Search Results - "Arouri, Mohamed"

Economic policy uncertainty and stock markets: Long-run evidence from the US by Arouri, Mohamed, Estay, Christophe, Rault, Christophe, Roubaud, David

“…•We study the impact of economic policy uncertainty on stock markets in the US over 1900–2014.•We show that an increase in policy uncertainty reduces…”
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Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management by El Hedi Arouri, Mohamed, Jouini, Jamel, Nguyen, Duc Khuong

“…In this article we take a recent generalized VAR-GARCH approach to examine the extent of volatility transmission between oil and stock markets in Europe and…”
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On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness by Arouri, Mohamed El Hedi, Jouini, Jamel, Nguyen, Duc Khuong

“…The objective of this paper is to investigate the volatility spillovers between oil and stock markets in Europe. As not all industries are expected to be…”
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CSR Performance and the Value of Cash Holdings: International Evidence by Arouri, Mohamed, Pijourlet, Guillaume

“…Using a worldwide sample, we examine whether corporate social responsibility (CSR) performance has an impact on the value of cash holdings. We find that…”
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Oil prices, exchange rates and stock markets under uncertainty and regime-switching by Roubaud, David, Arouri, Mohamed

“…•We study interactions between oil prices, exchange rates and stock markets.•We consider the effects of economic policy uncertainty (EUP).•We use a VAR and an…”
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Natural Disasters, Household Welfare, and Resilience: Evidence from Rural Vietnam by Arouri, Mohamed, Nguyen, Cuong, Youssef, Adel Ben

“…The study uses commune fixed-effects regressions to estimate the effect of natural disasters on welfare and poverty of rural households in Vietnam, and…”
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World gold prices and stock returns in China: Insights for hedging and diversification strategies by El Hedi Arouri, Mohamed, Lahiani, Amine, Nguyen, Duc Khuong

“…This article uses the VAR–GARCH framework of Ling and McAleer (2003) to explore both return and volatility spillovers between world gold prices and stock…”
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Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade by Hedi Arouri, Mohamed El, Khuong Nguyen, Duc

“…This article extends the understanding of oil–stock market relationships over the last turbulent decade. Unlike previous empirical investigations, which have…”
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Energy consumption, economic growth and CO2 emissions in Middle East and North African countries by Arouri, Mohamed El Hedi, Ben Youssef, Adel, M'henni, Hatem, Rault, Christophe

“…This article extends the recent findings of Liu (2005), Ang (2007), Apergis et al. (2009) and Payne (2010) by implementing recent bootstrap panel unit root…”
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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 by Jebabli, Ikram, Arouri, Mohamed, Teulon, Frédéric

“…Transmission of price shocks from one market to another one has long been investigated in the economic literature. However, studies have namely dealt with the…”
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Unpleasant arithmetic of socially responsible investment by Arouri, Mohamed, Pijourlet, Guillaume, Williams, Benjamin

“…In this paper, we aim to model the impact of the presence of socially responsible investors on asset pricing. We predict that the presence of ethical investors…”
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Does urbanization reduce rural poverty? Evidence from Vietnam by Arouri, Mohamed, Ben Youssef, Adel, Nguyen, Cuong

“…This paper uses data from household surveys to contribute to the urbanization-poverty nexus literature by assessing the effect of urbanization on income,…”
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Investor attention and stock market activity: Evidence from France by Aouadi, Amal, Arouri, Mohamed, Teulon, Frédéric

“…The aim of this paper is to study the influence of investor attention on the French stock market activity and volatility. Following an original way, we…”
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Financial development and poverty reduction nexus: A cointegration and causality analysis in Bangladesh by Uddin, Gazi Salah, Shahbaz, Muhammad, Arouri, Mohamed, Teulon, Frédéric

“…This paper contributes to the literature by investigating the relationship between financial development, economic growth and poverty reduction in Bangladesh…”
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Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS by Arouri, Mohamed El Hédi, Jawadi, Fredj, Nguyen, Duc Khuong

“…This paper uses the Vector Autoregressive (VAR) model and the Switching Transition Regression-Exponential GARCH models (STR-EGARCH) to examine the dynamic…”
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Short- and long-run relationships between natural gas consumption and economic growth: Evidence from Pakistan by Shahbaz, Muhammad, Arouri, Mohamed, Teulon, Frédéric

“…This paper examines the dynamic relationship between natural gas consumption and economic growth in Pakistan using a multivariate model by including capital…”
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Is internal migration a way to cope with weather extremes? Evidence from Egypt by Arouri, Mohamed, Ben-Youssef, Adel, Nguyen, Cuong Viet

“…Purpose In this study, the authors examine the push and pull effects of extreme weather events on migration among governorates in Egypt…”
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Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models by Arouri, Mohamed El Hédi, Lahiani, Amine, Lévy, Aldo, Nguyen, Duc Khuong

“…This paper extends previous studies by investigating the relevance of structural breaks and long memory in modeling and forecasting the conditional volatility…”
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Does corruption impede economic growth in Pakistan? by Farooq, Abdul, Shahbaz, Muhammad, Arouri, Mohamed, Teulon, Frédéric

“…The present study reinvestigates the impact of corruption on economic growth by incorporating financial development and trade openness in growth model in case…”
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On the relationship between oil price and exchange rates: A wavelet analysis by Uddin, Gazi Salah, Tiwari, Aviral Kumar, Arouri, Mohamed, Teulon, Frédéric

“…We may find numerous works in the existing literature regarding the cohesion between oil prices and exchange rates, yet an exact shape of the relationship…”
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