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Mourad MROUA
Mourad MROUA
Professor of Finance
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The impact of macroeconomic and conventional stock market variables on Islamic index returns under regime switching
S Bahloul, M Mroua, N Naifar
Borsa Istanbul Review 17 (1), 62-74, 2017
1272017
Do regional and global uncertainty factors affect differently the conventional bonds and sukuk? New evidence
N Naifar, M Mroua, S Bahloul
Pacific-Basin Finance Journal 41, 65-74, 2017
712017
Causality and dynamic relationships between exchange rate and stock market indices in BRICS countries: Panel/GMM and ARDL analyses
M Mroua, L Trabelsi
Journal of Economics, Finance and Administrative Science 25 (50), 395-412, 2020
642020
International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches
F Abid, PL Leung, M Mroua, WK Wong
Journal of Risk and Financial Management 7 (2), 45-66, 2014
632014
Are Islamic indexes, Bitcoin and gold, still “safe-haven” assets during the COVID-19 pandemic crisis?
S Bahloul, M Mroua, N Naifar, nader naifar
International Journal of Islamic and Middle Eastern Finance and Management …, 2022
322022
Further evidence on international Islamic and conventional portfolios diversification under regime switching
S Bahloul, M Mroua, N Naifar
Applied Economics 49 (39), 3959-3978, 2017
322017
The Impact of Option Strategies in Financial Portfolios Performance: Mean-Variance and Stochastic Dominance Approaches
F Abid, M Mroua, WK Wong
Available at SSRN 982332, 2007
262007
Financial development and economic growth in MENA countries
F Abid, S Bahloul, M Mroua
Journal of Policy Modeling 38 (6), 1099-1117, 2016
252016
Should investors include bitcoin in their portfolio? New evidence from a bootstrap-based stochastic dominance approach
M Mroua, S Bahloul, N Naifar
Applied Economics Letters 29 (1), 53-62, 2022
182022
Should Americans invest internationally? Mean–variance portfolios optimization and stochastic dominance approaches
F Abid, M Mroua, WK Wong
Risk and Decision Analysis 4 (2), 89-102, 2013
182013
The impact of macroeconomic and conventional stock market variables on Islamic index returns under regime switching. Borsa Istanbul Review, 17 (1), 62–74
S Bahloul, M Mroua, N Naifar
172017
Optimal diversification, stochastic dominance, and sampling error
M Mroua, F Abid, WK Wong
American Journal of Business 32 (1), 58-79, 2017
112017
Connectedness among various financial markets classes under Covid-19 pandemic and 2022 Russo-Ukrainian war: evidence from TVP-VAR approach
M Mroua, H Bouattour
Journal of Financial Economic Policy 15 (2), 140-163, 2023
82023
Portfolio revision and optimal diversification strategy choices
M Mroua, F Abid
International Journal of Managerial Finance 10 (4), 537-564, 2014
82014
Re-evaluating the hedge and safe-haven properties of Islamic indexes, gold and Bitcoin: evidence from DCC–GARCH and quantile models
S Bahloul, M Mroua, N Naifar
Journal of Islamic Accounting and Business Research 14 (8), 1167-1181, 2023
72023
Dynamic links between renewable energy, commodities, and financial stock markets: Implications for portfolio diversification
M Mroua, H Bouattour, N Naifar
International Journal of Financial Engineering 9 (01), 2150023, 2022
62022
International Diversification Versus Domestic Diversification Mean-Varince Portfolio Optimization and Stochastic Dominance Approaches
AFPL Leung, M Mroua, WK Wong
J. Risk Financial Management 2, 45-66, 2014
52014
Does International Diversification Substitute for Home Bias?
WK Wong, F Abid, M Mroua
Available at SSRN 1690125, 2010
12010
Financial time series prediction under Covid-19 pandemic crisis with Long Short-Term Memory (LSTM) network
M Mroua, A Lamine
Humanities and Social Sciences Communications 10 (1), 1-15, 2023
2023
Dependency and causal relationship between ‘Bitcoin’ and financial asset classes: A Bayesian network approach
DM Mourad MROUA, Nada Souissi
International Journal of Finance and Economics, 2023
2023
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Artículos 1–20