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Threshold stock market integration dynamics
Arouri, Mohamed El Hedi
;
Jawadi, Fredj
- In:
International journal of economics
4
(
2010
)
2
,
pp. 213-222
Persistent link: https://www.econbiz.de/10009925371
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2
Co-mouvements des marchés boursiers émergents : intégration ou contagion?
Arouri, Mohamed El Hedi
;
Jawadi, Fredj
- In:
Brussels economic review
50
(
2007
)
3
,
pp. 315-333
Persistent link: https://www.econbiz.de/10009906205
Saved in:
3
Testing the efficiency of the aluminium market: evidence from London metal exchange
Arouri, Mohamed El Hedi
;
Jawadi, Fredj
;
Mouak, Prosper
- In:
Applied financial economics
23
(
2013
)
6
,
pp. 483-493
Persistent link: https://www.econbiz.de/10010054081
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4
Time-varying characteristics of cross-market linkages with empirical application to Gulf stock markets
Arouri, Mohamed El Hedi
;
Nguyen, Duc Khuong
- In:
Managerial finance
36
(
2010
)
1
,
pp. 57-71
Persistent link: https://www.econbiz.de/10008352660
Saved in:
5
Time-varying characteristics of cross-market linkages with empirical application to Gulf stock markets
Arouri, Mohamed El Hedi
;
Nguyen, Duc Khuong
- In:
Managerial finance
36
(
2009
)
1
,
pp. 57-71
Persistent link: https://www.econbiz.de/10009965945
Saved in:
6
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
Arouri, Mohamed El Hedi
;
Hammoudeh, Shawkat
;
Lahiani, Amine
- In:
The quarterly review of economics and finance : journal …
52
(
2012
)
2
,
pp. 207-219
Persistent link: https://www.econbiz.de/10009981252
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7
On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness
Arouri, Mohamed El Hedi
;
Jouini, Jamel
;
Nguyen, Duc Khuong
- In:
Energy economics
34
(
2012
)
2
,
pp. 611-618
Persistent link: https://www.econbiz.de/10009836247
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8
Return and volatility transmission between world oil prices and stock markets of the GCC countries
Arouri, Mohamed El Hedi
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1815-1826
Persistent link: https://www.econbiz.de/10009017413
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9
An international CAPM for partially integrated markets: Theory and empirical evidence
Arouri, Mohamed El Hedi
;
Nguyen, Duc Khuong
; …
- In:
Journal of banking & finance
36
(
2012
)
9
,
pp. 2473-2494
Persistent link: https://www.econbiz.de/10009996265
Saved in:
10
Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS
Arouri, Mohamed El Hédi
;
Jawadi, Fredj
;
Nguyen, Duc Khuong
- In:
Economic modelling
29
(
2012
)
3
,
pp. 884-893
Persistent link: https://www.econbiz.de/10009848560
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