Details about Mohamed AROURI

Access statistics for papers by Mohamed AROURI.

Last updated 2022-03-14. Update your information in the RePEc Author Service.

Short-id: par32

Working Papers

2021

1. Greenwashing and product market competition
   Post-Print, HAL View citations (13)
   See also Journal Article in Finance Research Letters (2021)

2020

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

2019

4. Corporate social responsibility and M&A uncertainty
   Post-Print, HAL View citations (22)
   See also Journal Article in Journal of Corporate Finance (2019)

2018

5. Cojumps and Asset Allocation in International Equity Markets
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article in Journal of Economic Dynamics and Control (2019)
6. Implications financières de la RSE
   Post-Print, HAL
7. Information demand and stock market liquidity: International evidence
   Post-Print, HAL View citations (10)
   See also Journal Article in Economic Modelling (2018)
8. On the Determinants of Sovereign Wealth Funds’ Investments: Are Arab SWFs different?
   Post-Print, HAL
   Also in Working Papers, Economic Research Forum (2008)
9. On the Impact of Household Asset level and Inequality on Inter-governorate Migration: Evidence from Egypt
   Working Papers, Economic Research Forum
10. Pay Dividends or Invest in Corporate Social Responsibility: Is there an Inverted-U relationship?
    Post-Print, HAL

2017

11. Are Dividends Detrimental to Corporate Social Performance?
    Post-Print, HAL
    Also in Post-Print, HAL (2017)
12. CSR Performance and the Value of Cash Holdings: International Evidence
    Post-Print, HAL View citations (31)
    See also Journal Article in Journal of Business Ethics (2017)
13. Is Internal Migration A Way to Cope With Climate Change? Evidence From Egypt
    Working Papers, Economic Research Forum
14. Jump risk premia across major international equity markets
    Post-Print, HAL
    See also Journal Article in Journal of Empirical Finance (2019)
15. 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 in The World Economy (2017)

2016

16. Do Pensions Reduce the Incentive to Work? Evidence From Egypt
    Working Papers, Economic Research Forum
    See also Journal Article in Economic Annals (2018)
17. Does Microcredit Reduce Gender Gap in Employment? An Application of Decomposition Analysis to Egypt
    Working Papers, Economic Research Forum
18. 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)
19. Does Urbanization Reduce Rural Poverty? Evidence from Vietnam
    Post-Print, HAL View citations (1)
    See also Journal Article in Economic Modelling (2017)
20. Economic policy uncertainty and stock markets: Long-run evidence from the US
    Post-Print, HAL View citations (142)
    See also Journal Article in Finance Research Letters (2016)
21. 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 (9)
22. 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 in Children and Youth Services Review (2019)
23. 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 (19)
24. The More Children You Have the More Likely You Are to Smoke? Evidence from Vietnam
    Post-Print, HAL

2015

25. 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 (76)
    Also in Post-Print, HAL (2015) View citations (72)
    See also Journal Article in World Development (2015)

2014

26. Access to improved water, human capital and economic activity in Africa
    MPRA Paper, University Library of Munich, Germany
27. 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)
28. Drivers of LBO operating performance: an empirical investigation in Latin America. 2
    Post-Print, HAL
29. Energy use and Economic Growth in Africa: A Panel Granger-Causality Investigation
    Post-Print, HAL View citations (8)
    See also Journal Article in Economics Bulletin (2014)
30. Equity Risk Premium and Regional Integration
    Working Papers, Department of Research, Ipag Business School View citations (1)
31. Informal economy in Africa: Building human capital to set the Gazelles free
    Working Papers, Bogazici University, Department of Economics View citations (6)
32. 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 (54)
    See also Journal Article in Energy Economics (2014)
33. 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 (12)
34. 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 in Economic Modelling (2015)

2013

35. Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations
    Post-Print, HAL View citations (35)
    Also in Grenoble Ecole de Management (Post-Print), HAL (2013) View citations (40)
    See also Journal Article in Applied Economics (2013)
36. Herding in French stock markets: Empirical evidence from equity mutual funds
    Post-Print, HAL View citations (2)
37. 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 in The Quarterly Review of Economics and Finance (2012)
38. On the relationship between world oil prices and GCC stock markets
    Working Papers, HAL View citations (7)
    See also Journal Article in Journal of Quantitative Economics (2012)
39. On the short- and long-run efficiency of energy and precious metal markets
    Working Papers, HAL View citations (28)
    See also Journal Article in Energy Economics (2013)
40. What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?
    Post-Print, HAL View citations (9)
    Also in Grenoble Ecole de Management (Post-Print), HAL (2013) View citations (9)
    Working Papers, HAL (2010)
    See also Journal Article in Journal of Macroeconomics (2013)

2012

41. Energy Consumption, Economic Growth and CO2 Emissions in Middle East and North African Countries
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (333)
    Also in Post-Print, HAL (2012) View citations (318)
    See also Journal Article in Energy Policy (2012)
42. Evolution of the US Stock Market Risk Premium in Periods of Crisis
    Post-Print, HAL
43. Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
    Post-Print, HAL View citations (107)
    Also in LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2010) View citations (5)
    Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam (2010) View citations (23)
    Working Papers, HAL (2010) View citations (5)
    See also Journal Article in Energy Economics (2012)
44. Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS
    Post-Print, HAL View citations (34)
    See also Journal Article in Economic Modelling (2012)
45. Sources d'inefficience et ajustement asymétrique des cours boursiers
    Post-Print, HAL

2011

46. How do oil prices affect stock returns in GCC markets? An asymmetric cointegration approach
    Post-Print, HAL View citations (3)
47. Income Level and Environmental Quality in The MENA Countries: Discussing the Environmental Kuznets Curve Hypothesis
    Working Papers, Economic Research Forum View citations (1)
48. Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data
    Post-Print, HAL View citations (1)
    See also Chapter (2011)
49. 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 (10)
    See also Journal Article in Recherches économiques de Louvain (2011)
50. 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 (15)
    CESifo Working Paper Series, CESifo (2010) View citations (21)
    See also Journal Article in International Economics (2010)
51. Oil price and stock markets in Europe: a sector by sector perspective
    Post-Print, HAL View citations (2)
52. Return and volatility transmission between world oil prices and stock markets of the GCC countries
    EcoMod2011, EcoMod View citations (195)
    See also Journal Article in Economic Modelling (2011)

2010

53. Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models
    EcoMod2010, EcoMod View citations (3)
54. Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions
    Working Papers, HAL View citations (8)
55. 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)
56. 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)
57. Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets
    Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam View citations (1)
58. Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade
    Working Papers, HAL View citations (282)
    See also Journal Article in Energy Policy (2010)
59. On The Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries
    Working Papers, Economic Research Forum View citations (2)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2009) View citations (6)
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2009) View citations (11)
60. 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)
61. 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)
62. Synchronization and nonlinear interdependence of short-term interest rates
    Working Papers, HAL
63. Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries
    Working Papers, HAL View citations (40)
    See also Journal Article in Energy Policy (2010)

2009

64. 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
65. A la Recherche des Facteurs Déterminants de l'Intégration Internationale des Marchés Boursiers: une Analyse sur Données de Panel
    Working Papers, HAL
66. 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 in Frontiers in Finance and Economics (2006)
67. 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 (1)
    See also Journal Article in Finance (2006)
68. On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses
    Papers, arXiv.org View citations (48)
    Also in Working Papers, HAL (2009) View citations (48)
    Post-Print, HAL (2009) View citations (47)
    See also Journal Article in Economics Bulletin (2009)
69. Stock market integration in the Latin American markets: further evidence from nonlinear modeling
    Papers, arXiv.org View citations (7)
    Also in Post-Print, HAL (2009) View citations (6)
    See also Journal Article in Economics Bulletin (2009)
70. Structural Breaks in the Mexico's Integration into the World Stock Market
    Working Papers, HAL
    Also in Papers, arXiv.org (2009)

2008

71. Are American and French Stok Markets Integrated?
    Post-Print, HAL View citations (1)
    See also Journal Article in The International Journal of Business and Finance Research (2008)
72. Coût du capital, LBO et évaluation des entreprises non côtées
    Post-Print, HAL
73. Coûts de transaction, contagion, mimétisme et dynamique asymétriques des cours boursiers
    Post-Print, HAL
74. 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 in Revue française de gestion (2008)
75. Effets incitatifs des stocks-options: le cas des dirigeants français
    Post-Print, HAL
76. Le Biais Domestique: Concept, Mesure et Explications
    Working Papers, HAL
    Also in Post-Print, HAL (2008)
77. 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)
78. 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 in Economics Bulletin (2008)
79. Stock Market Integration in the Emerging Countries
    Post-Print, HAL View citations (7)
80. 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 in Applied Economics Letters (2010)

2007

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

2006

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

2003

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

Journal Articles

2021

1. Greenwashing and product market competition
   Finance Research Letters, 2021, 42, (C) View citations (13)
   See also Working Paper (2021)

2020

2. Does microcredit reduce the gender gap in employment? Evidence from Egypt
   African Development Review, 2020, 32, (2), 111-124 View citations (5)
3. Unpleasant arithmetic of socially responsible investment
   Economics Letters, 2020, 193, (C) View citations (2)
   See also Working Paper (2020)
4. 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 (2020)

2019

5. Cojumps and asset allocation in international equity markets
   Journal of Economic Dynamics and Control, 2019, 98, (C), 1-22 View citations (8)
   See also Working Paper (2018)
6. Corporate social responsibility and M&A uncertainty
   Journal of Corporate Finance, 2019, 56, (C), 176-198 View citations (22)
   See also Working Paper (2019)
7. 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 (7)
   See also Working Paper (2016)
8. Jump risk premia across major international equity markets
   Journal of Empirical Finance, 2019, 52, (C), 1-21 View citations (4)
   See also Working Paper (2017)

2018

9. DO PENSIONS REDUCE THE INCENTIVE TO WORK? EVIDENCE FROM EGYPT
   Economic Annals, 2018, 63, (219), 33 - 60
   See also Working Paper (2016)
10. Information demand and stock market liquidity: International evidence
    Economic Modelling, 2018, 70, (C), 194-202 View citations (10)
    See also Working Paper (2018)
11. Oil prices, exchange rates and stock markets under uncertainty and regime-switching
    Finance Research Letters, 2018, 27, (C), 28-33 View citations (55)
12. Rationality or politics? The color of black gold money
    The Quarterly Review of Economics and Finance, 2018, 70, (C), 62-76 View citations (4)

2017

13. CSR Performance and the Value of Cash Holdings: International Evidence
    Journal of Business Ethics, 2017, 140, (2), 263-284 View citations (33)
    See also Working Paper (2017)
14. Does having more children increase the likelihood of parental smoking? Evidence from Vietnam
    Oxford Development Studies, 2017, 45, (3), 260-275
15. Does urbanization reduce rural poverty? Evidence from Vietnam
    Economic Modelling, 2017, 60, (C), 253-270 View citations (14)
    See also Working Paper (2016)
16. 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 (2017)

2016

17. Economic growth and insurance development: The role of institutional environments
    Economic Modelling, 2016, 59, (C), 361-369 View citations (27)
18. Economic policy uncertainty and stock markets: Long-run evidence from the US
    Finance Research Letters, 2016, 18, (C), 136-141 View citations (147)
    See also Working Paper (2016)

2015

19. Natural Disasters, Household Welfare, and Resilience: Evidence from Rural Vietnam
    World Development, 2015, 70, (C), 59-77 View citations (81)
    See also Working Paper (2015)
20. World gold prices and stock returns in China: Insights for hedging and diversification strategies
    Economic Modelling, 2015, 44, (C), 273-282 View citations (132)
    See also Working Paper (2014)

2014

21. Economic policy uncertainty, oil price shocks and GCC stock markets
    Economics Bulletin, 2014, 34, (3), 1822-1834 View citations (43)
22. Energy use and economic growth in Africa: a panel Granger-causality investigation
    Economics Bulletin, 2014, 34, (2), 1247-1258 View citations (19)
    See also Working Paper (2014)
23. Financial linkages between US sector credit default swaps markets
    Journal of International Financial Markets, Institutions and Money, 2014, 33, (C), 223-243 View citations (15)
24. 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 (92)
    See also Working Paper (2014)

2013

25. 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 (41)
    See also Working Paper (2013)
26. Investor attention and stock market activity: Evidence from France
    Economic Modelling, 2013, 35, (C), 674-681 View citations (70)
27. On the short- and long-run efficiency of energy and precious metal markets
    Energy Economics, 2013, 40, (C), 832-844 View citations (26)
    See also Working Paper (2013)
28. Re-investigating the electricity consumption and economic growth nexus in Portugal
    Energy Policy, 2013, 62, (C), 1515-1524 View citations (35)
29. 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 (9)
    See also Working Paper (2013)

2012

30. An international CAPM for partially integrated markets: Theory and empirical evidence
    Journal of Banking & Finance, 2012, 36, (9), 2473-2493 View citations (40)
31. Energy consumption, economic growth and CO2 emissions in Middle East and North African countries
    Energy Policy, 2012, 45, (C), 342-349 View citations (337)
    See also Working Paper (2012)
32. Environmental Regulation and Competitiveness: Evidence from Romania
    Ecological Economics, 2012, 81, (C), 130-139 View citations (19)
33. 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 (106)
    See also Working Paper (2012)
34. 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 (112)
    See also Working Paper (2013)
35. MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS
    Macroeconomic Dynamics, 2012, 16, (S2), 232-251 View citations (5)
36. Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration?
    Economics Bulletin, 2012, 32, (3), 2481-2489
37. Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS
    Economic Modelling, 2012, 29, (3), 884-892 View citations (36)
    See also Working Paper (2012)
38. 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 (167)
39. Oil-stock volatility transmission, portfolio selection and hedging
    Economics Bulletin, 2012, 32, (4), 2768-2778
40. On the Relationship between World Oil Prices and GCC Stock Markets
    Journal of Quantitative Economics, 2012, 10, (1), 98-120 View citations (9)
    See also Working Paper (2013)
41. 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 (248)
42. STOCK RETURNS AND OIL PRICE CHANGES IN EUROPE: A SECTOR ANALYSIS
    Manchester School, 2012, 80, (2), 237-261 View citations (12)

2011

43. Do on/off time series models reproduce emerging stock market comovements?
    Economics Bulletin, 2011, 31, (1), 960-968 View citations (6)
44. Does crude oil move stock markets in Europe? A sector investigation
    Economic Modelling, 2011, 28, (4), 1716-1725 View citations (138)
45. Oil Prices and Stock Markets in Europe: A Sector Perspective
    Recherches économiques de Louvain, 2011, 77, (1), 5-30 View citations (8)
    See also Working Paper (2011)
46. Return and volatility transmission between world oil prices and stock markets of the GCC countries
    Economic Modelling, 2011, 28, (4), 1815-1825 View citations (201)
    See also Working Paper (2011)
47. The current international financial crisis in 10 questions: some lessons
    Applied Economics Letters, 2011, 18, (3), 279-283 View citations (1)
48. 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 (369)

2010

49. 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)
50. 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 (2010)
51. 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 (2011)
52. 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 (282)
    See also Working Paper (2010)
53. 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)
54. 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 (2010)
55. Short and long-term links between oil prices and stock markets in Europe
    Economics Bulletin, 2010, 30, (1), 817-828 View citations (5)
56. Stock market integration in Mexico and Argentina: are short- and long-term considerations different?
    Applied Economics Letters, 2010, 17, (15), 1503-1507 View citations (4)
57. 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)
58. 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 (2008)
59. Time-varying predictability in crude-oil markets: the case of GCC countries
    Energy Policy, 2010, 38, (8), 4371-4380 View citations (42)
    See also Working Paper (2010)

2009

60. Analysis of structural breaks in the stock market integration of mexico into world
    Economics Bulletin, 2009, 29, (2), 1380-1392 View citations (1)
61. 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 (48)
    See also Working Paper (2009)
62. 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 (2009)

2008

63. 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 (2008)
64. 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 (2008)
65. The international price of idiosyncratic risk
    Economics Bulletin, 2008, 28, (4), A0
66. 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 (2008)

2007

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

2006

69. 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)
70. 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)
71. La prime de risque dans un cadre international: le risque de change est-il apprécié ?
    Finance, 2006, 27, (1), 131-170
    See also Working Paper (2009)

2005

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

2004

73. 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 (3)

Edited books

2013

1. 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 (2011)