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Mohamed Arouri

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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

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

  1. Tunisian Economists
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  1. 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.
  2. Mohamed El Hedi Arouri & Fredj Jawadi, 2013. "Sources d’inefficience et ajustement asymétrique des cours boursiers," Post-Print hal-01410570, HAL.
  3. 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.
  4. 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.
  5. 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.
  6. 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).
  7. 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 Aug 2010.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. Mohamed El Hedi Arouri, 2008. "Effets incitatifs des stocks-options : le cas des dirigeants français," Post-Print halshs-00211189, HAL.
  14. 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.
  15. Mohamed El Hedi Arouri & M. Cherif & P. Foulquier, 2008. "Coût du capital, LBO et évaluation des entreprises non côtées," Post-Print halshs-00269878, HAL.
  16. Mohamed El Hedi Arouri & F. Jawadi, 2008. "Coûts de transaction, contagion, mimétisme et dynamique asymétriques des cours boursiers," Post-Print halshs-00324246, HAL.
  17. Mohamed El Hedi Arouri, 2008. "Le Biais Domestique : Concept, Mesure et Explications," Working Papers halshs-00204103, HAL.
  18. Mohamed El Hedi Arouri, 2007. "L'intégration boursière internationale : tests et effets sur la diversification," Post-Print halshs-00207958, HAL.
  19. Mohamed El Hedi Arouri, 2006. "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Working Papers hal-00387109, HAL.
  20. 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.
  21. Mohamed El Hedi Arouri, 2004. "Intégration Financière et Diversification Internationale de Portefeuilles : une Analyse Multivariée," Post-Print halshs-00207737, HAL.
  22. 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.
  23. AROURI Mohamed El Hedi, 2003. "Financial Integration and International Portfolio," International Finance 0311012, EconWPA.
  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. Mohamed El Hedi Arouri, 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, February.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. Mohamed El Hedi 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.
  28. 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.
  29. 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
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 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 (2) 2009-09-26 2010-09-11. Author is listed
  2. NEP-ENE: Energy Economics (2) 2009-09-26 2010-09-11. Author is listed
  3. NEP-CBA: Central Banking (1) 2010-12-04
  4. NEP-FIN: Finance (1) 2003-11-30
  5. NEP-FMK: Financial Markets (1) 2014-10-22
  6. NEP-IFN: International Finance (1) 2010-09-11
  7. NEP-MON: Monetary Economics (1) 2010-12-04
  8. NEP-MST: Market Microstructure (1) 2014-10-22
This author is among the top 5% authors according to these criteria:
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  4. Wu-Index

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