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 1 15 309 6 13 63 818
La récente crise financière internationale cause t-elle la crise des marchés des swaps sur défaut de crédit? 0 0 0 53 0 0 3 300
Price Calibration of basket default swap: Evidence from Japanese market 1 1 1 43 1 3 7 211
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 1 41 1 2 13 72
Total Working Papers 1 2 17 446 8 18 86 1,401


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 1 1 6 0 1 10 40
Are Islamic stock indexes exposed to systemic risk? Multivariate GARCH estimation of CoVaR 0 1 2 17 2 5 19 87
Assessing government spending efficiency and explaining inefficiency scores: DEA-bootstrap analysis in the case of Saudi Arabia 0 1 2 3 2 3 9 13
Copula based simulation procedures for pricing collateralised debt obligations 0 0 0 15 0 0 2 87
Credit Default Sharing Instead of Credit Default Swaps: Toward a More Sustainable Financial System 0 0 0 73 0 0 0 175
Dependence structure between sukuk (Islamic bonds) and stock market conditions: An empirical analysis with Archimedean copulas 0 0 4 28 2 4 23 111
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis 0 0 3 11 1 1 18 64
Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach 0 1 4 6 0 2 11 23
Do global financial distress and uncertainties impact GCC and global sukuk return dynamics? 1 1 4 20 1 4 14 58
Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach 1 2 6 32 2 5 24 100
Do regional and global uncertainty factors affect differently the conventional bonds and sukuk? New evidence 1 2 6 12 1 4 11 43
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 1 3 1 2 8 28
Explaining IPOs Underpricing in the Tunisian Market 0 0 0 3 3 7 11 46
Exploring the Dynamic Links between GCC Sukuk and Commodity Market Volatility 0 0 1 8 1 3 14 32
Exploring the determinants of corporate debt maturity: evidence from Tunisian market 0 0 0 0 0 0 0 4
Further evidence on international Islamic and conventional portfolios diversification under regime switching 0 0 1 3 0 2 11 32
Islamic Corporate Governance: Risk-Sharing and Islamic Preferred Shares 0 1 2 26 1 3 10 89
Islamic financial markets and global crises: Contagion or decoupling? 0 0 5 33 1 5 29 135
Modeling dependence structure between stock market volatility and sukuk yields: A nonlinear study in the case of Saudi Arabia 0 3 5 14 1 7 12 51
Modeling the dependence structure between default risk premium, equity return volatility and the jump risk: Evidence from a financial crisis 0 0 0 22 1 1 5 122
Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables 1 3 7 151 2 7 30 502
Predictability and co-movement relationships between conventional and Islamic stock market indexes: A multiscale exploration using wavelets 0 0 0 6 0 1 6 31
Sukuk spreads determinants and pricing model methodology 0 2 4 176 0 2 7 410
THE APPLICATION OF COPULAS IN PRICING DEPENDENT CREDIT DERIVATIVES INSTRUMENTS 0 0 0 51 0 0 2 128
THE DETERMINANTS OF CREDIT DEFAULT SWAP RATES: AN EXPLANATORY STUDY 1 2 3 6 1 4 7 18
THE IMPACT OF STOCK RETURNS VOLATILITY ON CREDIT DEFAULT SWAP RATES: A COPULA STUDY 0 0 0 0 0 0 3 8
The determinants of bank performance: an analysis of theory and practice in the case of an emerging market 0 0 3 9 1 4 15 29
The impact of macroeconomic and conventional stock market variables on Islamic index returns under regime switching 1 1 2 7 2 3 12 36
What explains default risk premium during the financial crisis? Evidence from Japan 0 1 4 65 1 7 22 300
Total Journal Articles 6 22 70 806 27 87 345 2,802


Statistics updated 2021-01-03