Details about El Mehdi Ferrouhi

Access statistics for papers by El Mehdi Ferrouhi.

Last updated 2025-05-14. Update your information in the RePEc Author Service.

Short-id: pfe398

Working Papers

2024

1. Nonstandard Errors
   Post-Print, HAL View citations (2)
   Also in Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) View citations (6)
   Working Papers, Lund University, Department of Economics (2021)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2024) View citations (2)
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2021)
   IWH Discussion Papers, Halle Institute for Economic Research (IWH) (2021)
   Post-Print, HAL (2021)
   Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration (2021)
   See also Journal Article Nonstandard Errors, Journal of Finance, American Finance Association (2024) View citations (2) (2024)

2018

2. Determinants of banks’ profitability and performance: an overview
   MPRA Paper, University Library of Munich, Germany View citations (2)

2017

3. Determinants of bank deposits in Morocco
   MPRA Paper, University Library of Munich, Germany View citations (1)

2014

4. Savings Determinants of Moroccan banks: A cointegration modeling approach
   MPRA Paper, University Library of Munich, Germany View citations (1)

2013

5. Liquidity Determinants of Moroccan Banking Industry
   MPRA Paper, University Library of Munich, Germany View citations (1)
6. Liquidity risk and contagion in interbank markets: a presentation of Allen and Gale Model
   MPRA Paper, University Library of Munich, Germany
7. Trading mechanisms, return’s volatility and efficiency in the Casablanca Stock Exchange
   MPRA Paper, University Library of Munich, Germany View citations (1)

Journal Articles

2024

1. Macroeconomic indicators and stock market returns: a comparative analysis
   International Journal of Revenue Management, 2024, 14, (4), 333-360
2. Nonstandard Errors
   Journal of Finance, 2024, 79, (3), 2339-2390 View citations (2)
   See also Working Paper Nonstandard Errors, Post-Print (2024) View citations (2) (2024)

2021

3. Calendar anomalies in African stock markets
   Cogent Economics & Finance, 2021, 9, (1), 1978639 View citations (3)
4. Herding Behavior in the Moroccan Stock Exchange
   Journal of African Business, 2021, 22, (3), 309-319 View citations (4)

2020

5. Dynamic dependence between ETFs and crude oil prices by using EGARCH-Copula approach
   Physica A: Statistical Mechanics and its Applications, 2020, 557, (C) View citations (29)

2017

6. DETERMINANTS OF BANK PERFORMANCE IN A DEVELOPING COUNTRY: EVIDENCE FROM MOROCCO
   Organizations and Markets in Emerging Economies, 2017, 8, (1) View citations (2)

2014

7. Moroccan Banks Analysis Using CAMEL Model
   International Journal of Economics and Financial Issues, 2014, 4, (3), 622-627 View citations (4)

Chapters

2022

1. High-Frequency Trading and Market Efficiency in the Moroccan Stock Market
   Springer

2020

2. Comovements and Integration in African Stock Markets
   Chapter 9 in Risk Factors and Contagion in Commodity Markets and Stocks Markets, 2020, pp 237-255