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Nader Naifar
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Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables
N Naifar, MS Al Dohaiman
International Review of Economics & Finance 27, 416-431, 2013
2322013
Islamic financial markets and global crises: Contagion or decoupling?
D Kenourgios, N Naifar, D Dimitriou
Economic Modelling 57, 36-46, 2016
1842016
The determinants of credit default swap rates: an explanatory study
F Abid, N Naifar
International Journal of Theoretical and Applied Finance 9 (01), 23-42, 2006
1412006
Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach
N Naifar
The Quarterly Review of Economics and Finance 61, 29-39, 2016
1262016
The impact of macroeconomic and conventional stock market variables on Islamic index returns under regime switching
S Bahloul, M Mroua, N Naifar
Borsa Istanbul Review 17 (1), 62-74, 2017
1252017
Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic
AH Elsayed, N Naifar, S Nasreen, AK Tiwari
Energy Economics 107, 105842, 2022
822022
Do global financial distress and uncertainties impact GCC and global sukuk return dynamics?
N Naifar, S Hammoudeh
Pacific-Basin Finance Journal 39, 57-69, 2016
792016
Dependence structure between sukuk (Islamic bonds) and stock market conditions: An empirical analysis with Archimedean copulas
N Naifar, S Hammoudeh
Journal of International Financial Markets, Institutions and Money 44, 148-165, 2016
722016
Do regional and global uncertainty factors affect differently the conventional bonds and sukuk? New evidence
N Naifar, M Mroua, S Bahloul
Pacific-Basin Finance Journal 41, 65-74, 2017
702017
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis
SJH Shahzad, N Naifar, S Hammoudeh, D Roubaud
Energy Economics 68, 327-339, 2017
662017
Are Islamic stock indexes exposed to systemic risk? Multivariate GARCH estimation of CoVaR
N Trabelsi, N Naifar
Research in International Business and Finance 42, 727-744, 2017
652017
Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications
MA Naeem, E Bouri, MD Costa, N Naifar, SJH Shahzad
Resources Policy 74, 102418, 2021
622021
Modelling dependence structure with Archimedean copulas and applications to the iTraxx CDS index
N Naifar
Journal of Computational and Applied Mathematics 235 (8), 2459-2466, 2011
592011
Predictability and co-movement relationships between conventional and Islamic stock market indexes: A multiscale exploration using wavelets
F Saâdaoui, N Naifar, MS Aldohaiman
Physica A: Statistical Mechanics and its Applications 482, 552-568, 2017
572017
Assessing government spending efficiency and explaining inefficiency scores: DEA-bootstrap analysis in the case of Saudi Arabia
MN Ouertani, N Naifar, H Ben Haddad
Cogent Economics & Finance 6 (1), 1493666, 2018
552018
Islamic corporate governance: risk-sharing and Islamic preferred shares
M Al-Suhaibani, N Naifar
Journal of business ethics 124, 623-632, 2014
542014
Do Islamic bond (sukuk) prices reflect financial and policy uncertainty? A quantile regression approach
JC Reboredo, N Naifar
Emerging Markets Finance and Trade 53 (7), 1535-1546, 2017
482017
Modeling the dependence structure between default risk premium, equity return volatility and the jump risk: Evidence from a financial crisis
N Naifar
Economic modelling 29 (2), 119-131, 2012
462012
Modeling dependence structure between stock market volatility and sukuk yields: A nonlinear study in the case of Saudi Arabia
N Naifar
Borsa Istanbul Review 16 (3), 157-166, 2016
452016
Sukuk spreads determinants and pricing model methodology
N Naifar, S Mseddi
Afro-Asian Journal of Finance and Accounting 3 (3), 241-257, 2013
402013
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