Mohamed Arouri

Université Côte d'Azur

France

  • Université Côte d'Azur

SCHOLARLY PAPERS

11

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CITATIONS
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Scholarly Papers (11)

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1.

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

Downloads 541 ( 49,456)
Citation 48

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
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 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
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 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
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 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

9.

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

Downloads 9 (580,876)
Citation 8

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 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
Mohamed Arouri, Duc Khuong Nguyen and Kuntara Pukthuanthong
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
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 (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