Details about Mohamed AROURI

Homepage:	https://sites.google.com/site/mohamedarouri/
Postal address:	Université Côte d'Azur, Nice, France
Workplace:	Groupe de Recherche en Management (GRM) (Management Research Group), Institut d'Administration des Entreprises (IAE) (Graduate School of Management), Université Côte d'Azur (University of the Cote d'Azur), (more information at EDIRC) Economic Research Forum (ERF), (more information at EDIRC)

Access statistics for papers by Mohamed AROURI.

Last updated 2024-06-07. Update your information in the RePEc Author Service.

Short-id: par32

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Working Papers

2023

1. Determinants of partial versus full cross-border acquisitions for Sovereign Wealth Funds
   Post-Print, HAL
   See also Journal Article Determinants of partial versus full cross-border acquisitions for Sovereign Wealth Funds, Review of World Economics (Weltwirtschaftliches Archiv), Springer (2024) (2024)
2. War and Cryptocurrency markets: An Empirical Investigation
   Post-Print, HAL View citations (1)
   See also Journal Article War and cryptocurrency markets: An empirical investigation, Economics Bulletin, AccessEcon (2023) View citations (1) (2023)

2022

3. Are socially responsible companies harder to arbitrage?
   Post-Print, HAL
4. CSR and stock market efficiency
   Post-Print, HAL
5. Corporate social responsibility and stock mispricing
   Post-Print, HAL
6. Digitalisation and inclusive Finance
   Post-Print, HAL

2021

7. Economic Growth and Environmental Degradation: The Role of Sectoral Dynamics and Social Sustainability in MENA Countries
   Post-Print, HAL
8. Greenwashing and product market competition
   Post-Print, HAL View citations (31)
   See also Journal Article Greenwashing and product market competition, Finance Research Letters, Elsevier (2021) View citations (38) (2021)

2020

9. Unpleasant arithmetic of socially responsible investment
   Post-Print, HAL View citations (2)
   Also in Post-Print, HAL (2018)
   See also Journal Article Unpleasant arithmetic of socially responsible investment, Economics Letters, Elsevier (2020) View citations (3) (2020)
10. Wealth inequality and inter-governorate migration: Evidence from Egypt
    Post-Print, HAL View citations (1)
    See also Journal Article Wealth inequality and inter-governorate migration: Evidence from Egypt, Progress in Development Studies (2020) View citations (1) (2020)

2019

11. Corporate social responsibility and M&A uncertainty
    Post-Print, HAL View citations (32)
    See also Journal Article Corporate social responsibility and M&A uncertainty, Journal of Corporate Finance, Elsevier (2019) View citations (35) (2019)

2018

12. Cojumps and Asset Allocation in International Equity Markets
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Cojumps and asset allocation in international equity markets, Journal of Economic Dynamics and Control, Elsevier (2019) View citations (11) (2019)
13. Implications financières de la RSE
    Post-Print, HAL
14. Information demand and stock market liquidity: International evidence
    Post-Print, HAL View citations (11)
    See also Journal Article Information demand and stock market liquidity: International evidence, Economic Modelling, Elsevier (2018) View citations (17) (2018)
15. On the Determinants of Sovereign Wealth Funds’ Investments: Are Arab SWFs different?
    Post-Print, HAL
    Also in Working Papers, Economic Research Forum (2008)
16. On the Impact of Household Asset level and Inequality on Inter-governorate Migration: Evidence from Egypt
    Working Papers, Economic Research Forum
17. Pay Dividends or Invest in Corporate Social Responsibility: Is there an Inverted-U relationship?
    Post-Print, HAL

2017

18. Are Dividends Detrimental to Corporate Social Performance?
    Post-Print, HAL
    Also in Post-Print, HAL (2017)
19. CSR Performance and the Value of Cash Holdings: International Evidence
    Post-Print, HAL View citations (38)
    See also Journal Article CSR Performance and the Value of Cash Holdings: International Evidence, Journal of Business Ethics, Springer (2017) View citations (49) (2017)
20. Is Internal Migration A Way to Cope With Climate Change? Evidence From Egypt
    Working Papers, Economic Research Forum
21. Jump risk premia across major international equity markets
    Post-Print, HAL
    See also Journal Article Jump risk premia across major international equity markets, Journal of Empirical Finance, Elsevier (2019) View citations (5) (2019)
22. Understanding the Relationship between Inflation and Growth: A Wavelet Transformation Approach in the Case of Bangladesh
    Post-Print, HAL View citations (4)
    See also Journal Article Understanding the Relationship between Inflation and Growth: A Wavelet Transformation Approach in the Case of Bangladesh, The World Economy, Wiley Blackwell (2017) View citations (5) (2017)

2016

23. Do Pensions Reduce the Incentive to Work? Evidence From Egypt
    Working Papers, Economic Research Forum
    See also Journal Article DO PENSIONS REDUCE THE INCENTIVE TO WORK? EVIDENCE FROM EGYPT, Economic Annals, Faculty of Economics and Business, University of Belgrade (2018) (2018)
24. Does Microcredit Reduce Gender Gap in Employment? An Application of Decomposition Analysis to Egypt
    Working Papers, Economic Research Forum
25. Does Urbanization Help Poverty Reduction in Rural Areas? Evidence from Vietnam
    PGDA Working Papers, Program on the Global Demography of Aging
    Also in Working Papers, HAL (2014) View citations (4)
26. Does Urbanization Reduce Rural Poverty? Evidence from Vietnam
    Post-Print, HAL View citations (1)
    See also Journal Article Does urbanization reduce rural poverty? Evidence from Vietnam, Economic Modelling, Elsevier (2017) View citations (19) (2017)
27. Economic policy uncertainty and stock markets: Long-run evidence from the US
    Post-Print, HAL View citations (177)
    See also Journal Article Economic policy uncertainty and stock markets: Long-run evidence from the US, Finance Research Letters, Elsevier (2016) View citations (192) (2016)
28. Effects of urbanization on economic growth and human capital formation in Africa
    PGDA Working Papers, Program on the Global Demography of Aging
    Also in Working Papers, HAL (2014) View citations (11)
29. Ethnic and Racial Disparities in Children's Education: Comparative Evidence from Ethiopia, India, Peru and Vietnam
    GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France View citations (1)
    Also in WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) (2016) View citations (1)
    See also Journal Article Ethnic and racial disparities in children's education: Comparative evidence from Ethiopia, India, Peru and Viet Nam, Children and Youth Services Review, Elsevier (2019) View citations (8) (2019)
30. On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India
    Post-Print, HAL View citations (20)
31. The More Children You Have the More Likely You Are to Smoke? Evidence from Vietnam
    Post-Print, HAL

2015

32. Investor Following And Volatility: A GARCH Approach
    Post-Print, HAL
33. Natural Disasters, Household Welfare and Resilience: Evidence from Rural Vietnam
    GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France View citations (92)
    Also in Post-Print, HAL (2015) View citations (92)
    See also Journal Article Natural Disasters, Household Welfare, and Resilience: Evidence from Rural Vietnam, World Development, Elsevier (2015) View citations (101) (2015)

2014

34. Access to improved water, human capital and economic activity in Africa
    MPRA Paper, University Library of Munich, Germany
35. Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets
    Working Papers, Department of Research, Ipag Business School View citations (14)
36. Drivers of LBO operating performance: an empirical investigation in Latin America. 2
    Post-Print, HAL
37. Energy use and Economic Growth in Africa: A Panel Granger-Causality Investigation
    Post-Print, HAL View citations (8)
    See also Journal Article Energy use and economic growth in Africa: a panel Granger-causality investigation, Economics Bulletin, AccessEcon (2014) View citations (20) (2014)
38. Equity Risk Premium and Regional Integration
    Working Papers, Department of Research, Ipag Business School View citations (1)
39. Informal economy in Africa: Building human capital to set the Gazelles free
    Working Papers, Bogazici University, Department of Economics View citations (6)
40. Microfinance: A powerful tool for human development in Africa
    Post-Print, HAL View citations (1)
41. 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, Department of Research, Ipag Business School View citations (81)
    See also Journal Article 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 (2014) View citations (114) (2014)
42. Persistence of Performance Using the Four-Factor Pricing Model: Evidence from Dow Jones Islamic Index
    Working Papers, Department of Research, Ipag Business School View citations (13)
43. World gold prices and stock returns in China: insights for hedging and diversification strategies
    Working Papers, Department of Research, Ipag Business School View citations (17)
    Also in Working Papers, HAL (2013) View citations (10)
    See also Journal Article World gold prices and stock returns in China: Insights for hedging and diversification strategies, Economic Modelling, Elsevier (2015) View citations (156) (2015)

2013

44. Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations
    Grenoble Ecole de Management (Post-Print), HAL View citations (39)
    Also in Post-Print, HAL (2013) View citations (34)
    See also Journal Article Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations, Applied Economics, Taylor & Francis Journals (2013) View citations (46) (2013)
45. Herding in French stock markets: Empirical evidence from equity mutual funds
    Post-Print, HAL View citations (2)
46. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
    Working Papers, HAL View citations (5)
    See also Journal Article Long memory and structural breaks in modeling the return and volatility dynamics of precious metals, The Quarterly Review of Economics and Finance, Elsevier (2012) View citations (115) (2012)
47. On the relationship between world oil prices and GCC stock markets
    Working Papers, HAL View citations (7)
    See also Journal Article On the Relationship between World Oil Prices and GCC Stock Markets, Journal of Quantitative Economics, The Indian Econometric Society (2012) View citations (10) (2012)
48. On the short- and long-run efficiency of energy and precious metal markets
    Working Papers, HAL View citations (29)
    See also Journal Article On the short- and long-run efficiency of energy and precious metal markets, Energy Economics, Elsevier (2013) View citations (27) (2013)
49. What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?
    Post-Print, HAL View citations (10)
    Also in Grenoble Ecole de Management (Post-Print), HAL (2013) View citations (9)
    Working Papers, HAL (2010)
    See also Journal Article What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis?, Journal of Macroeconomics, Elsevier (2013) View citations (10) (2013)

2012

50. Energy Consumption, Economic Growth and CO2 Emissions in Middle East and North African Countries
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (381)
    Also in Post-Print, HAL (2012) View citations (335)
    See also Journal Article Energy consumption, economic growth and CO2 emissions in Middle East and North African countries, Energy Policy, Elsevier (2012) View citations (354) (2012)
51. Evolution of the US Stock Market Risk Premium in Periods of Crisis
    Post-Print, HAL
52. Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
    Post-Print, HAL View citations (110)
    Also in Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam (2010) View citations (24)
    Working Papers, HAL (2010) View citations (5)
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2010) View citations (5)
    See also Journal Article Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models, Energy Economics, Elsevier (2012) View citations (112) (2012)
53. Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS
    Post-Print, HAL View citations (37)
    See also Journal Article Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS, Economic Modelling, Elsevier (2012) View citations (39) (2012)
54. Sources d'inefficience et ajustement asymétrique des cours boursiers
    Post-Print, HAL

2011

55. How do oil prices affect stock returns in GCC markets? An asymmetric cointegration approach
    Post-Print, HAL View citations (3)
56. Income Level and Environmental Quality in The MENA Countries: Discussing the Environmental Kuznets Curve Hypothesis
    Working Papers, Economic Research Forum View citations (1)
57. Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data
    Post-Print, HAL View citations (1)
    See also Chapter Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data, Palgrave Macmillan Books, Palgrave Macmillan (2011) View citations (1) (2011)
58. 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) View citations (11)
    See also Journal Article Oil Prices and Stock Markets in Europe: A Sector Perspective, Recherches économiques de Louvain, De Boeck Université (2011) View citations (9) (2011)
59. Oil Prices and Stock Markets: What Drives What in the Gulf Corporation Council Countries?
    Working Papers, Economic Research Forum View citations (1)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2009) View citations (16)
    CESifo Working Paper Series, CESifo (2010) View citations (21)
    See also Journal Article Oil Prices and Stock Markets: What Drives What in the Gulf Corporation Council Countries, International Economics, CEPII research center (2010) View citations (20) (2010)
60. Oil price and stock markets in Europe: a sector by sector perspective
    Post-Print, HAL View citations (2)
61. Return and volatility transmission between world oil prices and stock markets of the GCC countries
    EcoMod2011, EcoMod View citations (220)
    See also Journal Article Return and volatility transmission between world oil prices and stock markets of the GCC countries, Economic Modelling, Elsevier (2011) View citations (225) (2011)

2010

62. Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models
    EcoMod2010, EcoMod View citations (3)
63. Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions
    Working Papers, HAL View citations (8)
    See also Journal Article Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions, Applied Financial Economics, Taylor & Francis Journals (2010) View citations (9) (2010)
64. Herding by institutional investors: empirical evidence from French mutual funds
    Working Papers, HAL View citations (2)
    Also in LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2009)
65. Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe
    Working Papers, HAL View citations (2)
    See also Journal Article Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe, Revue économique, Presses de Sciences-Po (2010) View citations (2) (2010)
66. Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets
    Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam View citations (1)
67. Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade
    Working Papers, HAL View citations (321)
    See also Journal Article Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade, Energy Policy, Elsevier (2010) View citations (320) (2010)
68. On The Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries
    Working Papers, Economic Research Forum View citations (3)
    Also in LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2009) View citations (11)
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2009) View citations (8)
69. 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 On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM, Economics Bulletin, AccessEcon (2010) View citations (2) (2010)
70. ROE and value creation under IAS-IFRS: evidence of discordance from French firms
    Post-Print, HAL
    See also Journal Article ROE and Value Creation under IAS/IFRS: Evidence of Discordance from French Firms, European Financial and Accounting Journal, Prague University of Economics and Business (2010) (2010)
71. Synchronization and nonlinear interdependence of short-term interest rates
    Working Papers, HAL
72. Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries
    Working Papers, HAL View citations (43)
    See also Journal Article Time-varying predictability in crude-oil markets: the case of GCC countries, Energy Policy, Elsevier (2010) View citations (44) (2010)

2009

73. 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
74. A la Recherche des Facteurs Déterminants de l'Intégration Internationale des Marchés Boursiers: une Analyse sur Données de Panel
    Working Papers, HAL
75. Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects
    Papers, arXiv.org
    Also in Working Papers, HAL (2006) View citations (4)
    See also Journal Article Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects, Frontiers in Finance and Economics, SKEMA Business School (2006) (2006)
76. 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)
    Post-Print, HAL (2006) View citations (3)
    See also Journal Article La prime de risque dans un cadre international: le risque de change est-il apprécié ?, Finance, Presses universitaires de Grenoble (2006) View citations (2) (2006)
77. On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses
    Post-Print, HAL View citations (47)
    Also in Papers, arXiv.org (2009) View citations (50)
    Working Papers, HAL (2009) View citations (48)
    See also Journal Article On the short-term influence of oil price changes on stock markets in gcc countries: linear and nonlinear analyses, Economics Bulletin, AccessEcon (2009) View citations (50) (2009)
78. Stock market integration in the Latin American markets: further evidence from nonlinear modeling
    Post-Print, HAL View citations (6)
    Also in Papers, arXiv.org (2009) View citations (7)
    See also Journal Article Stock market integration in the Latin American markets: further evidence from nonlinear modeling, Economics Bulletin, AccessEcon (2009) View citations (7) (2009)
79. Structural Breaks in the Mexico's Integration into the World Stock Market
    Papers, arXiv.org
    Also in Working Papers, HAL (2009) View citations (1)

2008

80. Are American and French Stok Markets Integrated?
    Post-Print, HAL View citations (1)
    See also Journal Article ARE AMERICAN AND FRENCH STOCK MARKETS INTEGRATED?, The International Journal of Business and Finance Research, The Institute for Business and Finance Research (2008) View citations (7) (2008)
81. Coût du capital, LBO et évaluation des entreprises non côtées
    Post-Print, HAL
82. Coûts de transaction, contagion, mimétisme et dynamique asymétriques des cours boursiers
    Post-Print, HAL
83. EVOLUTION ET EFFETS INCITATIFS DES STOCK-OPTIONS: LE CAS DES DIRIGEANTS DU CAC40
    Working Papers, HAL View citations (1)
    Also in Post-Print, HAL (2008) View citations (1)
    See also Journal Article Évolution et effets incitatifs des stock-options. Le cas des dirigeants du CAC 40, Revue française de gestion, Lavoisier (2008) View citations (1) (2008)
84. Effets incitatifs des stocks-options: le cas des dirigeants français
    Post-Print, HAL
85. Le Biais Domestique: Concept, Mesure et Explications
    Post-Print, HAL
    Also in Working Papers, HAL (2008)
86. Les technologies de l'information et de la communication: vecteurs de diversification des pratiques culturelles ?
    Post-Print, HAL View citations (2)
    Also in LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2008) View citations (1)
    Working Papers, HAL (2008)
87. Stock Craze: an Empirical Analysis of PER in Chinese Equity Market
    Post-Print, HAL View citations (1)
    Also in Post-Print, HAL (2008) View citations (1)
    See also Journal Article Stock craze: an empirical analysis of PER in Chinese equity market, Economics Bulletin, AccessEcon (2008) View citations (1) (2008)
88. Stock Market Integration in the Emerging Countries
    Post-Print, HAL View citations (6)
89. THE COMOVEMENTS IN INTERNATIONAL STOCK MARKETS: NEW EVIDENCE FROM LATIN AMERICAN EMERGING COUNTRIES
    Working Papers, HAL View citations (1)
    Also in Post-Print, HAL (2008) View citations (2)
    Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam (2007)
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2008)
    Post-Print, HAL (2008) View citations (3)
    Post-Print, HAL (2007)
    See also Journal Article The comovements in international stock markets: new evidence from Latin American emerging countries, Applied Economics Letters, Taylor & Francis Journals (2010) View citations (19) (2010)

2007

90. Bais Local: Concepts, Mesure et Explication
    Post-Print, HAL
    Also in Post-Print, HAL (2005)
91. Les TIC: vecteurs de diversification des pratiques culturelles?
    Post-Print, HAL
    Also in Post-Print, HAL (2007)

2006

92. A la Recherche des Facteurs Déterminants de l'Intégration Financière Internationale: une Analyse sur Données de Panel
    Post-Print, HAL

2003

93. Financial Integration and International Portfolio
    International Finance, University Library of Munich, Germany

Journal Articles

2024

1. Climate policy uncertainty and corporate dividends
   Finance Research Letters, 2024, 60, (C) View citations (5)
2. Determinants of partial versus full cross-border acquisitions for Sovereign Wealth Funds
   Review of World Economics (Weltwirtschaftliches Archiv), 2024, 160, (2), 509-539
   See also Working Paper Determinants of partial versus full cross-border acquisitions for Sovereign Wealth Funds, Post-Print (2023) (2023)

2023

3. Drivers of cash holdings value: does economic policy uncertainty matter?
   Economics Bulletin, 2023, 43, (1), 550 - 563
4. Is internal migration a way to cope with weather extremes? Evidence from Egypt
   Journal of Economics and Development, 2023, 25, (4), 317-331
5. On the foundations of firm climate risk exposure
   Review of Accounting and Finance, 2023, 22, (5), 620-635 View citations (3)
6. War and cryptocurrency markets: An empirical investigation
   Economics Bulletin, 2023, 43, (4), 1614 - 1625 View citations (1)
   See also Working Paper War and Cryptocurrency markets: An Empirical Investigation, Post-Print (2023) View citations (1) (2023)

2022

7. Volatility Spillovers between Stock and Energy Markets during Crises: A Comparative Assessment between the 2008 Global Financial Crisis and the Covid-19 Pandemic Crisis
   Finance Research Letters, 2022, 46, (PA) View citations (29)

2021

8. Greenwashing and product market competition
   Finance Research Letters, 2021, 42, (C) View citations (38)
   See also Working Paper Greenwashing and product market competition, Post-Print (2021) View citations (31) (2021)

2020

9. Does microcredit reduce the gender gap in employment? Evidence from Egypt
   African Development Review, 2020, 32, (2), 111-124 View citations (6)
10. Unpleasant arithmetic of socially responsible investment
    Economics Letters, 2020, 193, (C) View citations (3)
    See also Working Paper Unpleasant arithmetic of socially responsible investment, Post-Print (2020) View citations (2) (2020)
11. Wealth inequality and inter-governorate migration: Evidence from Egypt
    Progress in Development Studies, 2020, 20, (2), 119-139 View citations (1)
    See also Working Paper Wealth inequality and inter-governorate migration: Evidence from Egypt, Post-Print (2020) View citations (1) (2020)

2019

12. Cojumps and asset allocation in international equity markets
    Journal of Economic Dynamics and Control, 2019, 98, (C), 1-22 View citations (11)
    See also Working Paper Cojumps and Asset Allocation in International Equity Markets, MPRA Paper (2018) View citations (1) (2018)
13. Corporate social responsibility and M&A uncertainty
    Journal of Corporate Finance, 2019, 56, (C), 176-198 View citations (35)
    See also Working Paper Corporate social responsibility and M&A uncertainty, Post-Print (2019) View citations (32) (2019)
14. Ethnic and racial disparities in children's education: Comparative evidence from Ethiopia, India, Peru and Viet Nam
    Children and Youth Services Review, 2019, 100, (C), 503-514 View citations (8)
    See also Working Paper Ethnic and Racial Disparities in Children's Education: Comparative Evidence from Ethiopia, India, Peru and Vietnam, GREDEG Working Papers (2016) View citations (1) (2016)
15. Jump risk premia across major international equity markets
    Journal of Empirical Finance, 2019, 52, (C), 1-21 View citations (5)
    See also Working Paper Jump risk premia across major international equity markets, Post-Print (2017) (2017)

2018

16. DO PENSIONS REDUCE THE INCENTIVE TO WORK? EVIDENCE FROM EGYPT
    Economic Annals, 2018, 63, (219), 33 - 60
    See also Working Paper Do Pensions Reduce the Incentive to Work? Evidence From Egypt, Working Papers (2016) (2016)
17. Information demand and stock market liquidity: International evidence
    Economic Modelling, 2018, 70, (C), 194-202 View citations (17)
    See also Working Paper Information demand and stock market liquidity: International evidence, Post-Print (2018) View citations (11) (2018)
18. Oil prices, exchange rates and stock markets under uncertainty and regime-switching
    Finance Research Letters, 2018, 27, (C), 28-33 View citations (68)
19. Rationality or politics? The color of black gold money
    The Quarterly Review of Economics and Finance, 2018, 70, (C), 62-76 View citations (6)

2017

20. CSR Performance and the Value of Cash Holdings: International Evidence
    Journal of Business Ethics, 2017, 140, (2), 263-284 View citations (49)
    See also Working Paper CSR Performance and the Value of Cash Holdings: International Evidence, Post-Print (2017) View citations (38) (2017)
21. Does having more children increase the likelihood of parental smoking? Evidence from Vietnam
    Oxford Development Studies, 2017, 45, (3), 260-275
22. Does urbanization reduce rural poverty? Evidence from Vietnam
    Economic Modelling, 2017, 60, (C), 253-270 View citations (19)
    See also Working Paper Does Urbanization Reduce Rural Poverty? Evidence from Vietnam, Post-Print (2016) View citations (1) (2016)
23. Understanding the Relationship between Inflation and Growth: A Wavelet Transformation Approach in the Case of Bangladesh
    The World Economy, 2017, 40, (9), 1918-1933 View citations (5)
    See also Working Paper Understanding the Relationship between Inflation and Growth: A Wavelet Transformation Approach in the Case of Bangladesh, Post-Print (2017) View citations (4) (2017)

2016

24. Economic growth and insurance development: The role of institutional environments
    Economic Modelling, 2016, 59, (C), 361-369 View citations (34)
25. Economic policy uncertainty and stock markets: Long-run evidence from the US
    Finance Research Letters, 2016, 18, (C), 136-141 View citations (192)
    See also Working Paper Economic policy uncertainty and stock markets: Long-run evidence from the US, Post-Print (2016) View citations (177) (2016)

2015

26. Natural Disasters, Household Welfare, and Resilience: Evidence from Rural Vietnam
    World Development, 2015, 70, (C), 59-77 View citations (101)
    See also Working Paper Natural Disasters, Household Welfare and Resilience: Evidence from Rural Vietnam, GREDEG Working Papers (2015) View citations (92) (2015)
27. World gold prices and stock returns in China: Insights for hedging and diversification strategies
    Economic Modelling, 2015, 44, (C), 273-282 View citations (156)
    See also Working Paper World gold prices and stock returns in China: insights for hedging and diversification strategies, Working Papers (2014) View citations (17) (2014)

2014

28. Economic policy uncertainty, oil price shocks and GCC stock markets
    Economics Bulletin, 2014, 34, (3), 1822-1834 View citations (54)
29. Energy use and economic growth in Africa: a panel Granger-causality investigation
    Economics Bulletin, 2014, 34, (2), 1247-1258 View citations (20)
    See also Working Paper Energy use and Economic Growth in Africa: A Panel Granger-Causality Investigation, Post-Print (2014) View citations (8) (2014)
30. Financial linkages between US sector credit default swaps markets
    Journal of International Financial Markets, Institutions and Money, 2014, 33, (C), 223-243 View citations (17)
31. 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, 2014, 45, (C), 66-98 View citations (114)
    See also Working Paper 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) View citations (81) (2014)

2013

32. 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 View citations (46)
    See also Working Paper Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations, Grenoble Ecole de Management (Post-Print) (2013) View citations (39) (2013)
33. Investor attention and stock market activity: Evidence from France
    Economic Modelling, 2013, 35, (C), 674-681 View citations (91)
34. On the short- and long-run efficiency of energy and precious metal markets
    Energy Economics, 2013, 40, (C), 832-844 View citations (27)
    See also Working Paper On the short- and long-run efficiency of energy and precious metal markets, Working Papers (2013) View citations (29) (2013)
35. Re-investigating the electricity consumption and economic growth nexus in Portugal
    Energy Policy, 2013, 62, (C), 1515-1524 View citations (36)
36. 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 View citations (10)
    See also Working Paper What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?, Post-Print (2013) View citations (10) (2013)

2012

37. An international CAPM for partially integrated markets: Theory and empirical evidence
    Journal of Banking & Finance, 2012, 36, (9), 2473-2493 View citations (43)
38. Energy consumption, economic growth and CO2 emissions in Middle East and North African countries
    Energy Policy, 2012, 45, (C), 342-349 View citations (354)
    See also Working Paper Energy Consumption, Economic Growth and CO2 Emissions in Middle East and North African Countries, IZA Discussion Papers (2012) View citations (381) (2012)
39. Environmental Regulation and Competitiveness: Evidence from Romania
    Ecological Economics, 2012, 81, (C), 130-139 View citations (31)
40. Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
    Energy Economics, 2012, 34, (1), 283-293 View citations (112)
    See also Working Paper Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models, Post-Print (2012) View citations (110) (2012)
41. 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 (115)
    See also Working Paper Long memory and structural breaks in modeling the return and volatility dynamics of precious metals, Working Papers (2013) View citations (5) (2013)
42. MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS
    Macroeconomic Dynamics, 2012, 16, (S2), 232-251 View citations (5)
43. Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration?
    Economics Bulletin, 2012, 32, (3), 2481-2489
44. Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS
    Economic Modelling, 2012, 29, (3), 884-892 View citations (39)
    See also Working Paper Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS, Post-Print (2012) View citations (37) (2012)
45. 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 (216)
46. Oil-stock volatility transmission, portfolio selection and hedging
    Economics Bulletin, 2012, 32, (4), 2768-2778
47. On the Relationship between World Oil Prices and GCC Stock Markets
    Journal of Quantitative Economics, 2012, 10, (1), 98-120 View citations (10)
    See also Working Paper On the relationship between world oil prices and GCC stock markets, Working Papers (2013) View citations (7) (2013)
48. 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 (303)
49. STOCK RETURNS AND OIL PRICE CHANGES IN EUROPE: A SECTOR ANALYSIS
    Manchester School, 2012, 80, (2), 237-261 View citations (12)

2011

50. Do on/off time series models reproduce emerging stock market comovements?
    Economics Bulletin, 2011, 31, (1), 960-968 View citations (6)
51. Does crude oil move stock markets in Europe? A sector investigation
    Economic Modelling, 2011, 28, (4), 1716-1725 View citations (155)
52. Oil Prices and Stock Markets in Europe: A Sector Perspective
    Recherches économiques de Louvain, 2011, 77, (1), 5-30 View citations (9)
    See also Working Paper Oil Prices and Stock Markets in Europe: A Sector Perspective, Discussion Papers (REL - Recherches Economiques de Louvain) (2011) View citations (11) (2011)
53. Return and volatility transmission between world oil prices and stock markets of the GCC countries
    Economic Modelling, 2011, 28, (4), 1815-1825 View citations (225)
    See also Working Paper Return and volatility transmission between world oil prices and stock markets of the GCC countries, EcoMod2011 (2011) View citations (220) (2011)
54. The current international financial crisis in 10 questions: some lessons
    Applied Economics Letters, 2011, 18, (3), 279-283 View citations (3)
55. 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 (398)

2010

56. Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions
    Applied Financial Economics, 2010, 20, (8), 669-680 View citations (9)
    See also Working Paper Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions, Working Papers (2010) View citations (8) (2010)
57. L'entrelacement des pratiques culturelles et de l'usage des TIC: une analyse économique
    Economie & Prévision, 2010, n° 194, (3), 33-55
    Also in Économie et Prévision, 2010, 194, (3), 33-55 (2010)
58. Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe
    Revue économique, 2010, 61, (5), 945-959 View citations (2)
    See also Working Paper Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe, Working Papers (2010) View citations (2) (2010)
59. Oil Prices and Stock Markets: What Drives What in the Gulf Corporation Council Countries
    International Economics, 2010, (122), 41–56 View citations (20)
    See also Working Paper Oil Prices and Stock Markets: What Drives What in the Gulf Corporation Council Countries?, Working Papers (2011) View citations (1) (2011)
60. 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 (320)
    See also Working Paper Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade, Working Papers (2010) View citations (321) (2010)
61. 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 On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM, Working Papers (2010) View citations (1) (2010)
62. ROE and Value Creation under IAS/IFRS: Evidence of Discordance from French Firms
    European Financial and Accounting Journal, 2010, 2010, (3), 84-112
    See also Working Paper ROE and value creation under IAS-IFRS: evidence of discordance from French firms, Post-Print (2010) (2010)
63. Short and long-term links between oil prices and stock markets in Europe
    Economics Bulletin, 2010, 30, (1), 817-828 View citations (5)
64. Stock market integration in Mexico and Argentina: are short- and long-term considerations different?
    Applied Economics Letters, 2010, 17, (15), 1503-1507 View citations (5)
65. Stock returns and oil price fluctuations: short and long-run analysis in the GCC context
    International Journal of Global Energy Issues, 2010, 33, (3/4), 121-138 View citations (2)
66. The comovements in international stock markets: new evidence from Latin American emerging countries
    Applied Economics Letters, 2010, 17, (13), 1323-1328 View citations (19)
    See also Working Paper THE COMOVEMENTS IN INTERNATIONAL STOCK MARKETS: NEW EVIDENCE FROM LATIN AMERICAN EMERGING COUNTRIES, Working Papers (2008) View citations (1) (2008)
67. Time-varying predictability in crude-oil markets: the case of GCC countries
    Energy Policy, 2010, 38, (8), 4371-4380 View citations (44)
    See also Working Paper Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries, Working Papers (2010) View citations (43) (2010)

2009

68. Analysis of structural breaks in the stock market integration of mexico into world
    Economics Bulletin, 2009, 29, (2), 1380-1392 View citations (1)
69. 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 (50)
    See also Working Paper On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses, Post-Print (2009) View citations (47) (2009)
70. Stock market integration in the Latin American markets: further evidence from nonlinear modeling
    Economics Bulletin, 2009, 29, (1), 162-168 View citations (7)
    See also Working Paper Stock market integration in the Latin American markets: further evidence from nonlinear modeling, Post-Print (2009) View citations (6) (2009)

2008

71. ARE AMERICAN AND FRENCH STOCK MARKETS INTEGRATED?
    The International Journal of Business and Finance Research, 2008, 2, (2), 107-116 View citations (7)
    See also Working Paper Are American and French Stok Markets Integrated?, Post-Print (2008) View citations (1) (2008)
72. Stock craze: an empirical analysis of PER in Chinese equity market
    Economics Bulletin, 2008, 14, (1), 1-17 View citations (1)
    See also Working Paper Stock Craze: an Empirical Analysis of PER in Chinese Equity Market, Post-Print (2008) View citations (1) (2008)
73. The international price of idiosyncratic risk
    Economics Bulletin, 2008, 28, (4), A0
74. Évolution et effets incitatifs des stock-options. Le cas des dirigeants du CAC 40
    Revue française de gestion, 2008, n° 187, (7), 65-81 View citations (1)
    See also Working Paper EVOLUTION ET EFFETS INCITATIFS DES STOCK-OPTIONS: LE CAS DES DIRIGEANTS DU CAC40, Working Papers (2008) View citations (1) (2008)

2007

75. Co-Mouvements des marchés boursiers émergents:Intégration ou contagion ?
    Brussels Economic Review, 2007, 50, (3), 315-333 View citations (1)
76. L'intégration boursière internationale: Tests et effets sur la diversification
    Annals of Economics and Statistics, 2007, (85), 189-218 View citations (3)

2006

77. 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 Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects, Papers (2009) (2009)
78. 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 View citations (4)
79. La prime de risque dans un cadre international: le risque de change est-il apprécié ?
    Finance, 2006, 27, (1), 131-170 View citations (2)
    See also Working Paper La prime de risque dans un cadre international: le risque de change est-il appr\'eci\'e ?, Papers (2009) View citations (1) (2009)

2005

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

2004

81. 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 (4)

Edited books

2024

1. Handbook on Energy and Economic Growth
   Books, Edward Elgar Publishing

2013

2. Emerging Markets and the Global Economy
   Elsevier Monographs, Elsevier View citations (17)

Chapters

2011

1. Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data
   Palgrave Macmillan View citations (1)
   See also Working Paper Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data, HAL (2011) View citations (1) (2011)