Access Statistics for Nader Naifar

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Copula based simulation procedures for pricing basket Credit Derivatives 0 0 5 354 1 2 16 941
Financial Stability and Monetary Policy Reaction: Evidence from the GCC Countries 0 0 1 12 0 0 3 19
La récente crise financière internationale cause t-elle la crise des marchés des swaps sur défaut de crédit? 0 0 1 55 0 0 1 306
Price Calibration of basket default swap: Evidence from Japanese market 0 0 0 43 1 1 2 221
The Impact of Major Oil, Financial and Uncertainty Factors on Sovereign CDS Spreads: Evidence from GCC, Other Oil-Exporting Countries and Regional Markets 0 0 0 47 0 0 0 87
Total Working Papers 0 0 7 511 2 3 22 1,574


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A quantile regression approach and nonlinear analysis with Archimedean copulas to explain the movements of residential real estate prices 0 0 0 6 0 0 1 45
An examination of whether gold-backed Islamic cryptocurrencies are safe havens for international Islamic equity markets 0 1 4 5 0 3 12 14
Are Islamic indexes, Bitcoin and gold, still “safe-haven” assets during the COVID-19 pandemic crisis? 0 0 0 0 0 0 3 3
Are Islamic stock indexes exposed to systemic risk? Multivariate GARCH estimation of CoVaR 0 0 2 24 0 0 11 134
Assessing government spending efficiency and explaining inefficiency scores: DEA-bootstrap analysis in the case of Saudi Arabia 1 1 1 4 3 4 5 27
Copula based simulation procedures for pricing collateralised debt obligations 0 0 1 16 0 0 1 89
Credit Default Sharing Instead of Credit Default Swaps: Toward a More Sustainable Financial System 0 0 0 73 0 0 0 175
Credit‐default swap rates and equity volatility: a nonlinear relationship 0 0 0 0 0 0 0 0
Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic? 0 1 1 1 0 2 2 4
Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic 0 0 1 4 0 2 8 20
Dependence structure between sukuk (Islamic bonds) and stock market conditions: An empirical analysis with Archimedean copulas 1 1 2 31 1 2 3 125
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis 0 0 1 15 0 0 3 94
Do Energy and Banking CDS Sector Spreads Reflect Financial Risks and Economic Policy Uncertainty? A Time-Scale Decomposition Approach 0 0 0 3 0 0 1 20
Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach 1 1 2 11 2 2 5 41
Do global financial distress and uncertainties impact GCC and global sukuk return dynamics? 0 0 3 25 0 2 10 78
Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach 0 0 1 37 0 0 23 168
Do regional and global uncertainty factors affect differently the conventional bonds and sukuk? New evidence 1 1 3 27 1 1 6 78
Does Geopolitical Risk Matter for Sovereign Credit Risk? Fresh Evidence from Nonlinear Analysis 0 0 1 1 1 5 12 12
Dynamic links between renewable energy, commodities, and financial stock markets: Implications for portfolio diversification 0 0 1 1 0 1 4 6
Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries 0 0 2 12 0 1 8 47
Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications 0 0 2 12 0 0 4 19
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 0 0 8 20 0 2 11 66
Explaining IPOs Underpricing in the Tunisian Market 0 0 0 3 0 0 1 54
Exploring the Dynamic Links between GCC Sukuk and Commodity Market Volatility 0 0 0 9 0 1 1 40
Exploring the determinants of corporate debt maturity: evidence from Tunisian market 0 0 0 0 0 0 0 4
Financial stability and monetary policy reaction: Evidence from the GCC countries 0 1 2 2 0 3 10 10
Further evidence on international Islamic and conventional portfolios diversification under regime switching 0 0 0 5 0 0 2 54
Islamic Corporate Governance: Risk-Sharing and Islamic Preferred Shares 0 1 1 30 0 2 2 107
Islamic financial markets and global crises: Contagion or decoupling? 0 2 6 52 1 3 9 189
Modeling dependence structure between stock market volatility and sukuk yields: A nonlinear study in the case of Saudi Arabia 0 0 0 14 0 0 0 59
Modeling the dependence structure between default risk premium, equity return volatility and the jump risk: Evidence from a financial crisis 0 0 0 23 0 0 2 131
Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries 0 0 1 1 0 0 2 2
Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables 0 0 2 163 1 3 12 554
Predictability and co-movement relationships between conventional and Islamic stock market indexes: A multiscale exploration using wavelets 0 0 0 10 0 1 3 53
Preference Sukuk to Share Revenue صكوك المشاركة التفضيلية في الإيراد 0 1 4 14 0 3 8 63
Should investors include bitcoin in their portfolio? New evidence from a bootstrap-based stochastic dominance approach 1 1 1 9 1 2 4 21
Sukuk returns dynamics under bullish and bearish market conditions: do COVID-19 related news and government measures matter? 0 0 0 0 0 1 3 3
Sukuk spreads determinants and pricing model methodology 0 1 2 192 0 1 5 450
THE APPLICATION OF COPULAS IN PRICING DEPENDENT CREDIT DERIVATIVES INSTRUMENTS 0 0 0 52 0 0 0 131
THE DETERMINANTS OF CREDIT DEFAULT SWAP RATES: AN EXPLANATORY STUDY 0 0 0 8 0 0 2 27
THE IMPACT OF STOCK RETURNS VOLATILITY ON CREDIT DEFAULT SWAP RATES: A COPULA STUDY 0 0 0 0 0 0 0 10
Tail event-based sovereign credit risk transmission network during COVID-19 pandemic 0 0 0 2 1 1 3 5
The determinants of bank performance: an analysis of theory and practice in the case of an emerging market 0 0 1 11 1 1 3 38
The impact of macroeconomic and conventional stock market variables on Islamic index returns under regime switching 0 0 0 9 2 2 4 49
What Explains the Sovereign Credit Default Swap Spreads Changes in the GCC Region? 0 0 1 2 0 0 2 22
What explains default risk premium during the financial crisis? Evidence from Japan 0 0 0 66 0 0 1 313
Total Journal Articles 5 13 57 1,005 15 51 212 3,654


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Islamic Corporate Governance: Risk-Sharing and Islamic Preferred Shares الأسهم التفضيلية الإسلامية 0 2 6 18 0 2 12 48
Total Chapters 0 2 6 18 0 2 12 48


Statistics updated 2024-02-04