Nader Naifar : Citation Profile


Are you Nader Naifar?

11

H index

12

i10 index

407

Citations

RESEARCH PRODUCTION:

38

Articles

5

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2005 - 2022). See details.
   Cites by year: 23
   Journals where Nader Naifar has often published
   Relations with other researchers
   Recent citing documents: 105.    Total self citations: 18 (4.24 %)

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   Permalink: http://citec.repec.org/pna555
   Updated: 2022-09-24    RAS profile: 2022-04-29    
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Relations with other researchers


Works with:

Shahzad, Syed Jawad Hussain (3)

Tiwari, Aviral (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Nader Naifar.

Is cited by:

Shahzad, Syed Jawad Hussain (14)

Bouri, Elie (11)

Hassan, M. Kabir (10)

GUPTA, RANGAN (10)

Uddin, Gazi (8)

Balli, Faruk (8)

Panetta, Ida (7)

Salisu, Afees (7)

Marfatia, Hardik (6)

Tiwari, Aviral (6)

Masih, Abul (6)

Cites to:

Hammoudeh, Shawkat (41)

Nguyen, Duc Khuong (22)

Reboredo, Juan (20)

Aloui, Chaker (17)

Mensi, walid (15)

Shahzad, Syed Jawad Hussain (14)

Bollerslev, Tim (14)

Engle, Robert (13)

Kenourgios, Dimitris (11)

pan, jun (11)

Singleton, Kenneth (11)

Main data


Where Nader Naifar has published?


Journals with more than one article published# docs
Energy Economics3
Economic Modelling2
Afro-Asian Journal of Finance and Accounting2
Borsa Istanbul Review2
Journal of King Abdulaziz University: Islamic Economics2
International Journal of Theoretical and Applied Finance (IJTAF)2
Pacific-Basin Finance Journal2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3
Working Papers / Economic Research Forum2

Recent works citing Nader Naifar (2022 and 2021)


YearTitle of citing document
2021DEA Efficiency Approach in Comparing Macroeconomic Performance of EU and Balkan Countries. (2021). Mihaylova-Borisova, Gergana ; Nenkova, Presiana. In: Economic Studies journal. RePEc:bas:econst:y:2021:i:6:p:42-62.

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2022The hedge asset for BRICS stock markets: Bitcoin, gold or VIX. (2022). Roubaud, David ; Ur, Mobeen ; Bouri, Elie ; Hussain, Syed Jawad. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:292-316.

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2021Changes in Demand and Supply of the Crude Oil Market During the COVID-19 Pandemic and its Effects on the Natural Gas Market. (2021). Jaya, Reza Fauzi ; Mulyono, Sri ; Sari, Mustika ; Ricardianto, Prasadja ; Suryawan, Ryan Firdiansyah ; Agusinta, Lira ; Setiawan, Edhie Budi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-1.

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2022The Indirect Effects of Oil Price on Consumption through Assets. (2022). Dowlatabadi, Ehsan Mohaghegh ; Javad, Seyed Mohammad ; Torki, Leila ; Razmi, Seyedeh Fatemeh. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-29.

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2022Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk management. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Naeem, Muhammad Abubakr ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:331-344.

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2021Yield spread determinants of sukuk and conventional bonds. (2021). Tsionas, Mike ; Izzeldin, Marwan ; Elnahass, Marwa ; Saeed, Momna. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002534.

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2021Skew index: Descriptive analysis, predictive power, and short-term forecast. (2021). Mora-Valencia, Andrés ; Vanegas, Esteban ; Rodriguez-Raga, Santiago . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302370.

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2021The asymmetric effect of crude oil prices on stock prices in major international financial markets. (2021). Liu, Yan ; Jiang, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302382.

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2021Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188.

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2021Risk spillovers and hedge strategies between global crude oil markets and stock markets: Do regime switching processes combining long memory and asymmetry matter?. (2021). Lin, Ling ; Ou, Yangchen ; Jiang, Yong ; Zhou, Zhongbao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000334.

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2021Oil price shocks and credit spread: Structural effect and dynamic spillover. (2021). Xie, Rui ; Liu, Cenjie ; Jiang, Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000905.

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2022Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence. (2022). Liu, Xing ; Tan, Chunzhi ; Zhang, Wei Guo ; Mo, Guoli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001765.

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2022How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis. (2022). Hau, Liya ; Yu, Dongwei ; Zhu, Huiming ; Chen, Qitong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001844.

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2022Infectious diseases tracking and sectoral stock market returns: A quantile regression analysis. (2022). Power, David M ; Ur, Mobeen ; al Rababa, Abdel Razzaq ; Alomari, Mohammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s106294082100187x.

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2022Impact of the COVID-19 outbreak and its related announcements on the Chinese conventional and Islamic stocks’ connectedness. (2022). Danila, Nevi ; Hkiri, Besma ; Al-Kayed, Lama ; Asadov, Alam ; Aloui, Chaker. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001881.

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2021The governance-production nexus of eco-efficiency in Chinese resource-based cities: A two-stage network DEA approach. (2021). Shao, Shuai ; Shan, Yuli ; Zhou, YA ; Qi, YU ; Wang, Daoping ; Xiao, Huijuan. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003054.

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2021The nexus, downside risk and asset allocation between oil and Islamic stock markets: A cross-country analysis. (2021). Hadhri, Sinda. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003364.

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2021Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics. (2021). Wang, Lei ; Liu, Liang ; Wei, YU ; Yang, Kun. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000542.

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2021The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US. (2021). Fatemian, Farhad ; You, Wanhai ; Li, Yehua ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001031.

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2021Oil price shocks and the return and volatility spillover between industrial and precious metals. (2021). Escribano, Ana ; Jareo, Francisco ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001961.

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2022Whether to abandon or continue the petroleum product price regulation in China?. (2022). Wang, Zanxin ; Fan, Wenrui. In: Energy Policy. RePEc:eee:enepol:v:165:y:2022:i:c:s030142152200115x.

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2022Do oil price shocks drive unemployment? Evidence from Russia and Canada. (2022). Oana-Ramona, Lobon ; Li, Xin ; Liu, LU ; Wang, Kai-Hua. In: Energy. RePEc:eee:energy:v:253:y:2022:i:c:s0360544222010106.

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2021Ethical and unethical investments under extreme market conditions. (2021). Troster, Victor ; Kang, Sang Hoon ; Uddin, Gazi Salah ; Rholm, Anna ; Olofsson, Petter. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002726.

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2022Conditional sovereign CDS in market basket risk scenario: A dynamic vine-copula analysis. (2022). Wu, Fei ; Li, Matthew C ; Dai, Xingyu ; Xiao, Ling ; Liu, Mengmeng ; Wang, Qunwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000059.

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2022Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries: A VAR quantile analysis. (2022). Wongkantarakorn, Jutamas ; Pavlova, Ivelina ; de Boyrie, Maria E ; Cheuathonghua, Massaporn. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000138.

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2022Dependence dynamics of US REITs. (2022). Vo, Xuan Vinh ; Ahmad, Nasir ; Hussain, Syed Jawad ; Ur, Mobeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000928.

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2021Causality-in-quantiles between crude oil and stock markets: Evidence from emerging economies. (2021). Basu, Sankarshan ; Bhatia, Vaneet. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320300672.

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2022Multivariate CDS risk premium prediction with SOTA RNNs on MI[N]T countries. (2022). Barokas, Lina ; Kutuk, Yasin. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s154461232100266x.

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2022Exploring the hedge and safe haven properties of cryptocurrency in policy uncertainty. (2022). Hassan, M. Kabir ; Abdul Karim, Zulkefly ; Rashid, Md Mamunur ; Hasan, Md Bokhtiar. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003147.

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2022Downside and upside risk spillovers between green finance and energy markets. (2022). Guesmi, Khaled ; Urom, Christian ; Mzoughi, Hela. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s154461232100550x.

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2022Climate policy uncertainty and the price dynamics of green and brown energy stocks. (2022). Klein, Tony ; Iqbal, Najaf ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000629.

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2021Asymmetric volatility connectedness between Islamic stock and commodity markets. (2021). McIver, Ron ; Suleman, Muhammad Tahir ; Kang, Sang Hoon. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s104402832100051x.

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2021Do Sukuk provide diversification benefits to conventional bond investors? Evidence from Turkey. (2021). Karan, Mehmet Baha ; Arslan-Ayaydin, Ozgur ; Pirgaip, Burak. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028319303151.

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2021Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a copula approach. (2021). Ehouman, Yao Axel. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:76-97.

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2021The tail behavior of safe haven currencies: A cross-quantilogram analysis. (2021). Cho, Dooyeon ; Han, Heejoon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301414.

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2021Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19? – New evidence from quantile coherency analysis. (2021). Wu, Lanxin ; Jiang, Yonghong ; Nie, HE ; Tian, Gengyu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000433.

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2021Societal trust and Sukuk activity. (2021). Ashraf, Dawood ; El-Khatib, Rwan ; Aziz, Saqib. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001037.

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2021From dotcom to Covid-19: A convergence analysis of Islamic investments. (2021). Kenourgios, Dimitris ; Petropoulou, Athina ; Pappas, Vasileios ; Alexakis, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001372.

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2022CDS spreads and COVID-19 pandemic. (2022). Dănuleţiu, Dan ; Apergis, Nicholas ; Xu, Bing ; Danuletiu, Dan . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001463.

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2022Quantifying the asymmetric spillovers in sustainable investments. (2022). Suleman, Muhammed Tahir ; Naeem, Muhammad Abubakr ; Iqbal, Najaf. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121001864.

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2022Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches. (2022). Masih, Abul ; Ariff, Mohamed ; Kawsar, Najmul Haque ; Karim, Muhammad Mahmudul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000233.

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2021The dynamics of oil on China’s commodity sectors: What can we learn from a quantile perspective?. (2021). Wu, Bi-Bo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851320300350.

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2022Asymmetric and dynamic links in GCC Sukuk-stocks: Implications for portfolio management before and during the COVID-19 pandemic. (2022). ben Rejeb, Aymen ; Chkili, Walid ; Arfaoui, Mongi. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:25:y:2022:i:c:s1703494922000056.

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2021The GOLD market as a safe haven against the stock market uncertainty: Evidence from geopolitical risk. (2021). ben Maatoug, Abderrazek ; Triki, Mohamed Bilel . In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s030142072030903x.

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2021Re-examining the real option characteristics of gold for gold mining companies. (2021). Shahzad, Syed Jawad Hussain ; Uddin, Gazi Salah ; Lucey, Brian M ; Rahman, Md Lutfur. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309211.

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2021Asymmetric effect of oil prices on stock market prices: New evidence from oil-exporting and oil-importing countries. (2021). Bhutto, Niaz Ahmed ; Chang, Bisharat Hussain ; Hashmi, Shabir Mohsin. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309752.

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2021What do we know about the inflation-hedging property of precious metals in Africa? The case of leading producers of the commodities. (2021). Oliyide, Johnson A ; Adekoya, Oluwasegun B ; Tahir, Hammad. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001343.

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2021Dynamics and causality of oil price shocks on commodities: Quantile-on-quantile and causality-in-quantiles methods. (2021). Tong, Jing-Yang ; Wu, Bi-Bo ; Yang, Dong-Xiao. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002579.

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2021Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil-importing countries. (2021). Tiwari, Aviral ; Khalfaoui, Rabeh ; Kumar, Satish. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002646.

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2021Time-varying spillovers and dependencies between iron ore, scrap steel, carbon emission, seaborne transportation, and Chinas steel stock prices. (2021). Wang, Junhao ; Ma, Yiqun. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002658.

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2021Non-linear ARDL approach to the oil-stock nexus: Detailed sectoral analysis of the Turkish stock market. (2021). Civcir, İrfan ; Akkoc, Ugur. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004335.

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2022How the price dynamics of energy resources and precious metals interact with conventional and Islamic Stocks: Fresh insight from dynamic ARDL approach. (2022). Ozturk, Ilhan ; Sharif, Arshian ; Ashraf, Muhammad Sajjad ; Khan, Muhammad Kamran ; Sarwat, Salman ; Godil, Danish Iqbal. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004785.

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2022Revisiting the relationship between oil prices, exchange rate, and stock prices: An application of quantile ARDL model. (2022). Uche, Emmanuel ; Huang, Liangfang ; Chang, Bisharat Hussain ; Hashmi, Shabir Mohsin. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s030142072100550x.

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2021On the investors sentiments and the Islamic stock-bond interplay across investments horizons. (2021). Shahzad, Syed Jawad Hussain ; Khan, Muhammad Asif ; Hela, Ben hamida ; Hkiri, Besma ; Hussain, Syed Jawad ; Aloui, Chaker. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20307034.

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2021Economic policy uncertainty and corporate innovation: Evidence from China. (2021). Wang, Yunfeng ; Hua, Yechun ; Huo, DA ; Xu, Huijuan ; Guan, Jialin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000494.

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2021Quantile relationship between Islamic and non-Islamic equity markets. (2021). Kang, Sang Hoon ; Uddin, Gazi Salah ; Hedstrom, Axel ; Rahman, Md Lutfur. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000937.

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2021A survey of Islamic finance research – Influences and influencers. (2021). Ali, Mohsin ; Aun, Syed ; Khan, Abdullah ; Haroon, Omair. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x20303334.

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2021How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin. (2021). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001748.

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2021Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures. (2021). Bannigidadmath, Deepa ; Powell, Robert ; Pham, Thach N. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001773.

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2022Spillover and risk transmission between the term structure of the US interest rates and Islamic equities. (2022). Yousaf, Imran ; Vo, Xuan Vinh ; Gubareva, Mariya ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x22000075.

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2022Spillovers between Sukuks and Shariah-compliant equity markets. (2022). Balli, Hatice ; de Bruin, Anne ; Ozerballi, Hatice ; Billah, Mabruk. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x22000208.

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2021Systemic risk in international stock markets: Role of the oil market. (2021). Han, Liyan ; Feng, Jiabao ; Yin, Libo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:592-619.

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2021Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model. (2021). Wang, Gang-Jin ; Yang, Xiaoguang ; Ma, Chaoqun ; Jiang, Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:1-15.

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2021The behavior of exchange rate and stock returns in high and low interest rate environments. (2021). Salisu, Afees ; Vo, Xuan Vinh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:138-149.

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2021The topics of Islamic economics and finance research. (2021). Piepenbrink, Anke ; Dowling, Michael ; Alexakis, Christos ; Ghlamallah, Ezzedine. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:145-160.

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2022What threatens stock markets more - The coronavirus or the hype around it?. (2022). Zykov, Alexander ; Dzhuraeva, Zarnigor ; Egorova, Julia ; Okhrin, Ostap ; Nepp, Alexander. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:519-539.

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2022Linkage dynamics of sovereign credit risk and financial markets: A bibliometric analysis. (2022). Singh, Vipul Kumar ; Kumar, Pawan ; Bajaj, Vimmy. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001872.

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2022Is oil risk important for commodity-related currency returns?. (2022). Lu, Man ; Su, Zhi ; Yin, Libo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002257.

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2022Identifying the asymmetric price dynamics of Islamic equities: Implications for international investors. (2022). Topal, Mehmet Hanefi ; Camgoz, Mevlut. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000022.

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2021Macroeconomic Effects of Global Policy and Financial Risks. (2021). Luo, Pengfei ; Eiji, Ogawa. In: Discussion papers. RePEc:eti:dpaper:21020.

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2021Oil price, exchange rate and stock price in Nigeria: Fresh insights based on quantile ARDL model. (2021). Effiom, Lionel ; Uche, Emmanuel. In: ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT. RePEc:fan:efeefe:v:html10.3280/efe2021-001004.

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2022Does Uncertainty Forecast Crude Oil Volatility before and during the COVID-19 Outbreak? Fresh Evidence Using Machine Learning Models. (2022). Zaghdoudi, Taha ; Tissaoui, Kais ; ben Amor, Lamia ; Ben-Salha, Ousama ; Hakimi, Abdelaziz. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:15:p:5744-:d:882838.

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2022Pandemic, War, and Global Energy Transitions. (2022). Gielen, Dolf ; Barreto-Gomez, Leonardo ; Fritz, Steffen ; Paulavets, Katsia ; Bazilian, Morgan D ; Zakeri, Behnam ; Victor, David G ; Urge-Vorsatz, Diana ; Creutzig, Felix ; Rogelj, Joeri ; Pouya, Shaheen ; Zimm, Caroline ; Hunt, Julian D ; Boza-Kiss, Benigna ; Srivastava, Leena ; Pachauri, Shonali ; McCollum, David L ; Echeverri, Luis Gomez. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:17:p:6114-:d:895664.

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2021Green Bond: A Systematic Literature Review for Future Research Agendas. (2021). Panetta, Ida ; Cortellini, Giuseppe. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:589-:d:696689.

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2022Exploring a Three-Factor Dependence Structure of Conditional Volatilities: Some Quantile Regression Evidence from Real Estate Investment Trusts. (2022). Liow, Kim Hiang. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:6:p:234-:d:824016.

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2022Modeling Bivariate Dependency in Insurance Data via Copula: A Brief Study. (2022). Chakraborty, Subrata ; Watts, Dalton ; Ghosh, Indranil. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:8:p:329-:d:870933.

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2021.

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2022Determining Financial Uncertainty through the Dynamics of Sukuk Bonds and Prices in Emerging Market Indices. (2022). Negrut, Constantin Viorel ; Samad, Sarminah ; Abdul, Abdul Aziz ; Salman, Asma ; Meero, Abdelrhman ; Cherian, Jacob ; Sial, Muhammad Safdar. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:3:p:61-:d:766857.

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2021Assessment of the European Union’s Educational Efficiency. (2021). Pasztori, Anna Maria ; Andronic, Maria Letiia ; Dinc, Gheorghia. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:6:p:3116-:d:515600.

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2022Extreme Spillover between Green Bonds and Clean Energy Markets. (2022). Jia, Fang ; Jiang, Dongming. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:10:p:6338-:d:821749.

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2021Forecasting Volatility for an Optimal Portfolio with Stylized Facts Using Copulas. (2021). Boubaker, Heni ; Karmous, Aida ; Belkacem, Lotfi. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:2:d:10.1007_s10614-020-10041-1.

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2021Study on Gold as a Hedge or Safe Haven for the Stock Market by a Markov Switching Approach. (2021). Tehrani, Reza ; Ariannejad, Aghil. In: Journal of Money and Economy. RePEc:mbr:jmonec:v:16:y:2021:i:3:p:377-398.

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2021Modern portfolio theory with sharia: a comparative analysis. (2021). Collazzo, Pablo ; Sandwick, John A. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:1:d:10.1057_s41260-020-00187-w.

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2021Sukuk and bond spreads. (2021). Ghassan, Hassan ; Balli, Faruk ; Al-Jefri, Essam H. In: MPRA Paper. RePEc:pra:mprapa:106729.

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2021Performance Evaluation of Islamic and Non-Islamic Equity and Bonds Indices: Evidence from selected Emerging and Developed Countries. (2021). Audi, Marc ; Ali, Amjad ; Sadiq, Azhar. In: MPRA Paper. RePEc:pra:mprapa:109866.

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2022Examining the Effect of Economic Collison: Case On Credit Performance in Islamic Banking. (2022). Pangestuti, Dewi Cahyani ; Fadila, Ardhiani. In: International Journal of Finance & Banking Studies. RePEc:rbs:ijfbss:v:11:y:2022:i:1:p:132-145.

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2021Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model. (2021). Ravazzolo, Francesco ; Casarin, Roberto ; Bulfone, Giacomo. In: Working Paper series. RePEc:rim:rimwps:21-09.

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2021Persuasion in Islamic finance. (2021). Skully, Michael ; Brown, Kym ; Ali, Haiqa ; Azmat, Saad. In: Australian Journal of Management. RePEc:sae:ausman:v:46:y:2021:i:2:p:272-286.

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2022Dependence between oil price changes and sectoral stock returns in Pakistan: Evidence from a quantile regression approach. (2022). Mughal, Mazhar ; Ahmed, Junaid ; Khan, Mushtaq Hussain. In: Energy & Environment. RePEc:sae:engenv:v:33:y:2022:i:2:p:315-331.

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2021Dynamic Commodity Portfolio Management: A Regime-switching VAR Model. (2021). Biswal, Pratap Chandra ; Singhal, Shelly. In: Global Business Review. RePEc:sae:globus:v:22:y:2021:i:2:p:532-549.

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2022Public Sector Performance and Efficiency Assessment of Indian States. (2022). Neog, Yadawananda ; Yadava, Anup Kumar. In: Global Business Review. RePEc:sae:globus:v:23:y:2022:i:2:p:493-511.

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2022Asymmetric Linkages of Oil Prices, Money Supply, and TASI on Sectoral Stock Prices in Saudi Arabia: A Non-Linear ARDL Approach. (2022). Rehman, Mohd Ziaur ; Bin, Md Fouad. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211071110.

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2022Transmission of the Greek crisis on the sovereign debt markets in the euro area. (2022). Tahi, Sofiane ; Bellalah, Makram ; Kchaou, Oussama. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-03938-z.

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2021Credit default swap spreads: market conditions, firm performance, and the impact of the 2007–2009 financial crisis. (2021). Molyneux, Philip ; Li, Matthew C ; Fu, Xiaoqing. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:5:d:10.1007_s00181-020-01852-0.

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2022The value of political connections and Sharia compliance during the COVID-19 pandemic. (2022). Wahyono, Budi. In: Eurasian Economic Review. RePEc:spr:eurase:v:12:y:2022:i:1:d:10.1007_s40822-021-00197-y.

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2021High frequency multiscale relationships among major cryptocurrencies: portfolio management implications. (2021). Sensoy, Ahmet ; Al-Yahyaee, Khamis Hamed ; Shafiullah, Muhammad ; Ur, Mobeen ; Mensi, Walid. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00290-w.

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2022Did green debt instruments aid diversification during the COVID-19 pandemic?. (2022). Sakti, Ali ; Aun, Syed ; Narayan, Paresh Kumar. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00331-4.

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2021Sukuk and bond spreads. (2021). Ghassan, Hassan ; Balli, Faruk ; Jeefri, Essam H. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:3:d:10.1007_s12197-021-09545-9.

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2021Harvesting Islamic risk premium with long–short strategies: A time scale decomposition using the wavelet theory. (2021). Achchab, Boujemaa ; Ahroum, Rida. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:430-444.

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2021Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ?CoVaR risk metric?based copula approach. (2021). Yoon, Seongmin ; Mensi, Walid ; Hussain, Syed Jawad ; al Yahyaee, Khamis Hamed ; Alyahyaee, Khamis Hamed. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2904-2926.

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2021U.S. stock prices and macroeconomic fundamentals: Fresh evidence using the quantile ARDL approach. (2021). Ferrer, Roman ; Hurley, Dene ; Hussain, Syed Jawad. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3569-3587.

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More than 100 citations found, this list is not complete...

Works by Nader Naifar:


YearTitleTypeCited
2014Islamic Corporate Governance: Risk-Sharing and Islamic Preferred Shares ?????? ????????? ????????? In: Chapters of books published by the Islamic Economics Institute, KAAU or its faculty members..
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2017Estimating Damages in Securities Fraud Cases in Saudi Capital Market: The Fiqh, Legal Basis and Econometric Methods ????? ??????? ?? ????? ??????? ???? ?????? ????????: ????? ??????? ?????????? ?????? In: Journal of King Abdulaziz University: Islamic Economics.
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article0
2018Preference Sukuk to Share Revenue ???? ???????? ????????? ?? ??????? In: Journal of King Abdulaziz University: Islamic Economics.
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article0
2016Modeling dependence structure between stock market volatility and sukuk yields: A nonlinear study in the case of Saudi Arabia In: Borsa Istanbul Review.
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article6
2017The impact of macroeconomic and conventional stock market variables on Islamic index returns under regime switching In: Borsa Istanbul Review.
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article11
2012Modeling the dependence structure between default risk premium, equity return volatility and the jump risk: Evidence from a financial crisis In: Economic Modelling.
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article12
2016Islamic financial markets and global crises: Contagion or decoupling? In: Economic Modelling.
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article50
2022Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic? In: The North American Journal of Economics and Finance.
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article1
2022Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic In: Energy Economics.
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article2
2017Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis In: Energy Economics.
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article34
2020Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries In: Energy Economics.
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article8
2022Tail event-based sovereign credit risk transmission network during COVID-19 pandemic In: Finance Research Letters.
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article0
2016Dependence structure between sukuk (Islamic bonds) and stock market conditions: An empirical analysis with Archimedean copulas In: Journal of International Financial Markets, Institutions and Money.
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article19
2011What explains default risk premium during the financial crisis? Evidence from Japan In: Journal of Economics and Business.
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article6
2021Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications In: Resources Policy.
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article5
2016Do global financial distress and uncertainties impact GCC and global sukuk return dynamics? In: Pacific-Basin Finance Journal.
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article19
2017Do regional and global uncertainty factors affect differently the conventional bonds and sukuk? New evidence In: Pacific-Basin Finance Journal.
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article13
2017Predictability and co-movement relationships between conventional and Islamic stock market indexes: A multiscale exploration using wavelets In: Physica A: Statistical Mechanics and its Applications.
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article13
2016Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach In: The Quarterly Review of Economics and Finance.
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article43
2013Nonlinear analysis among crude oil prices, stock markets return and macroeconomic variables In: International Review of Economics & Finance.
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article86
2017Are Islamic stock indexes exposed to systemic risk? Multivariate GARCH estimation of CoVaR In: Research in International Business and Finance.
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article12
2017The Impact of Major Oil, Financial and Uncertainty Factors on Sovereign CDS Spreads: Evidence from GCC, Other Oil-Exporting Countries and Regional Markets In: Working Papers.
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paper2
2021Financial Stability and Monetary Policy Reaction: Evidence from the GCC Countries In: Working Papers.
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paper0
2018Exploring the Dynamic Links between GCC Sukuk and Commodity Market Volatility In: IJFS.
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article1
2020What Explains the Sovereign Credit Default Swap Spreads Changes in the GCC Region? In: JRFM.
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article2
2013Sukuk spreads determinants and pricing model methodology In: Afro-Asian Journal of Finance and Accounting.
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article4
2016A quantile regression approach and nonlinear analysis with Archimedean copulas to explain the movements of residential real estate prices In: Afro-Asian Journal of Finance and Accounting.
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article0
2010Exploring the determinants of corporate debt maturity: evidence from Tunisian market In: International Journal of Business and Emerging Markets.
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article0
2010The determinants of bank performance: an analysis of theory and practice in the case of an emerging market In: International Journal of Business Environment.
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article0
2010Copula based simulation procedures for pricing collateralised debt obligations In: International Journal of Applied Management Science.
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article0
2019Do Energy and Banking CDS Sector Spreads Reflect Financial Risks and Economic Policy Uncertainty? A Time-Scale Decomposition Approach In: Computational Economics.
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article1
2014Islamic Corporate Governance: Risk-Sharing and Islamic Preferred Shares In: Journal of Business Ethics.
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article7
2017Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach In: Emerging Markets Finance and Trade.
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article8
2014Credit Default Sharing Instead of Credit Default Swaps: Toward a More Sustainable Financial System In: Journal of Economic Issues.
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article1
2008La récente crise financière internationale cause t-elle la crise des marchés des swaps sur défaut de crédit? In: MPRA Paper.
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paper0
2007Price Calibration of basket default swap: Evidence from Japanese market In: MPRA Paper.
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paper0
2007Copula based simulation procedures for pricing basket Credit Derivatives In: MPRA Paper.
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paper0
2011Explaining IPOs Underpricing in the Tunisian Market In: Journal of Emerging Market Finance.
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article0
2022Should investors include bitcoin in their portfolio? New evidence from a bootstrap-based stochastic dominance approach In: Applied Economics Letters.
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article0
2017Further evidence on international Islamic and conventional portfolios diversification under regime switching In: Applied Economics.
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article2
2018Assessing government spending efficiency and explaining inefficiency scores: DEA-bootstrap analysis in the case of Saudi Arabia In: Cogent Economics & Finance.
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article5
2008THE APPLICATION OF COPULAS IN PRICING DEPENDENT CREDIT DERIVATIVES INSTRUMENTS In: Journal of Applied Economic Sciences.
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article0
2005THE IMPACT OF STOCK RETURNS VOLATILITY ON CREDIT DEFAULT SWAP RATES: A COPULA STUDY In: International Journal of Theoretical and Applied Finance (IJTAF).
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article6
2006THE DETERMINANTS OF CREDIT DEFAULT SWAP RATES: AN EXPLANATORY STUDY In: International Journal of Theoretical and Applied Finance (IJTAF).
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article21

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team