planning Studies, Taylor & Francis Journals, vol. 19(12), pages 2009-2024, February.

2010

  1. 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.
  2. 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.
  3. 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 & Francis Journals, vol. 20(8), pages 669-680.
  4. 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.
  5. 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.
  6. Fabrice Rochelandet & Mohamed El Hedi Arouri & Fabrice Le Guel, 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.
  7. 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.
  8. Damien Talbot, 2010. "La dimension politique dans l'approche de la proximité," Géographie, économie, société, Lavoisier, vol. 12(2), pages 125-144.

2008

  1. Damien Talbot, 2008. "Les institutions créatrices de proximités. Institutions as creators of proximities," Revue d'économie régionale et urbaine, Armand Colin, vol. 0(3), pages 289-310.
  2. Damien Talbot, 2008. "EADS, une transition inachevée.. Une lecture par les catégories de la proximité," Géographie, économie, société, Lavoisier, vol. 10(2), pages 243-261.
  3. Christophe Carrincazeaux & Michel Grossetti & Damien Talbot, 2008. "Clusters, Proximities and Networks," European Planning Studies, Taylor & Francis Journals, vol. 16(5), pages 613-616, June.

2007

  1. 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.
  2. 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.

2006

  1. 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.
  2. Damien Talbot & Marie-Pierre Philippe-Dussine, 2006. "Cooperation Inter-Regionale: Vers Un Echange D'Experience," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 77(3), pages 345-368, 09.

2005

  1. Vincent Frigant & Damien Talbot, 2005. "Technological Determinism and Modularity: Lessons from a Comparison between Aircraft and Auto Industries in Europe," Industry and Innovation, Taylor & Francis Journals, vol. 12(3), pages 337-355.

2004

  1. 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.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.