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Mohamed Arouri

Personal Details

First Name:Mohamed
Middle Name:
Last Name:Arouri
Suffix:
RePEc Short-ID:par32
https://sites.google.com/site/mohamedarouri/
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

Affiliation

(80%) Groupe de Recherche en Management (GRM)
Institut d'Administration des Entreprises (IAE)
Université de Nice-Sophia Antipolis

Nice, France
http://unice.fr/iae/fr/recherche/

:


RePEc:edi:grnicfr (more details at EDIRC)

(20%) Economic Research Forum (ERF)

Cairo, Egypt
http://www.erf.org.eg/

: 202-3370810
202-3616042
21 Al-Sad Al Aaly St. Dokki, Giza
RePEc:edi:erfaceg (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

Working papers

  1. Mohamed Arouri & Guillaume Pijourlet, 2017. "CSR Performance and the Value of Cash Holdings: International Evidence," Post-Print hal-01653159, HAL.
  2. 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.
  3. 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.
  4. Mohamed Arouri & Sylvain Marsat & Guillaume Pijourlet, 2017. "Are Dividends Detrimental to Corporate Social Performance?," Post-Print hal-01656303, HAL.
  5. 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.
  6. Adel Ben Youssef & Mohamed El Hedi Arouri & Cuong Nguyen-Viet, 2016. "Does Urbanization Reduce Rural Poverty? Evidence from Vietnam," Post-Print halshs-01384725, HAL.
  7. 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.
  8. Mohamed Arouri & Adel Ben-Youssef & Cuong Nguyen, 2016. "Ethnic and racial disparities in children's education Comparative evidence from Ethiopia, India, Peru, and Viet Nam," WIDER Working Paper Series 087, World Institute for Development Economic Research (UNU-WIDER).
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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 Group Munich.
  16. 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.
  17. 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.
  18. Mohamed Arouri & Frédéric Teulon & Christophe Rault, 2014. "Equity Risk Premium and Regional Integration," Working Papers 2014-371, Department of Research, Ipag Business School.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. Mohamed El Hedi Arouri & Hachmi Ben Ameur & Fredj Jawadi & Nabila Jawadi & Wael Louhichi, 2013. "Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations," Post-Print hal-01410571, HAL.
  24. 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.
  25. Mohamed El Hedi Arouri & Fredj Jawadi, 2013. "Sources d’inefficience et ajustement asymétrique des cours boursiers," Post-Print hal-01410570, HAL.
  26. 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.
  27. 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.
  28. 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.
  29. Mohamed El Hedi Arouri & Fredj Jawadi, 2012. "Evolution of the US Stock Market Risk Premium in Periods of Crisis," Post-Print hal-01410572, HAL.
  30. 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 for the Study of Labor (IZA).
  31. 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.
  32. 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).
  33. 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.
  34. 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.
  35. 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.
  36. 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.
  37. 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.
  38. 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.
  39. 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.
  40. 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.
  41. 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.
  42. 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.
  43. 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.
  44. 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.
  45. 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.
  46. Mohamed El Hedi Arouri & F. Jawadi & Duc Khuong Nguyen, 2010. "Synchronization and nonlinear interdependence of short-term interest rates:," Working Papers hal-00507820, HAL.
  47. 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.
  48. 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.
  49. 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.
  50. 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.
  51. Mohamed El Hedi Arouri & Jamel Jouini, 2009. "Structural Breaks in the Mexico's Integration into the World Stock Market," Working Papers hal-00387114, HAL.
  52. 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.
  53. 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.
  54. 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.
  55. 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.
  56. Mohamed El Hedi Arouri & C.-X. Liu, 2008. "Stock Craze: an Empirical Analysis of PER in Chinese Equity Market," Post-Print halshs-00324240, HAL.
  57. Mohamed El Hedi Arouri, 2008. "Effets incitatifs des stocks-options : le cas des dirigeants français," Post-Print halshs-00211189, HAL.
  58. Mohamed El Hedi Arouri & F. Jawadi, 2008. "Are American and French Stok Markets Integrated?," Post-Print halshs-00324235, HAL.
  59. 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.
  60. Mohamed El Hedi Arouri & F. Jawadi, 2008. "Coûts de transaction, contagion, mimétisme et dynamique asymétriques des cours boursiers," Post-Print halshs-00324246, HAL.
  61. Mohamed El Hedi Arouri & M. Cherif & P. Foulquier, 2008. "Coût du capital, LBO et évaluation des entreprises non côtées," Post-Print halshs-00269878, HAL.
  62. Mohamed El Hedi Arouri & Fredj Jawadi, 2008. "Stock Market Integration in the Emerging Countries," Post-Print halshs-00324253, HAL.
  63. 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.
  64. Mohamed El Hedi Arouri, 2008. "Le Biais Domestique : Concept, Mesure et Explications," Working Papers halshs-00204103, HAL.
  65. 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.
  66. Mohamed El Hedi Arouri, 2007. "L'intégration boursière internationale : tests et effets sur la diversification," Post-Print halshs-00207958, HAL.
  67. Mohamed El Hedi Arouri & F. Rochelandet, 2007. "Les TIC : vecteurs de diversification des pratiques culturelles?," Post-Print halshs-00207760, HAL.
  68. Mohamed El Hedi Arouri, 2006. "Testing World Equity Market Integration: New Evidence from the ICAPM," Post-Print halshs-00184261, HAL.
  69. Mohamed El Hedi Arouri, 2006. "Have Expected Gains from World Market Diversification Decreased in Last Years? Evidence from the ICAPM," Post-Print halshs-00211170, HAL.
  70. 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.
  71. Mohamed El Hedi Arouri, 2006. "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Working Papers hal-00387109, HAL.
  72. Mohamed El Hedi Arouri, 2005. "Bais Local: Concepts, Mesure et Explications," Post-Print halshs-00207728, HAL.
  73. Mohamed El Hedi Arouri, 2004. "International Asset Pricing and World Market Integration: Evidence from a Partially Integrated ICAPM," Post-Print halshs-00207723, HAL.
  74. Mohamed El Hedi Arouri, 2004. "Intégration Financière et Diversification Internationale de Portefeuilles : une Analyse Multivariée," Post-Print halshs-00207737, HAL.
  75. Mohamed El Hedi Arouri, 2004. "The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach," Post-Print halshs-00211163, HAL.
  76. Mohamed El Hedi Arouri, 2003. "L'Intégration Financière Internationale," Post-Print halshs-00207738, HAL.
  77. AROURI Mohamed El Hedi, 2003. "Financial Integration and International Portfolio," International Finance 0311012, University Library of Munich, Germany.
  78. Amine LAHIANI & Mohamed EL HEDI AROURI & Duc KHUONG NGUYEN, "undated". "Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models," EcoMod2010 259600101, EcoMod.

Articles

  1. Aouadi, Amal & Arouri, Mohamed & Roubaud, David, 2018. "Information demand and stock market liquidity: International evidence," Economic Modelling, Elsevier, vol. 70(C), pages 194-202.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. 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.
  34. 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.
  35. 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.
  36. 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.
  37. 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.
  38. 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.
  39. 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.
  40. 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.
  41. 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.
  42. 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.
  43. 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.
  44. 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.
  45. 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.
  46. 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.
  47. 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.
  48. 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.
  49. 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.
  50. Mohamed El Hedi Arouri & Duc Khuong Nguyen, 2009. "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, December.
  51. 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.
  52. 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.
  53. 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.
  54. 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.
  55. 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.
  56. AROURI Mohamed, 2008. "The international price of idiosyncratic risk," Economics Bulletin, AccessEcon, vol. 28(4), pages 1.
  57. 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.
  58. 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.
  59. 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.
  60. 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.
  61. 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.
  62. 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.
  63. 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:cup:jdemec:v:77:y:2011:i:01:p:5-30_00 is not listed on IDEAS

Books

  1. Arouri, Mohamed El Hedi & Boubaker, Sabri & Nguyen, Duc Khuong (ed.), 2013. "Emerging Markets and the Global Economy," Elsevier Monographs, Elsevier, edition 1, number 9780124115491.

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Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Works
  2. Number of Distinct Works
  3. Number of Distinct Works, Weighted by Number of Authors
  4. Number of Citations
  5. Number of Citations, Discounted by Citation Age
  6. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  7. Number of Citations, Weighted by Number of Authors
  8. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  9. h-index
  10. Number of Journal Pages
  11. Number of Journal Pages, Weighted by Number of Authors
  12. Number of Abstract Views in RePEc Services over the past 12 months
  13. Number of Downloads through RePEc Services over the past 12 months
  14. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  15. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  16. Euclidian citation score
  17. Betweenness measure in co-authorship network
  18. Wu-Index

Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Tunisian Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 38 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.
  1. NEP-ARA: MENA - Middle East & North Africa (10) 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. Author is listed
  2. NEP-ENE: Energy Economics (9) 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
  3. 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
  4. NEP-FMK: Financial Markets (6) 2009-05-30 2009-09-26 2009-09-26 2013-03-16 2014-07-13 2014-10-22. Author is listed
  5. NEP-URE: Urban & Real Estate Economics (6) 2014-10-22 2016-07-30 2016-08-07 2016-11-20 2016-11-20 2017-09-17. Author is listed
  6. NEP-DEV: Development (5) 2014-11-01 2015-01-26 2016-07-30 2017-03-19 2017-09-17. Author is listed
  7. NEP-TRA: Transition Economics (5) 2013-03-16 2014-03-15 2015-01-26 2016-09-18 2016-11-20. Author is listed
  8. NEP-AFR: Africa (4) 2014-05-17 2014-11-07 2016-07-23 2017-05-14
  9. NEP-AGR: Agricultural Economics (4) 2014-04-18 2014-11-01 2016-11-20 2017-09-17
  10. NEP-RMG: Risk Management (3) 2009-05-30 2013-03-16 2014-03-15
  11. NEP-EDU: Education (2) 2016-07-30 2016-08-07
  12. NEP-ENV: Environmental Economics (2) 2012-04-03 2017-05-14
  13. NEP-FDG: Financial Development & Growth (2) 2012-04-03 2014-10-22
  14. NEP-GRO: Economic Growth (2) 2014-10-22 2014-11-07
  15. NEP-AGE: Economics of Ageing (1) 2017-03-19
  16. NEP-CBA: Central Banking (1) 2010-12-04
  17. NEP-CSE: Economics of Strategic Management (1) 2016-08-07
  18. NEP-CWA: Central & Western Asia (1) 2013-03-16
  19. NEP-DEM: Demographic Economics (1) 2016-08-07
  20. NEP-FIN: Finance (1) 2003-11-30
  21. NEP-FOR: Forecasting (1) 2013-03-16
  22. NEP-GEN: Gender (1) 2017-03-19
  23. NEP-HEA: Health Economics (1) 2016-09-18
  24. NEP-HRM: Human Capital & Human Resource Management (1) 2014-05-17
  25. NEP-IFN: International Finance (1) 2010-09-11
  26. NEP-IUE: Informal & Underground Economics (1) 2014-05-17
  27. NEP-LAM: Central & South America (1) 2009-05-30
  28. NEP-MFD: Microfinance (1) 2017-03-19
  29. NEP-MIG: Economics of Human Migration (1) 2017-05-14
  30. NEP-MON: Monetary Economics (1) 2010-12-04
  31. NEP-MST: Market Microstructure (1) 2014-10-22
  32. NEP-SOG: Sociology of Economics (1) 2016-09-18

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