Details about Nader Naifar

Access statistics for papers by Nader Naifar.

Last updated 2025-01-06. Update your information in the RePEc Author Service.

Short-id: pna555

Working Papers

2021

1. Financial Stability and Monetary Policy Reaction: Evidence from the GCC Countries
   Working Papers, Economic Research Forum
   See also Journal Article Financial stability and monetary policy reaction: Evidence from the GCC countries, The Quarterly Review of Economics and Finance, Elsevier (2023) View citations (4) (2023)

2017

2. The Impact of Major Oil, Financial and Uncertainty Factors on Sovereign CDS Spreads: Evidence from GCC, Other Oil-Exporting Countries and Regional Markets
   Working Papers, Economic Research Forum View citations (3)

2008

3. La récente crise financière internationale cause t-elle la crise des marchés des swaps sur défaut de crédit?
   (Does the recent financial crisis affect credit default swap markets?)
   MPRA Paper, University Library of Munich, Germany

2007

4. Copula based simulation procedures for pricing basket Credit Derivatives
   MPRA Paper, University Library of Munich, Germany
5. Price Calibration of basket default swap: Evidence from Japanese market
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2024

1. Climate policy uncertainty and comparative reactions across sustainable sectors: Resilience or vulnerability?
   Finance Research Letters, 2024, 65, (C) View citations (1)
2. Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters
   The North American Journal of Economics and Finance, 2024, 74, (C) View citations (1)
3. Hedge and safe haven role of commodities for the US and Chinese equity markets
   International Journal of Finance & Economics, 2024, 29, (2), 2381-2414
4. Spillover among Sovereign Credit Risk and the Role of Climate Uncertainty
   Finance Research Letters, 2024, 61, (C) View citations (2)
5. Volatility Spillovers among Sovereign Credit Default Swaps of Emerging Economies and Their Determinants
   Risks, 2024, 12, (4), 1-17 View citations (1)

2023

6. Does Geopolitical Risk Matter for Sovereign Credit Risk? Fresh Evidence from Nonlinear Analysis
   JRFM, 2023, 16, (3), 1-17 View citations (2)
7. Financial stability and monetary policy reaction: Evidence from the GCC countries
   The Quarterly Review of Economics and Finance, 2023, 87, (C), 396-405 View citations (4)
   See also Working Paper Financial Stability and Monetary Policy Reaction: Evidence from the GCC Countries, Working Papers (2021) (2021)
8. Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries
   International Review of Financial Analysis, 2023, 87, (C) View citations (11)
9. Re-evaluating the hedge and safe-haven properties of Islamic indexes, gold and Bitcoin: evidence from DCC–GARCH and quantile models
   Journal of Islamic Accounting and Business Research, 2023, 14, (8), 1167-1181 View citations (1)
10. Sukuk returns dynamics under bullish and bearish market conditions: do COVID-19 related news and government measures matter?
    Applied Economics Letters, 2023, 30, (7), 875-883

2022

11. An examination of whether gold-backed Islamic cryptocurrencies are safe havens for international Islamic equity markets
    Research in International Business and Finance, 2022, 63, (C) View citations (13)
12. Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic?
    The North American Journal of Economics and Finance, 2022, 59, (C) View citations (5)
13. Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic
    Energy Economics, 2022, 107, (C) View citations (59)
14. Dynamic links between renewable energy, commodities, and financial stock markets: Implications for portfolio diversification
    International Journal of Financial Engineering (IJFE), 2022, 09, (01), 1-28 View citations (2)
15. How COVID‐19 pandemic, global risk factors, and oil prices affect Islamic bonds (Sukuk) prices? New insights from time‐frequency analysis
    Review of Financial Economics, 2022, 40, (3), 312-331
16. Should investors include bitcoin in their portfolio? New evidence from a bootstrap-based stochastic dominance approach
    Applied Economics Letters, 2022, 29, (1), 53-62 View citations (8)
17. Tail event-based sovereign credit risk transmission network during COVID-19 pandemic
    Finance Research Letters, 2022, 45, (C) View citations (5)

2021

18. Are Islamic indexes, Bitcoin and gold, still “safe-haven” assets during the COVID-19 pandemic crisis?
    International Journal of Islamic and Middle Eastern Finance and Management, 2021, 15, (2), 372-385 View citations (1)
19. Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications
    Resources Policy, 2021, 74, (C) View citations (43)

2020

20. Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries
    Energy Economics, 2020, 88, (C) View citations (18)
21. What Explains the Sovereign Credit Default Swap Spreads Changes in the GCC Region?
    JRFM, 2020, 13, (10), 1-22 View citations (7)

2019

22. Do Energy and Banking CDS Sector Spreads Reflect Financial Risks and Economic Policy Uncertainty? A Time-Scale Decomposition Approach
    Computational Economics, 2019, 54, (2), 507-534 View citations (2)

2018

23. Assessing government spending efficiency and explaining inefficiency scores: DEA-bootstrap analysis in the case of Saudi Arabia
    Cogent Economics & Finance, 2018, 6, (1), 1493666 View citations (15)
24. Exploring the Dynamic Links between GCC Sukuk and Commodity Market Volatility
    IJFS, 2018, 6, (3), 1-18 View citations (4)
25. Preference Sukuk to Share Revenue صكوك المشاركة التفضيلية في الإيراد
    Journal of King Abdulaziz University: Islamic Economics, 2018, 31, (3), 3-29

2017

26. Are Islamic stock indexes exposed to systemic risk? Multivariate GARCH estimation of CoVaR
    Research in International Business and Finance, 2017, 42, (C), 727-744 View citations (23)
27. Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis
    Energy Economics, 2017, 68, (C), 327-339 View citations (53)
28. Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach
    Emerging Markets Finance and Trade, 2017, 53, (7), 1535-1546 View citations (9)
29. Do regional and global uncertainty factors affect differently the conventional bonds and sukuk? New evidence
    Pacific-Basin Finance Journal, 2017, 41, (C), 65-74 View citations (21)
30. Estimating Damages in Securities Fraud Cases in Saudi Capital Market: The Fiqh, Legal Basis and Econometric Methods تقدير التعويض في قضايا التضليل بسوق الأسهم السعودية: الأسس الفقهية والقانونية والطرق القياسية
    Journal of King Abdulaziz University: Islamic Economics, 2017, 30, (3), 47-83
31. Further evidence on international Islamic and conventional portfolios diversification under regime switching
    Applied Economics, 2017, 49, (39), 3959-3978 View citations (3)
32. Predictability and co-movement relationships between conventional and Islamic stock market indexes: A multiscale exploration using wavelets
    Physica A: Statistical Mechanics and its Applications, 2017, 482, (C), 552-568 View citations (21)
33. The impact of macroeconomic and conventional stock market variables on Islamic index returns under regime switching
    Borsa Istanbul Review, 2017, 17, (1), 62-74 View citations (15)

2016

34. A quantile regression approach and nonlinear analysis with Archimedean copulas to explain the movements of residential real estate prices
    Afro-Asian Journal of Finance and Accounting, 2016, 6, (4), 374-395
35. Dependence structure between sukuk (Islamic bonds) and stock market conditions: An empirical analysis with Archimedean copulas
    Journal of International Financial Markets, Institutions and Money, 2016, 44, (C), 148-165 View citations (29)
36. Do global financial distress and uncertainties impact GCC and global sukuk return dynamics?
    Pacific-Basin Finance Journal, 2016, 39, (C), 57-69 View citations (27)
37. Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach
    The Quarterly Review of Economics and Finance, 2016, 61, (C), 29-39 View citations (50)
38. Islamic financial markets and global crises: Contagion or decoupling?
    Economic Modelling, 2016, 57, (C), 36-46 View citations (80)
39. Modeling dependence structure between stock market volatility and sukuk yields: A nonlinear study in the case of Saudi Arabia
    Borsa Istanbul Review, 2016, 16, (3), 157-166 View citations (7)

2014

40. Credit Default Sharing Instead of Credit Default Swaps: Toward a More Sustainable Financial System
    Journal of Economic Issues, 2014, 48, (1), 1-18 View citations (4)
41. Islamic Corporate Governance: Risk-Sharing and Islamic Preferred Shares
    Journal of Business Ethics, 2014, 124, (4), 623-632 View citations (10)

2013

42. Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables
    International Review of Economics & Finance, 2013, 27, (C), 416-431 View citations (104)
43. Sukuk spreads determinants and pricing model methodology
    Afro-Asian Journal of Finance and Accounting, 2013, 3, (3), 241-257 View citations (8)

2012

44. Modeling the dependence structure between default risk premium, equity return volatility and the jump risk: Evidence from a financial crisis
    Economic Modelling, 2012, 29, (2), 119-131 View citations (18)

2011

45. Explaining IPOs Underpricing in the Tunisian Market
    Journal of Emerging Market Finance, 2011, 10, (3), 311-336
46. What explains default risk premium during the financial crisis? Evidence from Japan
    Journal of Economics and Business, 2011, 63, (5), 412-430 View citations (6)

2010

47. Copula based simulation procedures for pricing collateralised debt obligations
    International Journal of Applied Management Science, 2010, 2, (3), 239-261
48. Exploring the determinants of corporate debt maturity: evidence from Tunisian market
    International Journal of Business and Emerging Markets, 2010, 2, (2), 163-179
49. The determinants of bank performance: an analysis of theory and practice in the case of an emerging market
    International Journal of Business Environment, 2010, 3, (4), 460-470

2008

50. THE APPLICATION OF COPULAS IN PRICING DEPENDENT CREDIT DERIVATIVES INSTRUMENTS
    Journal of Applied Economic Sciences, 2008, 3, (2(4)_Summer2008)

2006

51. Credit‐default swap rates and equity volatility: a nonlinear relationship
    Journal of Risk Finance, 2006, 7, (4), 348-371 View citations (2)
52. THE DETERMINANTS OF CREDIT DEFAULT SWAP RATES: AN EXPLANATORY STUDY
    International Journal of Theoretical and Applied Finance (IJTAF), 2006, 09, (01), 23-42 View citations (27)

2005

53. THE IMPACT OF STOCK RETURNS VOLATILITY ON CREDIT DEFAULT SWAP RATES: A COPULA STUDY
    International Journal of Theoretical and Applied Finance (IJTAF), 2005, 08, (08), 1135-1155 View citations (12)

Chapters

2014

1. Islamic Corporate Governance: Risk-Sharing and Islamic Preferred Shares الأسهم التفضيلية الإسلامية
   Chapter 21 in Lectures in Islamic Economics and Finance, Selected From Wednesday Seminars-08 محاضرات في الاقتصاد والتمويل الإسلامي ، مختارة من حوارات الأربعاء - 08, 2014, pp 245-268 View citations (10)