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Details about Mohamed AROURI

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

Access statistics for papers by Mohamed AROURI.

Last updated 2018-04-04. Update your information in the RePEc Author Service.

Short-id: par32


Jump to Journal Articles Edited books

Working Papers

2017

  1. Are Dividends Detrimental to Corporate Social Performance?
    Post-Print, HAL
    Also in Post-Print, HAL (2017)
  2. CSR Performance and the Value of Cash Holdings: International Evidence
    Post-Print, HAL
    See also Journal Article in Journal of Business Ethics (2017)
  3. Is Internal Migration A Way to Cope With Climate Change? Evidence From Egypt
    Working Papers, Economic Research Forum Downloads
  4. Understanding the Relationship between Inflation and Growth: A Wavelet Transformation Approach in the Case of Bangladesh
    Post-Print, HAL View citations (1)
    See also Journal Article in The World Economy (2017)

2016

  1. Do Pensions Reduce the Incentive to Work? Evidence From Egypt
    Working Papers, Economic Research Forum Downloads
  2. Does Microcredit Reduce Gender Gap in Employment? An Application of Decomposition Analysis to Egypt
    Working Papers, Economic Research Forum Downloads
  3. Does Urbanization Help Poverty Reduction in Rural Areas? Evidence from Vietnam
    PGDA Working Papers, Program on the Global Demography of Aging Downloads
    Also in Working Papers, HAL (2014) Downloads View citations (2)
  4. Does Urbanization Reduce Rural Poverty? Evidence from Vietnam
    Post-Print, HAL Downloads
    See also Journal Article in Economic Modelling (2017)
  5. Effects of urbanization on economic growth and human capital formation in Africa
    PGDA Working Papers, Program on the Global Demography of Aging Downloads
    Also in Working Papers, HAL (2014) Downloads View citations (1)
  6. 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), University of Nice Sophia Antipolis Downloads
    Also in WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) (2016) Downloads
  7. The More Children You Have the More Likely You Are to Smoke? Evidence from Vietnam
    Post-Print, HAL Downloads

2015

  1. Natural Disasters, Household Welfare and Resilience: Evidence from Rural Vietnam
    GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis Downloads View citations (16)
    Also in Post-Print, HAL (2015) Downloads View citations (15)

    See also Journal Article in World Development (2015)

2014

  1. Access to improved water, human capital and economic activity in Africa
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets
    Working Papers, Department of Research, Ipag Business School Downloads View citations (5)
  3. Energy Use and Economic Growth in Africa: A Panel Granger-Causality Investigation
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (17)
    Also in Post-Print, HAL (2014) Downloads View citations (3)

    See also Journal Article in Economics Bulletin (2014)
  4. Equity Risk Premium and Regional Integration
    Working Papers, Department of Research, Ipag Business School Downloads
  5. Informal economy in Africa: Building human capital to set the Gazelles free
    Working Papers, Bogazici University, Department of Economics Downloads View citations (3)
  6. 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 Downloads View citations (7)
    See also Journal Article in Energy Economics (2014)
  7. Persistence of Performance Using the Four-Factor Pricing Model: Evidence from Dow Jones Islamic Index
    Working Papers, Department of Research, Ipag Business School Downloads View citations (12)
  8. World gold prices and stock returns in China: insights for hedging and diversification strategies
    Working Papers, Department of Research, Ipag Business School Downloads View citations (9)
    Also in Working Papers, HAL (2013) Downloads View citations (4)

    See also Journal Article in Economic Modelling (2015)

2013

  1. Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations
    Post-Print, HAL View citations (13)
    Also in Post-Print, HAL (2013) View citations (4)

    See also Journal Article in Applied Economics (2013)
  2. Herding in French stock markets: Empirical evidence from equity mutual funds
    Post-Print, HAL Downloads
  3. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
    Working Papers, HAL Downloads View citations (4)
    See also Journal Article in The Quarterly Review of Economics and Finance (2012)
  4. On the relationship between world oil prices and GCC stock markets
    Working Papers, HAL Downloads
    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 Downloads View citations (11)
    See also Journal Article in Energy Economics (2013)
  6. Sources d’inefficience et ajustement asymétrique des cours boursiers
    Post-Print, HAL
  7. What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?
    Post-Print, HAL
    Also in Working Papers, HAL (2010) Downloads

    See also Journal Article in Journal of Macroeconomics (2013)

2012

  1. Energy Consumption, Economic Growth and CO2 Emissions in Middle East and North African Countries
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (146)
    Also in Post-Print, HAL (2012) Downloads View citations (120)
    IZA Discussion Papers, Institute for the Study of Labor (IZA) (2012) Downloads View citations (126)

    See also Journal Article in Energy Policy (2012)
  2. Environmental Regulation and Competitiveness: Evidence from Romania
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (1)
    See also Journal Article in Ecological Economics (2012)
  3. Evolution of the US Stock Market Risk Premium in Periods of Crisis
    Post-Print, HAL
  4. Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
    Post-Print, HAL View citations (55)
    Also in Working Papers, HAL (2010) Downloads View citations (4)
    Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam (2010) Downloads View citations (20)
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2010) Downloads View citations (1)

    See also Journal Article in Energy Economics (2012)
  5. Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS
    Post-Print, HAL View citations (1)
    See also Journal Article in Economic Modelling (2012)

2011

  1. How do oil prices affect stock returns in GCC markets? An asymmetric cointegration approach
    Post-Print, HAL
  2. Income Level and Environmental Quality in The MENA Countries: Discussing the Environmental Kuznets Curve Hypothesis
    Working Papers, Economic Research Forum Downloads
  3. Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data
    Post-Print, HAL
  4. 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) Downloads View citations (4)
    See also Journal Article in Recherches économiques de Louvain (2011)
  5. Oil Prices and Stock Markets: What Drives What in the Gulf Corporation Council Countries?
    Working Papers, Economic Research Forum Downloads
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2009) Downloads View citations (4)
    CESifo Working Paper Series, CESifo Group Munich (2010) Downloads View citations (8)

    See also Journal Article in International Economics (2010)
  6. Oil price and stock markets in Europe: a sector by sector perspective
    Post-Print, HAL View citations (2)
  7. Return and volatility transmission between world oil prices and stock markets of the GCC countries
    EcoMod2011, EcoMod Downloads View citations (48)
    See also Journal Article in Economic Modelling (2011)

2010

  1. Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions
    Working Papers, HAL Downloads View citations (6)
    See also Journal Article in Applied Financial Economics (2010)
  2. Herding by institutional investors: empirical evidence from French mutual funds
    Working Papers, HAL Downloads
    Also in LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2009) Downloads
  3. Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe
    Working Papers, HAL Downloads View citations (1)
    See also Journal Article in Revue économique (2010)
  4. Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets
    Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam Downloads View citations (1)
  5. Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade
    Working Papers, HAL Downloads View citations (129)
    See also Journal Article in Energy Policy (2010)
  6. On The Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries
    Working Papers, Economic Research Forum Downloads
    Also in CESifo Working Paper Series, CESifo Group Munich (2009) Downloads View citations (7)
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2009) Downloads View citations (1)
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2009) Downloads View citations (3)
  7. On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM
    Working Papers, HAL Downloads View citations (1)
    See also Journal Article in Economics Bulletin (2010)
  8. ROE and value creation under IAS-IFRS: evidence of discordance from French firms
    Post-Print, HAL
    See also Journal Article in European Financial and Accounting Journal (2010)
  9. Synchronization and nonlinear interdependence of short-term interest rates
    Working Papers, HAL Downloads
  10. Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries
    Working Papers, HAL Downloads View citations (19)
    See also Journal Article in Energy Policy (2010)

2009

  1. 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 Downloads
  2. A la Recherche des Facteurs Déterminants de l'Intégration Internationale des Marchés Boursiers: une Analyse sur Données de Panel
    Working Papers, HAL Downloads
  3. Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects
    Papers, arXiv.org Downloads
    Also in Post-Print, HAL (2005)
    Working Papers, HAL (2006) Downloads View citations (4)
    Post-Print, HAL (2006)
    Post-Print, HAL (2005)

    See also Journal Article in Frontiers in Finance and Economics (2006)
  4. La prime de risque dans un cadre international: le risque de change est-il appr\'eci\'e ?
    Papers, arXiv.org Downloads View citations (1)
    Also in Post-Print, HAL (2006)
    Post-Print, HAL (2006)
    Working Papers, HAL (2009) Downloads

    See also Journal Article in Finance (2006)
  5. On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses
    Post-Print, HAL Downloads View citations (19)
    Also in Working Papers, HAL (2009) Downloads View citations (26)
    Papers, arXiv.org (2009) Downloads View citations (20)

    See also Journal Article in Economics Bulletin (2009)
  6. Stock market integration in the Latin American markets: further evidence from nonlinear modeling
    Post-Print, HAL Downloads View citations (5)
    Also in Papers, arXiv.org (2009) Downloads View citations (4)

    See also Journal Article in Economics Bulletin (2009)
  7. Structural Breaks in the Mexico's Integration into the World Stock Market
    Working Papers, HAL Downloads
    Also in Papers, arXiv.org (2009) Downloads

2008

  1. Are American and French Stok Markets Integrated?
    Post-Print, HAL
    See also Journal Article in The International Journal of Business and Finance Research (2008)
  2. Coût du capital, LBO et évaluation des entreprises non côtées
    Post-Print, HAL
  3. Coûts de transaction, contagion, mimétisme et dynamique asymétriques des cours boursiers
    Post-Print, HAL
  4. EVOLUTION ET EFFETS INCITATIFS DES STOCK-OPTIONS: LE CAS DES DIRIGEANTS DU CAC40
    Working Papers, HAL Downloads View citations (1)
    Also in Post-Print, HAL (2008) View citations (1)
  5. Effets incitatifs des stocks-options: le cas des dirigeants français
    Post-Print, HAL
  6. Le Biais Domestique: Concept, Mesure et Explications
    Working Papers, HAL Downloads
    Also in Post-Print, HAL (2008)
  7. Les technologies de l'information et de la communication: vecteurs de diversification des pratiques culturelles ?
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans Downloads View citations (1)
    Also in Post-Print, HAL (2008) View citations (2)
    Working Papers, HAL (2008) Downloads
  8. Stock Craze: an Empirical Analysis of PER in Chinese Equity Market
    Post-Print, HAL
    Also in Post-Print, HAL (2008) View citations (1)

    See also Journal Article in Economics Bulletin (2008)
  9. Stock Market Integration in the Emerging Countries
    Post-Print, HAL View citations (1)
  10. THE COMOVEMENTS IN INTERNATIONAL STOCK MARKETS: NEW EVIDENCE FROM LATIN AMERICAN EMERGING COUNTRIES
    Working Papers, HAL Downloads View citations (1)
    Also in Post-Print, HAL (2007)
    Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam (2007) Downloads
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2008) Downloads
    Post-Print, HAL (2008) View citations (3)
    Post-Print, HAL (2008) View citations (1)

    See also Journal Article in Applied Economics Letters (2010)

2007

  1. Bais Local: Concepts, Mesure et Explication
    Post-Print, HAL
    Also in Post-Print, HAL (2005)
  2. L'intégration boursière internationale: tests et effets sur la diversification
    Post-Print, HAL
    See also Journal Article in Annals of Economics and Statistics (2007)
  3. Les TIC: vecteurs de diversification des pratiques culturelles?
    Post-Print, HAL
    Also in Post-Print, HAL (2007)
  4. Testing World Equity Market Integration: New Evidence from the ICAPM
    Post-Print, HAL
    Also in Post-Print, HAL (2006)

2006

  1. A la Recherche des Facteurs Déterminants de l'Intégration Financière Internationale: une Analyse sur Données de Panel
    Post-Print, HAL
    Also in Post-Print, HAL (2006)
    Post-Print, HAL (2006)
  2. Have Expected Gains from World Market Diversification Decreased in Last Years? Evidence from the ICAPM
    Post-Print, HAL

2004

  1. Integration Financière et Diversification Internationale de Portefeuilles: une Analyse Multivariée
    Post-Print, HAL
    Also in Post-Print, HAL (2004) View citations (1)
    Post-Print, HAL (2004)
  2. International Asset Pricing and World Market Integration: Evidence from a Partially Integrated ICAPM
    Post-Print, HAL
  3. The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach
    Post-Print, HAL

2003

  1. Financial Integration and International Portfolio
    International Finance, EconWPA Downloads
  2. L'Intégration Financière Internationale
    Post-Print, HAL

Undated

  1. Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models
    EcoMod2010, EcoMod Downloads

Journal Articles

2017

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

2016

  1. Economic growth and insurance development: The role of institutional environments
    Economic Modelling, 2016, 59, (C), 361-369 Downloads View citations (3)
  2. Economic policy uncertainty and stock markets: Long-run evidence from the US
    Finance Research Letters, 2016, 18, (C), 136-141 Downloads View citations (9)

2015

  1. Natural Disasters, Household Welfare, and Resilience: Evidence from Rural Vietnam
    World Development, 2015, 70, (C), 59-77 Downloads View citations (16)
    See also Working Paper (2015)
  2. World gold prices and stock returns in China: Insights for hedging and diversification strategies
    Economic Modelling, 2015, 44, (C), 273-282 Downloads View citations (37)
    See also Working Paper (2014)

2014

  1. Economic policy uncertainty, oil price shocks and GCC stock markets
    Economics Bulletin, 2014, 34, (3), 1822-1834 Downloads View citations (10)
  2. Energy use and economic growth in Africa: a panel Granger-causality investigation
    Economics Bulletin, 2014, 34, (2), 1247-1258 Downloads View citations (17)
    See also Working Paper (2014)
  3. Financial linkages between US sector credit default swaps markets
    Journal of International Financial Markets, Institutions and Money, 2014, 33, (C), 223-243 Downloads View citations (8)
  4. 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 Downloads View citations (37)
    See also Working Paper (2014)

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 Downloads View citations (21)
    See also Working Paper (2013)
  2. Investor attention and stock market activity: Evidence from France
    Economic Modelling, 2013, 35, (C), 674-681 Downloads View citations (15)
  3. On the short- and long-run efficiency of energy and precious metal markets
    Energy Economics, 2013, 40, (C), 832-844 Downloads View citations (9)
    See also Working Paper (2013)
  4. Re-investigating the electricity consumption and economic growth nexus in Portugal
    Energy Policy, 2013, 62, (C), 1515-1524 Downloads View citations (19)
  5. 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 Downloads View citations (3)
    See also Working Paper (2013)

2012

  1. An international CAPM for partially integrated markets: Theory and empirical evidence
    Journal of Banking & Finance, 2012, 36, (9), 2473-2493 Downloads View citations (30)
  2. Energy consumption, economic growth and CO2 emissions in Middle East and North African countries
    Energy Policy, 2012, 45, (C), 342-349 Downloads View citations (141)
    See also Working Paper (2012)
  3. Environmental Regulation and Competitiveness: Evidence from Romania
    Ecological Economics, 2012, 81, (C), 130-139 Downloads View citations (1)
    See also Working Paper (2012)
  4. Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
    Energy Economics, 2012, 34, (1), 283-293 Downloads View citations (55)
    See also Working Paper (2012)
  5. 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 Downloads View citations (62)
    See also Working Paper (2013)
  6. MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS
    Macroeconomic Dynamics, 2012, 16, (S2), 232-251 Downloads View citations (3)
  7. Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration?
    Economics Bulletin, 2012, 32, (3), 2481-2489 Downloads
  8. Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS
    Economic Modelling, 2012, 29, (3), 884-892 Downloads View citations (23)
    See also Working Paper (2012)
  9. 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 (65)
  10. Oil-stock volatility transmission, portfolio selection and hedging
    Economics Bulletin, 2012, 32, (4), 2768-2778 Downloads
  11. On the Relationship between World Oil Prices and GCC Stock Markets
    Journal of Quantitative Economics, 2012, 10, (1), 98-120 Downloads View citations (4)
    See also Working Paper (2013)
  12. On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness
    Energy Economics, 2012, 34, (2), 611-617 Downloads View citations (82)
  13. STOCK RETURNS AND OIL PRICE CHANGES IN EUROPE: A SECTOR ANALYSIS
    Manchester School, 2012, 80, (2), 237-261 Downloads View citations (7)

2011

  1. Do on/off time series models reproduce emerging stock market comovements?
    Economics Bulletin, 2011, 31, (1), 960-968 Downloads View citations (4)
  2. Does crude oil move stock markets in Europe? A sector investigation
    Economic Modelling, 2011, 28, (4), 1716-1725 Downloads View citations (60)
  3. Oil Prices and Stock Markets in Europe: A Sector Perspective
    Recherches économiques de Louvain, 2011, 77, (1), 5-30 Downloads View citations (5)
    See also Working Paper (2011)
  4. Return and volatility transmission between world oil prices and stock markets of the GCC countries
    Economic Modelling, 2011, 28, (4), 1815-1825 Downloads View citations (60)
    See also Working Paper (2011)
  5. The current international financial crisis in 10 questions: some lessons
    Applied Economics Letters, 2011, 18, (3), 279-283 Downloads View citations (1)
  6. Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management
    Journal of International Money and Finance, 2011, 30, (7), 1387-1405 Downloads View citations (126)

2010

  1. Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions
    Applied Financial Economics, 2010, 20, (8), 669-680 Downloads View citations (6)
    See also Working Paper (2010)
  2. L'entrelacement des pratiques culturelles et de l'usage des TIC: une analyse économique
    Economie & Prévision, 2010, n° 194, (3), 33-55 Downloads
    Also in Économie et Prévision, 2010, 194, (3), 33-55 (2010) Downloads
  3. Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe
    Revue économique, 2010, 61, (5), 945-959 Downloads View citations (1)
    See also Working Paper (2010)
  4. Oil Prices and Stock Markets: What Drives What in the Gulf Corporation Council Countries
    International Economics, 2010, (122), 41–56 Downloads View citations (5)
    See also Working Paper (2011)
  5. Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade
    Energy Policy, 2010, 38, (8), 4528-4539 Downloads View citations (112)
    See also Working Paper (2010)
  6. 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 Downloads View citations (2)
    See also Working Paper (2010)
  7. ROE and Value Creation under IAS/IFRS: Evidence of Discordance from French Firms
    European Financial and Accounting Journal, 2010, 2010, (3), 84-112 Downloads
    See also Working Paper (2010)
  8. Short and long-term links between oil prices and stock markets in Europe
    Economics Bulletin, 2010, 30, (1), 817-828 Downloads View citations (3)
  9. Stock market integration in Mexico and Argentina: are short- and long-term considerations different?
    Applied Economics Letters, 2010, 17, (15), 1503-1507 Downloads View citations (3)
  10. 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 Downloads View citations (2)
  11. The comovements in international stock markets: new evidence from Latin American emerging countries
    Applied Economics Letters, 2010, 17, (13), 1323-1328 Downloads View citations (12)
    See also Working Paper (2008)
  12. Time-varying predictability in crude-oil markets: the case of GCC countries
    Energy Policy, 2010, 38, (8), 4371-4380 Downloads View citations (30)
    See also Working Paper (2010)

2009

  1. Analysis of structural breaks in the stock market integration of mexico into world
    Economics Bulletin, 2009, 29, (2), 1380-1392 Downloads View citations (1)
  2. 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 Downloads View citations (22)
    See also Working Paper (2009)
  3. Stock market integration in the Latin American markets: further evidence from nonlinear modeling
    Economics Bulletin, 2009, 29, (1), 162-168 Downloads View citations (5)
    See also Working Paper (2009)
  4. Time-varying characteristics of cross-market linkages with empirical application to Gulf stock markets
    Managerial Finance, 2009, 36, (1), 57-70 Downloads View citations (11)

2008

  1. ARE AMERICAN AND FRENCH STOCK MARKETS INTEGRATED?
    The International Journal of Business and Finance Research, 2008, 2, (2), 107-116 Downloads View citations (2)
    See also Working Paper (2008)
  2. Stock craze: an empirical analysis of PER in Chinese equity market
    Economics Bulletin, 2008, 14, (1), 1-17 Downloads View citations (1)
    See also Working Paper (2008)
  3. The international price of idiosyncratic risk
    Economics Bulletin, 2008, 28, (4), A0 Downloads

2007

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

2006

  1. Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects
    Frontiers in Finance and Economics, 2006, 3, (2), 70-94 Downloads
    See also Working Paper (2009)
  2. 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 (1)
  3. La prime de risque dans un cadre international: le risque de change est-il apprécié ?
    Finance, 2006, 27, (1), 131-170 Downloads
    See also Working Paper (2009)

2005

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

2004

  1. 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 Downloads View citations (2)

Edited books

2013

  1. Emerging Markets and the Global Economy
    Elsevier Monographs, Elsevier Downloads View citations (1)
 
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