Details about Mohamed El Hedi AROURI

Access statistics for papers by Mohamed El Hedi AROURI.

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Short-id: par32

Working Papers

2013

1. Equity Risk Premium and Regional Integration
   Working Papers, HAL
   Also in CESifo Working Paper Series, CESifo Group Munich (2013)
2. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
   Working Papers, HAL
   See also Journal Article in The Quarterly Review of Economics and Finance (2012)
3. Market Structure and the Cost of Capital
   CESifo Working Paper Series, CESifo Group Munich
   Also in Working Papers, HAL (2013)
4. On the relationship between world oil prices and GCC stock markets
   Working Papers, HAL
   See also Journal Article in Journal of Quantitative Economics (2012)
5. On the short- and long-run efficiency of energy and precious metal markets
   Working Papers, HAL
6. World gold prices and stock returns in China: insights for hedging and diversification strategies
   Working Papers, HAL

2012

7. Empirical Analysis of The EKC Hypothesis for Sulfur Dioxide Emissions in Selected Middle East and North African Countries
   MPRA Paper, University Library of Munich, Germany
8. Energy Consumption, Economic Growth and CO2 Emissions in Middle East and North African Countries
   CESifo Working Paper Series, CESifo Group Munich View citations (1)
   Also in IZA Discussion Papers, Institute for the Study of Labor (IZA) (2012)
   See also Journal Article in Energy Policy (2012)
9. Environmental Regulation and Competitiveness: Evidence from Romania
   CESifo Working Paper Series, CESifo Group Munich
   See also Journal Article in Ecological Economics (2012)

2011

10. Oil Prices and Stock Markets in Europe: A Sector Perspective
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)
    See also Journal Article in Recherches économiques de Louvain (2011)

2010

11. Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
    Working Papers, HAL
    Also in Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam (2010) View citations (2)
    See also Journal Article in Energy Economics (2012)
12. Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions
    Working Papers, HAL
    See also Journal Article in Applied Financial Economics (2010)
13. Herding by institutional investors: empirical evidence from French mutual funds
    Working Papers, HAL
14. Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe
    Working Papers, HAL View citations (1)
    See also Journal Article in Revue économique (2010)
15. Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets
    Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam
16. Oil Prices and Stock Markets: What Drives what in the Gulf Corporation Council Countries?
    CESifo Working Paper Series, CESifo Group Munich View citations (1)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2009) View citations (1)
    See also Journal Article in Economie Internationale (2010)
17. Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade
    Working Papers, HAL View citations (9)
    See also Journal Article in Energy Policy (2010)
18. On The Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries
    Working Papers, Economic Research Forum
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2009) View citations (1)
    CESifo Working Paper Series, CESifo Group Munich (2009) View citations (1)
19. On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM
    Working Papers, HAL View citations (1)
    See also Journal Article in Economics Bulletin (2010)
20. Synchronization and nonlinear interdependence of short-term interest rates
    Working Papers, HAL
21. Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries
    Working Papers, HAL View citations (5)
    See also Journal Article in Energy Policy (2010)
22. What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?
    Working Papers, HAL
    See also Journal Article in Journal of Macroeconomics (2013)

2009

23. A la Recherche des Facteurs D\'eterminants de l'Int\'egration Internationale des March\'es Boursiers: une Analyse sur Donn\'ees de Panel
    Papers, arXiv.org
24. A la Recherche des Facteurs Déterminants de l'Intégration Internationale des Marchés Boursiers: une Analyse sur Données de Panel
    Working Papers, HAL
25. Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects
    Papers, arXiv.org
    Also in Working Papers, HAL (2006) View citations (1)
    See also Journal Article in Frontiers in Finance and Economics (2006)
26. La prime de risque dans un cadre international: le risque de change est-il appr\'eci\'e ?
    Papers, arXiv.org View citations (1)
    Also in Working Papers, HAL (2009)
27. On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses
    Post-Print, HAL
    Also in Working Papers, HAL (2009) View citations (9)
    Papers, arXiv.org (2009) View citations (10)
    See also Journal Article in Economics Bulletin (2009)
28. Stock market integration in the Latin American markets: further evidence from nonlinear modeling
    Post-Print, HAL View citations (1)
    Also in Papers, arXiv.org (2009) View citations (1)
    See also Journal Article in Economics Bulletin (2009)
29. Structural Breaks in the Mexico's Integration into the World Stock Market
    Papers, arXiv.org
    Also in Working Papers, HAL (2009)

2008

30. EVOLUTION ET EFFETS INCITATIFS DES STOCK-OPTIONS: LE CAS DES DIRIGEANTS DU CAC40
    Working Papers, HAL
31. Le Biais Domestique: Concept, Mesure et Explications
    Working Papers, HAL
32. Les technologies de l'information et de la communication:Vecteurs de diversification des pratiques culturelles ?
    Working Papers, HAL
33. THE COMOVEMENTS IN INTERNATIONAL STOCK MARKETS: NEW EVIDENCE FROM LATIN AMERICAN EMERGING COUNTRIES
    Working Papers, HAL
    Also in Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam (2007)
    See also Journal Article in Applied Economics Letters (2010)

2004

34. International Asset Pricing and World Market Integration: Evidence from a Partially Integrated ICAPM with Asymmetric Effects
    International Finance, EconWPA

2003

35. Financial Integration and International Portfolio
    International Finance, EconWPA

Journal Articles

2013

1. Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations
   Applied Economics, 2013, 45, (24), 3412-3420
2. On the Determinants of Equity International Risk Premium: Are Emerging Zones Different?
   Economics Bulletin, 2013, 33, (1), 597-611
3. Testing the efficiency of the aluminium market: evidence from London metal exchange
   Applied Financial Economics, 2013, 23, (6), 483-493
4. What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis?
   Journal of Macroeconomics, 2013, 36, (C), 175-187
   See also Working Paper (2010)

2012

5. An international CAPM for partially integrated markets: Theory and empirical evidence
   Journal of Banking & Finance, 2012, 36, (9), 2473-2493 View citations (4)
6. Energy consumption, economic growth and CO2 emissions in Middle East and North African countries
   Energy Policy, 2012, 45, (C), 342-349
   See also Working Paper (2012)
7. Environmental Regulation and Competitiveness: Evidence from Romania
   Ecological Economics, 2012, 81, (C), 130-139
   See also Working Paper (2012)
8. Financial market integration: Theory and empirical results
   Economic Modelling, 2012, 29, (2), 382-394
9. Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
   Energy Economics, 2012, 34, (1), 283-293
   See also Working Paper (2010)
10. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
    The Quarterly Review of Economics and Finance, 2012, 52, (2), 207-218 View citations (1)
    See also Working Paper (2013)
11. MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS
    Macroeconomic Dynamics, 2012, 16, (S2), 232-251
12. Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration?
    Economics Bulletin, 2012, 32, (3), 2481-2489
13. OIL PRICES AND STOCK MARKETS IN GCC COUNTRIES: EMPIRICAL EVIDENCE FROM PANEL ANALYSIS
    International Journal of Finance & Economics, 2012, 17, (3), 242-253 View citations (2)
14. Oil-stock volatility transmission, portfolio selection and hedging
    Economics Bulletin, 2012, 32, (4), 2768-2778
15. On the Relationship between World Oil Prices and GCC Stock Markets
    Journal of Quantitative Economics, 2012, 10, (1), 98-120
    See also Working Paper (2013)
16. On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness
    Energy Economics, 2012, 34, (2), 611-617 View citations (5)
17. STOCK RETURNS AND OIL PRICE CHANGES IN EUROPE: A SECTOR ANALYSIS
    Manchester School, 2012, 80, (2), 237-261

2011

18. Do on/off time series models reproduce emerging stock market comovements?
    Economics Bulletin, 2011, 31, (1), 960-968
19. Does crude oil move stock markets in Europe? A sector investigation
    Economic Modelling, 2011, 28, (4), 1716-1725 View citations (2)
20. Oil Prices and Stock Markets in Europe: A Sector Perspective
    Recherches économiques de Louvain, 2011, 77, (1), 5-30
    See also Working Paper (2011)
21. Return and volatility transmission between world oil prices and stock markets of the GCC countries
    Economic Modelling, 2011, 28, (4), 1815-1825 View citations (4)
22. The current international financial crisis in 10 questions: some lessons
    Applied Economics Letters, 2011, 18, (3), 279-283
23. The speculative efficiency of the aluminum market: A nonlinear Investigation
    Economie Internationale, 2011, (126-127), 73-90
24. Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management
    Journal of International Money and Finance, 2011, 30, (7), 1387-1405 View citations (8)

2010

25. Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions
    Applied Financial Economics, 2010, 20, (8), 669-680
    See also Working Paper (2010)
26. Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe
    Revue économique, 2010, Volume 61, (5), 945-959
    See also Working Paper (2010)
27. Oil Prices and Stock Markets: What Drives What in the Gulf Corporation Council Countries
    Economie Internationale, 2010, (122), 41-56 View citations (2)
    See also Working Paper (2010)
28. Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade
    Energy Policy, 2010, 38, (8), 4528-4539 View citations (8)
    See also Working Paper (2010)
29. On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM
    Economics Bulletin, 2010, 30, (2), 1032-1043 View citations (2)
    See also Working Paper (2010)
30. ROE and Value Creation under IAS/IFRS: Evidence of Discordance from French Firms
    European Financial and Accounting Journal, 2010, 2010, (3), 84-112
31. Short and long-term links between oil prices and stock markets in Europe
    Economics Bulletin, 2010, 30, (1), 817-828
32. Stock market integration in Mexico and Argentina: are short- and long-term considerations different?
    Applied Economics Letters, 2010, 17, (15), 1503-1507
33. Stock returns and oil price fluctuations: short and long-run analysis in the GCC context
    International Journal of Global Energy Issues, 2010, 33, (3), 121-138
34. The comovements in international stock markets: new evidence from Latin American emerging countries
    Applied Economics Letters, 2010, 17, (13), 1323-1328 View citations (1)
    See also Working Paper (2008)
35. Time-varying characteristics of cross-market linkages with empirical application to Gulf stock markets
    Managerial Finance, 2010, 36, (1), 57-70 View citations (6)
36. Time-varying predictability in crude-oil markets: the case of GCC countries
    Energy Policy, 2010, 38, (8), 4371-4380 View citations (2)
    See also Working Paper (2010)

2009

37. Analysis of structural breaks in the stock market integration of mexico into world
    Economics Bulletin, 2009, 29, (2), 1380-1392 View citations (1)
38. On the short-term influence of oil price changes on stock markets in gcc countries: linear and nonlinear analyses
    Economics Bulletin, 2009, 29, (2), 795-804 View citations (9)
    See also Working Paper (2009)
39. Stock market integration in the Latin American markets: further evidence from nonlinear modeling
    Economics Bulletin, 2009, 29, (1), 162-168 View citations (1)
    See also Working Paper (2009)

2008

40. Stock craze: an empirical analysis of PER in Chinese equity market
    Economics Bulletin, 2008, 14, (1), 1-17
41. The international price of idiosyncratic risk
    Economics Bulletin, 2008, 28, (4), A0

2007

42. Co-Mouvements des marchés boursiers émergents:Intégration ou contagion ?
    Brussels Economic Review, 2007, 50, (3), 315-333
43. L'intégration boursière internationale: Tests et effets sur la diversification
    Annales d'Economie et de Statistique, 2007, (85), 189-218

2006

44. Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects
    Frontiers in Finance and Economics, 2006, 3, (2), 70-94
    See also Working Paper (2009)
45. 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, 2006, V, (2), 7-15

2005

46. The International Price of Exchange Rate Risk: Evidence from the ICAPM
    The IUP Journal of Applied Economics, 2005, IV, (6), 34-60

2004

47. 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, 2004, 6, (3), 1-13 View citations (1)

2003

48. Arbitrage and Dynamic Asset Pricing
    Economics Bulletin, 2003, 28, (5), A5
49. FInancial Integration and Interenational Portfolio Diversification: A Multivariate Analysis
    Economics Bulletin, 2003, 28, (4), A4