Mohamed Arouri

Université Côte d'Azur

France

SCHOLARLY PAPERS

11

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CITATIONS
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59

Scholarly Papers (11)

Oil Prices and Stock Markets: What Drives What in the Gulf Corporation Council Countries?

CESifo Working Paper Series No. 2934
Number of pages: 22 Posted: 08 Feb 2010
Mohamed Arouri and Christophe Rault
Université Côte d'Azur and University of Orleans
Downloads 451 (61,568)
Citation 1

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GCC stock markets, oil prices

Oil Prices and Stock Markets: What Drives What in the Gulf Corporation Council Countries?

William Davidson Institute Working Paper No. 960
Number of pages: 20 Posted: 15 Oct 2009
Christophe Rault and Mohamed Arouri
University of Orleans and Université Côte d'Azur
Downloads 90 (282,647)
Citation 47

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GCC stock markets, oil prices

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International Asset Pricing, Integration, Diversification, CAPM

3.

On the Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries

CESifo Working Paper Series No. 2690, William Davidson Institute Working Paper No. 961
Number of pages: 22 Posted: 07 Jul 2009
Mohamed Arouri and Christophe Rault
Université Côte d'Azur and University of Orleans
Downloads 351 (83,646)
Citation 12

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GCC stock markets, oil prices, panel cointegration analysis

4.

Exploring the Causality Links between Energy and Employment in African Countries

IZA Discussion Paper No. 8296
Number of pages: 29 Posted: 12 Jul 2014
Université Côte d'Azur, Université de Nice Sophia Antipolis, École Supérieure de Commerce and University of Orleans
Downloads 49 (386,945)

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growth, energy consumption, employment, VAR

5.

Are American and French Stock Markets Integrated?

The International Journal of Business and Finance Research, Vol. 2, No. 2, pp.107-116, 2008
Number of pages: 10 Posted: 19 Feb 2010
Fredj Jawadi and Mohamed Arouri
Université Paris Ouest - Nanterre, La Défense - EconomiX and Université Côte d'Azur
Downloads 48 (390,484)

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6.

Cojumps and Asset Allocation in International Equity Markets

Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 42 Posted: 28 Nov 2018
Université Côte d'Azur, Université Clermont Auvergne, IPAG Business School and University of Missouri, Columbia
Downloads 31 (457,014)

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cojumps, foreign asset holdings, international diversification

7.

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

IZA Discussion Paper No. 6412
Number of pages: 20 Posted: 25 Mar 2012
Université Côte d'Azur, Université de Nice Sophia Antipolis, École Supérieure de Commerce and University of Orleans
Downloads 28 (471,410)
Citation 4

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carbon dioxide emissions, Environmental Kuznets Curve, energy consumption, growth

8.

Corporate Social Responsibility and M&A Uncertainty

Journal of Corporate Finance, Forthcoming
Number of pages: 49 Posted: 01 Apr 2019
Mohamed Arouri, Mathieu Gomes and Kuntara Pukthuanthong
Université Côte d'Azur, Université Clermont Auvergne and University of Missouri, Columbia
Downloads 13 (556,281)

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Corporate Social Responsibility (CSR), Mergers and Acquisitions (M&A), Risk Arbitrage

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

Number of pages: 39 Posted: 25 Jan 2011
Université Côte d'Azur, IPAG Business School and University of Missouri, Columbia
Downloads 6 (626,458)
Citation 8

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International asset pricing, segmentation, emerging markets, multivariate GARCH

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

Number of pages: 49 Posted: 21 Mar 2011 Last Revised: 05 Feb 2019
Université Côte d'Azur, IPAG Business School and University of Missouri, Columbia
Downloads 3 (650,106)

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international Asset Pricing, Segmentation, Emerging Markets, Multivariate GARCH

10.

Understanding the Relationship between Inflation and Growth: A Wavelet Transformation Approach in the Case of Bangladesh

The World Economy, Vol. 40, Issue 9, pp. 1918-1933, 2017
Number of pages: 16 Posted: 13 Sep 2017
Linkoping University - Department of Management and Engineering Division, Independent, Université Côte d'Azur and Linkoping University
Downloads 0 (661,936)
Citation 1
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11.

The International Price of Exchange Rate Risk: Evidence from the Icapm

The ICFAI Journal of Applied Economics, Vol. 4, No. 6, pp. 34-60, 2005
Posted: 24 Jan 2006
Mohamed Arouri
Université Côte d'Azur

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ICAPM, currency risk, Integration