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Mohamed Arouri

Université Côte d'Azur

France

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Université Côte d'Azur
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SCHOLARLY PAPERS

13

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1,684

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Top 19,958

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33

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Scholarly Papers (13)

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1.

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

Downloads 593 ( 56,220)

Citation 10

2

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 500 (68,825)

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Abstract:

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 93 (339,428)

Citation 10

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Abstract:

GCC stock markets, oil prices

2.

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 387 (94,210)

Citation 6

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Abstract:

GCC stock markets, oil prices, panel cointegration analysis

3.

The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk

Number of pages: 14 Posted: 28 Oct 2004

Mohamed Arouri

Université Côte d'Azur

Downloads 382 (95,685)

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Abstract:

International Asset Pricing, Integration, Diversification, CAPM

4.

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 95 (332,238)

Citation 3

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Abstract:

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

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 57 (441,614)

Citation 1

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6.

Exploring the Causality Links between Energy and Employment in African Countries

IZA Discussion Paper No. 8296

Number of pages: 29 Posted: 12 Jul 2014

Mohamed Arouri, Adel Ben Youssef, Hatem M'Henni and Christophe Rault

Université Côte d'Azur, Université de Nice Sophia Antipolis, École Supérieure de Commerce and University of Orleans

Downloads 56 (445,236)

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Abstract:

growth, energy consumption, employment, VAR

7.

Cojumps and Asset Allocation in International Equity Markets

Journal of Economic Dynamics and Control, Forthcoming

Number of pages: 42 Posted: 28 Nov 2018

Mohamed Arouri, Oussama M’saddek, Duc Khuong Nguyen and Kuntara Pukthuanthong

Université Côte d'Azur, Université Clermont Auvergne, IPAG Business School and University of Missouri, Columbia

Downloads 38 (520,845)

Citation 1

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Abstract:

cojumps, foreign asset holdings, international diversification

8.

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

Mohamed Arouri, Adel Ben Youssef, Hatem M'Henni and Christophe Rault

Université Côte d'Azur, Université de Nice Sophia Antipolis, École Supérieure de Commerce and University of Orleans

Downloads 33 (546,320)

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Abstract:

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

9.

Greenwashing and Product Market Competition

Finance Research Letters, Forthcoming

Number of pages: 14 Posted: 02 Mar 2021

Mohamed Arouri, Sadok El Ghoul and Mathieu Gomes

Université Côte d'Azur, University of Alberta - Campus Saint-Jean and Université Clermont Auvergne

Downloads 26 (587,023)

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Abstract:

Greenwashing, Product market competition, Environmental cost

10.

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

Downloads 17 (648,196)

Citation 1

2

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

Number of pages: 39 Posted: 25 Jan 2011

Mohamed Arouri, Duc Khuong Nguyen and Kuntara Pukthuanthong

Université Côte d'Azur, IPAG Business School and University of Missouri, Columbia

Downloads 11 (720,074)

Citation 1

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Abstract:

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

Mohamed Arouri, Duc Khuong Nguyen and Kuntara Pukthuanthong

Université Côte d'Azur, IPAG Business School and University of Missouri, Columbia

Downloads 6 (762,251)

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Abstract:

international Asset Pricing, Segmentation, Emerging Markets, Multivariate GARCH

11.

The Role of Natural Gas Consumption and Trade in Tunisia’s Output

2014 Energy Policy 66(C):677-684

Posted: 30 Jun 2020

Sahbi Farhani, Muhammad Shahbaz, Mohamed Arouri and Frederic Teulon

Faculté privée de Management et des Sciences de l'Administration de Sousse (FMSA Sousse), Beijing Institute of Technology, Université Côte d'Azur and University of Tuebingen - Leonardo da Vinci University Center

Abstract:

12.

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

Gazi Salah Uddin, Ahmed Taneem Muzaffar, Mohamed Arouri and Bo Sjö

Linkoping University - Department of Management and Engineering Division, Independent, Université Côte d'Azur and Linkoping University

Downloads 0 (793,378)

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

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Abstract:

13.

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

Abstract:

ICAPM, currency risk, Integration

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