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Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management
El Hedi Arouri, Mohamed; Jouini, Jamel; Nguyen, Duc Khuong - In: Journal of international money and finance 30 (2011) 7, pp. 1387-1406
Persistent link: https://www.econbiz.de/10009807523
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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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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
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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
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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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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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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
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Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions
Jawadi, Fredj; Arouri, Mohamed Hedi; Nguyen, Duc Khuong - In: Applied financial economics 20 (2010) 8, pp. 669-681
Persistent link: https://www.econbiz.de/10008419192
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Relevance of Fair Value Accounting for Financial Instruments: Some French Evidence
El Hedi Arouri, Mohamed; Bellalah, Mondher; Ben Hamida, … - In: International journal of business 17 (2012) 2, pp. 209-209
Persistent link: https://www.econbiz.de/10009972047
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Time-varying predictability in crude-oil markets: the case of GCC countries
El Hedi Arouri, Mohamed; Huong Dinh, Thanh; Khuong … - In: Energy policy 38 (2010) 8, pp. 4371-4381
Persistent link: https://www.econbiz.de/10008414811