Nader Naifar : Citation Profile


Are you Nader Naifar?

9

H index

8

i10 index

284

Citations

RESEARCH PRODUCTION:

29

Articles

4

Papers

RESEARCH ACTIVITY:

   13 years (2005 - 2018). See details.
   Cites by year: 21
   Journals where Nader Naifar has often published
   Relations with other researchers
   Recent citing documents: 80.    Total self citations: 12 (4.05 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pna555
   Updated: 2021-10-16    RAS profile: 2019-03-01    
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Relations with other researchers


Works with:

Shahzad, Syed Jawad Hussain (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 (15)

Bouri, Elie (11)

GUPTA, RANGAN (10)

Tiwari, Aviral (7)

Panetta, Ida (6)

Hassan, M. Kabir (6)

Demirer, Riza (6)

Marfatia, Hardik (6)

Salisu, Afees (6)

de Peretti, Christian (5)

Balli, Faruk (5)

Cites to:

Hammoudeh, Shawkat (32)

Nguyen, Duc Khuong (16)

Mensi, walid (13)

Aloui, Chaker (13)

Bollerslev, Tim (13)

Reboredo, Juan (13)

Engle, Robert (10)

Kenourgios, Dimitris (9)

Baur, Dirk (9)

Weill, Laurent (8)

Godlewski, Christophe (8)

Main data


Where Nader Naifar has published?


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

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

Recent works citing Nader Naifar (2021 and 2020)


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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2020The Co‐Movement of Credit Default Swap Spreads, Equity Returns and Volatility: Evidence from Asia‐Pacific Markets. (2020). Gottschalk, Katrin ; da Fonseca, Jose. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:3:p:551-579.

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2020Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a Copula Approach. (2020). Ehouman, Yao Axel. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-31.

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2020How Sukuk and Conventional Bond Affect Economic Growth? Evidence from Indonesia. (2020). Milawati, Milawati ; Kartini, Enny. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-05-8.

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2020Stock Prices Reaction to Oil Price Fluctuations: Empirical Evidence from Nigeria. (2020). Adeyemi, Olamide ; Obadiaru, Eseosa ; Inegbedion, Henry. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-18.

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2020Long Run Association of Oil Prices and Stock Prices: A Case of Indonesia. (2020). Alqahtani, Hassan Ali ; Srinivasa, Venkata Sai. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-70.

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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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2020The static and dynamic connectedness of environmental, social, and governance investments: International evidence. (2020). Kenourgios, Dimitris ; Papathanasiou, Sypros ; Umar, Zaghum. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:112-124.

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2020A fractional cointegration VAR analysis of Islamic stocks: A global perspective. (2020). Salisu, Afees ; Ndako, Umar ; Adediran, Idris ; Swaray, Raymond. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306636.

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2020The heterogeneous behaviour of the inflation hedging property of cocoa. (2020). Salisu, Afees ; Oloko, Tirimisiyu ; Adediran, Idris ; Ohemeng, William. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303535.

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2020Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330.

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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). Ou, Yangchen ; Jiang, Yong ; Zhou, Zhongbao ; Lin, Ling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000334.

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2020Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors. (2020). al Dohaiman, Mohammed ; Mezghani, Imed ; ben Haddad, Hedi. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518300748.

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2020Dynamic interdependence of ASEAN5 with G5 stock markets. (2020). Liow, Kim ; Song, Jeongseop. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120300042.

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2020Oil price shocks and EMU sovereign yield spreads. (2020). Filis, George ; Filippidis, Michail ; Kizys, Renatas. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304530.

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2020Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries. (2020). Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Naifar, Nader. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300864.

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2020Oil shocks and financial systemic stress: International evidence. (2020). Qin, Xiao. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302851.

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2020Islamic stocks, conventional stocks, and crude oil: Directional volatility spillover analysis in BRICS. (2020). Gasbarro, Dominic ; Wali, Muammer ; Hoque, Ariful ; Hassan, Kamrul. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s014098832030325x.

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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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2020Oil market conditions and sovereign risk in MENA oil exporters and importers. (2020). Roubaud, David ; Kachacha, Imad ; Bouri, Elie. In: Energy Policy. RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519306603.

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2020Risk spillover effects from global crude oil market to China’s commodity sectors. (2020). Jiang, Yonghong ; Mo, Bin ; Nie, HE ; Meng, Juan. In: Energy. RePEc:eee:energy:v:202:y:2020:i:c:s0360544220303157.

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2020Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models. (2020). Liu, Jia ; He, Kaijian ; Stafylas, Dimitrios ; Zha, Rui ; Yu, Lean. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304964.

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2020The relationship between oil and financial markets in emerging economies: The significant role of Kazakhstan as the oil exporting country. (2020). Gözgör, Giray ; Marco, Chi Keung ; Semeyutin, Artur ; Li, Haiping. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319301424.

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2020Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach. (2020). Das, Debojyoti ; Kannadhasan, M. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612318305014.

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2020How do sovereign credit default swap spreads behave under extreme oil price movements? Evidence from G7 and BRICS countries. (2020). Li, Jianping ; Sun, Xiaolei ; Wang, Jun. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319306981.

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

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2020Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns. (2020). Onwuka, Kevin O ; Urom, Christian ; Yuni, Denis N ; Uma, Kalu E. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:10-29.

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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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2020Asymmetric causality between stock returns and usual hedges: An industry-level analysis. (2020). Bahmani-Oskooee, Mohsen ; Hadzic, Muris ; Ghodsi, Seyed Hesam. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300074.

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2020Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects. (2020). Ding, Zhihua ; Wu, Jy S ; Tseng, Hui-Kuan ; Liu, Zhenhua. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308153.

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2020How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique. (2020). Sharif, Arshian ; Jermsittiparsert, Kittisak ; Sarwat, Salman ; Godil, Danish Iqbal. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308402.

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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). Tahir, Hammad ; Oliyide, Johnson A ; Adekoya, Oluwasegun B. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001343.

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2020Modeling the relationship between oil and USD exchange rates: Evidence from a regime-switching-quantile regression approach. (2020). Mokni, Khaled ; Youssef, Manel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:55:y:2020:i:c:s1042444x20300141.

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2020Corruption and equity market performance: International comparative evidence. (2020). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930575x.

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2020Misinformation corrections of corporate news: Corporate clarification announcements. (2020). Yang, Ann Shawing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x19302884.

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2020Do Islamic indices provide diversification to bitcoin? A time-varying copulas and value at risk application. (2020). Asghar, Nadia ; Ur, Mobeen ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x19306638.

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2020Corporate governance mechanisms with conventional bonds and Sukuk’ yield spreads. (2020). Ali, Norli ; Haniff, Mohd Nizal ; Saad, Noriza Mohd. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x17301336.

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2020Islamic stock market versus conventional: Are islamic investing a ‘Safe Haven’ for investors? A systematic literature review. (2020). Panetta, Ida Claudia ; delle Foglie, Andrea. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20302833.

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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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2020Dynamic linkages between international oil price, plastic stock index and recycle plastic markets in China. (2020). Fan, Ying ; Guo, Jianfeng ; Wang, Jiqiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:167-179.

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2020Movements in international bond markets: The role of oil prices. (2020). GUPTA, RANGAN ; Bouri, Elie ; Nazlioglu, Saban. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:47-58.

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2020A bibliometric review of takaful literature. (2020). Bahoo, Salman ; Dreassi, Alberto ; Paltrinieri, Andrea ; Hassan, Kabir M ; Khan, Ashraf. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:389-405.

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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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2020Islamic and conventional portfolios optimization under investor sentiment states: Bayesian vs Markowitz portfolio analysis. (2020). Trichilli, Yousra ; Masmoudi, Afif ; Abbes, Mouna Boujelbene. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918310547.

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2020Stock market dependence in crisis periods: Evidence from oil price shocks and the Qatar blockade. (2020). Benlagha, Noureddine. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531918311115.

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2020A Wavelet-Based Analysis of the Co-Movement between Sukuk Bonds and Shariah Stock Indices in the GCC Region: Implications for Risk Diversification. (2020). Tiwari, Aviral ; Nasreen, Samia ; Raza, Syed Ale ; Hammoudeh, Shawkat ; Ali, Syed Asif. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:63-:d:338385.

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2020Time-Frequency Based Dynamics of Decoupling or Integration between Islamic and Conventional Equity Markets. (2020). Ashfaq, Saira ; Nayyar, Sadaf ; Mujtaba, Ghulam ; Anas, Muhammad. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:156-:d:385921.

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2020Quantile Dependence in Tourism Demand Time Series: Evidence in the Southern Italy Market. (2020). Rosciano, Monica ; de Luca, Giovanni. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:8:p:3243-:d:346461.

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2020SOVEREIGN GREEN SUKUK: ENVIRONMENTAL RISK MODEL DEVELOPMENT. (2020). Sakti, Ali ; Sasongko, Arya. In: Working Papers. RePEc:idn:wpaper:wp022020.

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

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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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2020International price volatility transmission and structural change: a market connectivity analysis in the beef sector. (2020). Guo, Jin ; Tanaka, Tetsuji. In: Palgrave Communications. RePEc:pal:palcom:v:7:y:2020:i:1:d:10.1057_s41599-020-00657-x.

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2020Modeling risk dependence and portfolio VaR forecast through vine copula for cryptocurrencies. (2020). Hakim, Arief ; Syuhada, Khreshna. In: PLOS ONE. RePEc:plo:pone00:0242102.

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2020Portfolio diversification opportunities for U.S. Islamic investors with its trading partners when the world catches a cold: A Multivariate-GARCH and wavelet approach. (2020). Lim, Siok Jin . In: MPRA Paper. RePEc:pra:mprapa:103295.

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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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2020Time-Varying Causality between Bond and Oil Markets of the United States: Evidence from Over One and Half Centuries of Data. (2020). GUPTA, RANGAN ; Rojas, Omar ; Nazlioglu, Saban ; Coronado, Semei. In: Working Papers. RePEc:pre:wpaper:202006.

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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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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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2020A bibliometric analysis of socially responsible investment sukuk literature. (2020). Rahman, Mahfuzur ; Kaium, Md Abdul ; Sarker, Moniruzzaman ; Tu, Teng-Tsai ; Isa, Che Ruhana. In: Asian Journal of Sustainability and Social Responsibility. RePEc:spr:ajossr:v:5:y:2020:i:1:d:10.1186_s41180-020-00035-2.

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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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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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2020Rare disaster and renewable energy in the USA: new insights from wavelet coherence and rolling-window analysis. (2020). Sharif, Arshian ; Zaighum, Isma ; Ahmad, Hafizah Hammad ; Aman, Ameenullah ; Dogan, Eyup. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:103:y:2020:i:3:d:10.1007_s11069-020-04100-x.

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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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Works by Nader Naifar:


YearTitleTypeCited
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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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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2017The impact of macroeconomic and conventional stock market variables on Islamic index returns under regime switching In: Borsa Istanbul Review.
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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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2016Islamic financial markets and global crises: Contagion or decoupling? In: Economic Modelling.
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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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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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2011What explains default risk premium during the financial crisis? Evidence from Japan In: Journal of Economics and Business.
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2016Do global financial distress and uncertainties impact GCC and global sukuk return dynamics? In: Pacific-Basin Finance Journal.
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article12
2017Do regional and global uncertainty factors affect differently the conventional bonds and sukuk? New evidence In: Pacific-Basin Finance Journal.
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article10
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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article8
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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article28
2013Nonlinear analysis among crude oil prices, stock markets return and macroeconomic variables In: International Review of Economics & Finance.
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article77
2017Are Islamic stock indexes exposed to systemic risk? Multivariate GARCH estimation of CoVaR In: Research in International Business and Finance.
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article5
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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2018Exploring the Dynamic Links between GCC Sukuk and Commodity Market Volatility In: International Journal of Financial Studies.
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2013Sukuk spreads determinants and pricing model methodology In: Afro-Asian Journal of Finance and Accounting.
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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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2010Exploring the determinants of corporate debt maturity: evidence from Tunisian market In: International Journal of Business and Emerging Markets.
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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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2010Copula based simulation procedures for pricing collateralised debt obligations In: International Journal of Applied Management Science.
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2014Islamic Corporate Governance: Risk-Sharing and Islamic Preferred Shares In: Journal of Business Ethics.
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article4
2017Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach In: Emerging Markets Finance and Trade.
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article5
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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2007Price Calibration of basket default swap: Evidence from Japanese market In: MPRA Paper.
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2007Copula based simulation procedures for pricing basket Credit Derivatives In: MPRA Paper.
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2011Explaining IPOs Underpricing in the Tunisian Market In: Journal of Emerging Market Finance.
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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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article2
2008THE APPLICATION OF COPULAS IN PRICING DEPENDENT CREDIT DERIVATIVES INSTRUMENTS In: Journal of Applied Economic Sciences.
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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

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