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Time-varying predictability in crude-oil markets : the case of GCC countries
Arouri, Mohamed; Dinh, Thanh Huong; Nguyen, Duc Khuong - In: Energy policy 38 (2010) 8, pp. 4371-4380
Persistent link: https://www.econbiz.de/10008655106
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The dynamics of emerging stock markets : empirical assessments and implications
Arouri, Mohamed; Jawadi, Fredj; Nguyen, Duc Khuong - 2010
Persistent link: https://www.econbiz.de/10003888269
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Investor attention and stock market activity : evidence from France
Aouadi, Amal; Arouri, Mohamed; Teulon, Frédéric - In: Economic modelling 35 (2013), pp. 674-681
Persistent link: https://www.econbiz.de/10010336679
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Assessing the intensity of US-Latin American market comovements and contagion effects in times of crisis
Arouri, Mohamed; Lahiani, Amine; Nguyen, Duc Khuong - In: Journal of quantitative economics : official journal of … 11 (2013) 1/2, pp. 130-147
Persistent link: https://www.econbiz.de/10010338339
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On the impacts of oil price fluctuations on European equity markets : volatility spillover and hedging effectiveness
Arouri, Mohamed; Jouini, Jamel; Nguyen, Duc Khuong - In: Energy economics 34 (2012) 2, pp. 611-617
Persistent link: https://www.econbiz.de/10009618672
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Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed; Lahiani, Amine; Lévy, Aldo; Nguyen, … - In: Energy economics 34 (2012) 1, pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
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Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
Arouri, Mohamed; Hammoudeh, Shawkat; Lahiani, Amine; … - In: The quarterly review of economics and finance : journal … 52 (2012) 2, pp. 207-218
Persistent link: https://www.econbiz.de/10009700518
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On the effects of world stock market and oil price shocks on food prices : an empirical investigation based on TVP-VAR models with stochastic volatility
Jebabli, Ikram; Arouri, Mohamed; Teulon, Frédéric - In: Energy economics 45 (2014), pp. 66-98
Persistent link: https://www.econbiz.de/10010504792
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Evolution et effets incitatifs des stock-options : le cas des dirigeants du CAC 40
Elmarzougui, Abdelaziz; Arouri, Mohamed - In: Revue française de gestion : hommes et techniques 34 (2008) 187, pp. 65-81
Persistent link: https://www.econbiz.de/10003799155
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Investor following and volatility : a GARCH approach
Aouadi, Amal; Arouri, Mohamed; Teulon, Frédéric - In: The journal of applied business research 31 (2015) 3, pp. 765-779
Persistent link: https://www.econbiz.de/10011304823