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Are American and French stock markets integrated?

Jawadi, Fredj; Arouri, Mohamed - In: The international journal of business and finance … 2 (2008) 2, pp. 107-116

Persistent link: https://www.econbiz.de/10003952008

Co-mouvements des marchés boursiers émergents : intégration ou contagion?

Arouri, Mohamed; Jawadi, Fredj - In: Brussels economic review 50 (2007) 3, pp. 315-333

Persistent link: https://www.econbiz.de/10003983244

Essays in nonlinear financial integration modeling : the Philippine stock market case

Arouri, Mohamed; Jawadi, Fredj - In: Financial econometrics modeling : derivatives pricing, …, (pp. 107-118). 2011

Persistent link: https://www.econbiz.de/10008987980

Equity risk premium and regional integration

Arouri, Mohamed; Teulon, Frédéric; Rault, Christophe - 2013

This article contributes to the literature on stock market integration by developing and estimating a capital asset pricing model with segmentation effects in order to assess stock market segmentation and its effects on risk premia at the regional level. We show that the estimated degrees of...

Persistent link: https://www.econbiz.de/10009722414

Equity risk premium and regional integration

Arouri, Mohamed; Teulon, Frédéric; Rault, Christophe - In: International review of financial analysis 28 (2013), pp. 79-85

Persistent link: https://www.econbiz.de/10009762701

Integration in Middle East stock markets : determinants, effects and evolutions

Guesmi, Khaled; Arouri, Mohamed; Moisseron, Jean-Yves; … - In: The journal of applied business research 29 (2013) 5, pp. 1301-1315

Persistent link: https://www.econbiz.de/10010198214

Financial market integration : theory and empirical results

Arouri, Mohamed; Foulquier, Philippe - In: Economic modelling 29 (2012) 2, pp. 382-394

Persistent link: https://www.econbiz.de/10009536808

Stock market integration in Mexico and Argentina : are short- and long-term considerations different?

Jawadi, Fredj; Arouri, Mohamed; Nguyen, Duc Khuong - In: Applied economics letters 17 (2010) 13/15, pp. 1503-1507

Persistent link: https://www.econbiz.de/10008938896

A la recherche des facteurs déterminants de l'intégration internationale des marchés boursiers : une analyse sur données de panel

Arouri, Mohamed - In: Economie appliquée : archives de l'Institut de … 59 (2006) 4, pp. 105-141

Persistent link: https://www.econbiz.de/10003404615

Threshold stock market integration dynamics

Arouri, Mohamed; Jawadi, Fredj - In: International journal of economics 4 (2010) 2, pp. 213-222

Persistent link: https://www.econbiz.de/10008811312