Mohamed El Hedi Arouri

EDHEC Business School

58 rue du Port

Lille, 59046

France

SCHOLARLY PAPERS

8

DOWNLOADS

1,539

TOTAL CITATIONS
Rank 39,940

SSRN RANKINGS

Top 39,940

in Total Papers Citations

12

Scholarly Papers (8)

1.

An International CAPM for Partially Integrated Markets: Theory and Empirical Evidence

Journal of Banking and Finance, Vol. 36, No. 9, 2012
Number of pages: 54 Posted: 23 Dec 2012
Mohamed El Hedi Arouri, Duc Khuong Nguyen and Kuntara Pukthuanthong
EDHEC Business School, IPAG Business School and University of Missouri, Columbia
Downloads 395 (155,528)

Abstract:

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ICAPM, integration, emerging markets, multivariate GARCH

2.

Co-Movements between Germany and International Stock Markets: Some New Evidence from DCC-GARCH and Wavelet Approaches

Number of pages: 23 Posted: 18 Aug 2013
Gazi Salah Uddin, Mohamed El Hedi Arouri and Aviral Kumar Tiwari
Linkoping University - Department of Management and Engineering Division, EDHEC Business School and Indian Institute of Management Bodh Gaya
Downloads 285 (221,382)
Citation 1

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DCC-GARCH, Co-movement, Wavelet coherence, Germany

3.

Energy Consumption, Economic Growth and CO2 Emissions in Middle East and North African Countries

CESifo Working Paper Series No. 3726
Number of pages: 18 Posted: 13 Feb 2012
EDHEC Business School, Université de Nice Sophia Antipolis, École Supérieure de Commerce and University of OrleansIZA Institute of Labor Economics
Downloads 283 (222,994)
Citation 6

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environmental kuznets curve, carbon dioxide emissions, energy consumption, growth

Environmental Regulation and Competitiveness: Evidence from Romania

CESifo Working Paper Series No. 3916
Number of pages: 20 Posted: 03 Sep 2012
EDHEC Business School, Brunel University London - Department of Economics and Finance, University of OrleansIZA Institute of Labor Economics, Academy of Economic Studies and CES Sorbonne UniversityBucharest Academy of Economic Studies
Downloads 64 (721,014)
Citation 1

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environmental stringency, competitiveness, gravity model

5.

Market Structure and the Cost of Capital

CESifo Working Paper Series No. 4097
Number of pages: 26 Posted: 12 Feb 2013
EDHEC Business School, University of OrleansIZA Institute of Labor Economics, Academy of Economic Studies and CES Sorbonne UniversityBucharest Academy of Economic Studies
Downloads 186 (334,550)

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finance, international asset pricing, firm’s cost of capital segmentation

6.

Energy Use and Economic Growth in Africa: A Panel Granger-Causality Investigation

CESifo Working Paper Series No. 4844
Number of pages: 12 Posted: 08 Jul 2014
EDHEC Business School, Université de Nice Sophia Antipolis, École Supérieure de Commerce and University of OrleansIZA Institute of Labor Economics
Downloads 157 (388,163)
Citation 3

Abstract:

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energy use, growth, VAR

7.

Jump Risk Premia Across Major International Equity Markets

Journal of Empirical Finance, Forthcoming
Number of pages: 50 Posted: 09 Jan 2019 Last Revised: 10 Jan 2019
Mohamed El Hedi Arouri, Oussama M’saddek and Kuntara Pukthuanthong
EDHEC Business School, Université Clermont Auvergne and University of Missouri, Columbia
Downloads 103 (537,817)
Citation 1

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systematic jump risk, risk premium, leverage effect

8.

Equity Risk Premium and Regional Integration

CESifo Working Paper Series No. 4158
Number of pages: 22 Posted: 04 Apr 2013
Mohamed El Hedi Arouri, Frederic Teulon, Christophe Rault and Christophe Rault
EDHEC Business School, Independent and University of OrleansIZA Institute of Labor Economics
Downloads 66 (696,896)

Abstract:

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asset pricing, regional integration, equity risk premium