It's Gradiva Who Is Calling You(2007)

Original title: Gradiva (C'est Gradiva qui vous appelle)

An English historian travels to Morocco to work on a study of the painter Delacroix. He hears of a rare series of engravings and embarks on a search for them that takes him through the mysterious streets of the ancient medina. He becomes obsessed with the figure of a beautiful blond woman dressed in white that he sees there. but it appears that she may have died years before.