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On the determinants of equity international risk premium : Are emerging zones different ?

Guesmi, Khaled; Abid, Ilyes; Arouri, Mohamed Hedi; … - Institut de Préparation à l'Administration et à la … - 2014

This article contributes to the financial literature by investigating the formation of the international stock risk premium in emerging market zones. Our results from the estimation of a dynamic augmented capital asset pricing model show that the currency risk premium is the most important...

Persistent link: https://www.econbiz.de/10010778658

On the Determinants of Equity International Risk Premium: Are Emerging Zones Different?

Guesmi, Khaled; Arouri, Mohamed Hedi; Abid, Ilyes; … - In: Economics Bulletin 33 (2013) 1, pp. 597-611

Persistent link: https://www.econbiz.de/10011278773

Stock returns and inflation in Pakistan

Tiwari, Aviral Kumar; Dar, Arif Billah; Bhanja, Niyati; … - In: Economic modelling 47 (2015), pp. 23-31

Persistent link: https://www.econbiz.de/10011437015

Motivations of public to private transactions : an international empirical investigation

Sannajust, Aurélie; Arouri, Mohamed; Teulon, Frédéric - In: The journal of applied business research 31 (2015) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10010502686

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

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

The influence Of CEO departure and board characteristics on firm performance

Bouaine, Wided; Charfeddine, Lanouar; Arouri, Mohamed; … - In: The journal of applied business research 31 (2015) 2, pp. 345-355

Persistent link: https://www.econbiz.de/10010526780

Environmental Kuznets curve in Thailand : cointegration and causality analysis

Arouri, Mohamed; Shahbaz, Muhammad; Onchang, Rattapon; … - In: The Journal of energy and development 39 (2013/2014) 1/2, pp. 149-170

Persistent link: https://www.econbiz.de/10011687748

Short- and long-run relationships between natural gas consumption and economic growth : evidence from Pakistan

Shahbaz, Muhammad; Arouri, Mohamed; Teulon, Frédéric - In: Economic modelling 41 (2014), pp. 219-226

Persistent link: https://www.econbiz.de/10010438353

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