Nader Naifar
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Nader |
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Naifar |
Identifer
Contact
Affiliations
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College of Economics and Administrative Sciences,Al Imam Mohammad Ibn Saud Islamic University (IMSIU)
- http://www.imamu.edu.sa/en/Pages/default.aspx
- location: Riyadh/ Saudi Arabia
Research profile
author of:
- Islamic Corporate Governance: Risk-Sharing and Islamic Preferred Shares الأسهم التفضيلية الإسلامية (RePEc:abd:ieibch:766)
by Mohammad Al-Suhaibani & Nader Naifar - 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 (RePEc:abd:kauiea:v:30:y:2017:i:3:no:2:p:47-83)
by Nader A. Naifar & Mohammed I. Al-Suhaibani - Preference Sukuk to Share Revenue صكوك المشاركة التفضيلية في الإيراد (RePEc:abd:kauiea:v:31:y:2018:i:3:no:1:p:3-29)
by Muhammad Anas Zarqa & Mohammed Al-Suhaibani & Nader Naifar - Modeling dependence structure between stock market volatility and sukuk yields: A nonlinear study in the case of Saudi Arabia (RePEc:bor:bistre:v:16:y:2016:i:3:p:157-166)
by Nader Naifar - The impact of macroeconomic and conventional stock market variables on Islamic index returns under regime switching (RePEc:bor:bistre:v:17:y:2017:i:1:p:62-74)
by Slah Bahloul & Mourad Mroua & Nader Naifar - Modeling the dependence structure between default risk premium, equity return volatility and the jump risk: Evidence from a financial crisis (RePEc:eee:ecmode:v:29:y:2012:i:2:p:119-131)
by Naifar, Nader - Islamic financial markets and global crises: Contagion or decoupling? (RePEc:eee:ecmode:v:57:y:2016:i:c:p:36-46)
by Kenourgios, Dimitris & Naifar, Nader & Dimitriou, Dimitrios - Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic? (RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002266)
by Shahzad, Syed Jawad Hussain & Naifar, Nader - Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic (RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000299)
by Elsayed, Ahmed H. & Naifar, Nader & Nasreen, Samia & Tiwari, Aviral Kumar - Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis (RePEc:eee:eneeco:v:68:y:2017:i:c:p:327-339)
by Shahzad, Syed Jawad Hussain & Naifar, Nader & Hammoudeh, Shawkat & Roubaud, David - Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries (RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300864)
by Naifar, Nader & Shahzad, Syed Jawad Hussain & Hammoudeh, Shawkat - Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries (RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001187)
by Elsayed, Ahmed H. & Naifar, Nader & Uddin, Gazi Salah & Wang, Gang-Jin - Tail event-based sovereign credit risk transmission network during COVID-19 pandemic (RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002543)
by Naifar, Nader & Shahzad, Syed Jawad Hussain - Dependence structure between sukuk (Islamic bonds) and stock market conditions: An empirical analysis with Archimedean copulas (RePEc:eee:intfin:v:44:y:2016:i:c:p:148-165)
by Naifar, Nader & Hammoudeh, Shawkat & Al dohaiman, Mohamed S. - What explains default risk premium during the financial crisis? Evidence from Japan (RePEc:eee:jebusi:v:63:y:2011:i:5:p:412-430)
by Naifar, Nader - Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications (RePEc:eee:jrpoli:v:74:y:2021:i:c:s030142072100427x)
by Naeem, Muhammad Abubakr & Bouri, Elie & Costa, Mabel D. & Naifar, Nader & Shahzad, Syed Jawad Hussain - Do global financial distress and uncertainties impact GCC and global sukuk return dynamics? (RePEc:eee:pacfin:v:39:y:2016:i:c:p:57-69)
by Naifar, Nader & Hammoudeh, Shawkat - Do regional and global uncertainty factors affect differently the conventional bonds and sukuk? New evidence (RePEc:eee:pacfin:v:41:y:2017:i:c:p:65-74)
by Naifar, Nader & Mroua, Mourad & Bahloul, Slah - Predictability and co-movement relationships between conventional and Islamic stock market indexes: A multiscale exploration using wavelets (RePEc:eee:phsmap:v:482:y:2017:i:c:p:552-568)
by Saâdaoui, Foued & Naifar, Nader & Aldohaiman, Mohamed S. - Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach (RePEc:eee:quaeco:v:61:y:2016:i:c:p:29-39)
by Naifar, Nader - Financial stability and monetary policy reaction: Evidence from the GCC countries (RePEc:eee:quaeco:v:87:y:2023:i:c:p:396-405)
by Elsayed, Ahmed H. & Naifar, Nader & Nasreen, Samia - Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables (RePEc:eee:reveco:v:27:y:2013:i:c:p:416-431)
by Naifar, Nader & Al Dohaiman, Mohammed Saleh - Are Islamic stock indexes exposed to systemic risk? Multivariate GARCH estimation of CoVaR (RePEc:eee:riibaf:v:42:y:2017:i:c:p:727-744)
by Trabelsi, Nader & Naifar, Nader - An examination of whether gold-backed Islamic cryptocurrencies are safe havens for international Islamic equity markets (RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001544)
by Ali, Fahad & Bouri, Elie & Naifar, Nader & Shahzad, Syed Jawad Hussain & AlAhmad, Mohammad - Are Islamic indexes, Bitcoin and gold, still “safe-haven” assets during the COVID-19 pandemic crisis? (RePEc:eme:imefmp:imefm-06-2020-0295)
by Slah Bahloul & Mourad Mroua & Nader Naifar & nader naifar - Credit‐default swap rates and equity volatility: a nonlinear relationship (RePEc:eme:jrfpps:15265940610688946)
by Fathi Abid & Nader Naifar - The Impact of Major Oil, Financial and Uncertainty Factors on Sovereign CDS Spreads: Evidence from GCC, Other Oil-Exporting Countries and Regional Markets (RePEc:erg:wpaper:1129)
by Nader Naifar & Syed Jawad Hussain Shahzad & Shawkat Hammoudeh - Financial Stability and Monetary Policy Reaction: Evidence from the GCC Countries (RePEc:erg:wpaper:1474)
by Ahmed H. Elsayed & Nader Naifar & Ahmed H. Elsayed - Exploring the Dynamic Links between GCC Sukuk and Commodity Market Volatility (RePEc:gam:jijfss:v:6:y:2018:i:3:p:72-:d:163414)
by Nader Naifar - What Explains the Sovereign Credit Default Swap Spreads Changes in the GCC Region? (RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:245-:d:429099)
by Nader Naifar - Does Geopolitical Risk Matter for Sovereign Credit Risk? Fresh Evidence from Nonlinear Analysis (RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:148-:d:1077166)
by Nader Naifar & Shumokh Aljarba - Sukuk spreads determinants and pricing model methodology (RePEc:ids:afasfa:v:3:y:2013:i:3:p:241-257)
by Nader Naifar & Slim Mseddi - A quantile regression approach and nonlinear analysis with Archimedean copulas to explain the movements of residential real estate prices (RePEc:ids:afasfa:v:6:y:2016:i:4:p:374-395)
by Khalid Almeshal & Nader Naifar - Exploring the determinants of corporate debt maturity: evidence from Tunisian market (RePEc:ids:ijbema:v:2:y:2010:i:2:p:163-179)
by Nader Naifar - The determinants of bank performance: an analysis of theory and practice in the case of an emerging market (RePEc:ids:ijbenv:v:3:y:2010:i:4:p:460-470)
by Nader Naifar - Copula based simulation procedures for pricing collateralised debt obligations (RePEc:ids:injams:v:2:y:2010:i:3:p:239-261)
by Fathi Abid & Nader Naifar - Do Energy and Banking CDS Sector Spreads Reflect Financial Risks and Economic Policy Uncertainty? A Time-Scale Decomposition Approach (RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9838-1)
by Nader Naifar & Shawkat Hammoudeh & Aviral Kumar Tiwari - Islamic Corporate Governance: Risk-Sharing and Islamic Preferred Shares (RePEc:kap:jbuset:v:124:y:2014:i:4:p:623-632)
by Mohammad Al-Suhaibani & Nader Naifar - Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach (RePEc:mes:emfitr:v:53:y:2017:i:7:p:1535-1546)
by Juan Carlos Reboredo & Nader Naifar - Credit Default Sharing Instead of Credit Default Swaps: Toward a More Sustainable Financial System (RePEc:mes:jeciss:v:48:y:2014:i:1:p:1-18)
by Nader Naifar - La récente crise financière internationale cause t-elle la crise des marchés des swaps sur défaut de crédit?
[Does the recent financial crisis affect credit default swap markets?] (RePEc:pra:mprapa:11909)
by Naifar, Nader - Price Calibration of basket default swap: Evidence from Japanese market (RePEc:pra:mprapa:6013)
by Fathi, Abid & Nader, Naifar - Copula based simulation procedures for pricing basket Credit Derivatives (RePEc:pra:mprapa:6014)
by Fathi, Abid & Nader, Naifar - Explaining IPOs Underpricing in the Tunisian Market (RePEc:sae:emffin:v:10:y:2011:i:3:p:311-336)
by Nader Naifar - Should investors include bitcoin in their portfolio? New evidence from a bootstrap-based stochastic dominance approach (RePEc:taf:apeclt:v:29:y:2022:i:1:p:53-62)
by Mourad Mroua & Slah Bahloul & Nader Naifar - Sukuk returns dynamics under bullish and bearish market conditions: do COVID-19 related news and government measures matter? (RePEc:taf:apeclt:v:30:y:2023:i:7:p:875-883)
by Nader Naifar - Further evidence on international Islamic and conventional portfolios diversification under regime switching (RePEc:taf:applec:v:49:y:2017:i:39:p:3959-3978)
by Slah Bahloul & Mourad Mroua & Nader Naifar - Assessing government spending efficiency and explaining inefficiency scores: DEA-bootstrap analysis in the case of Saudi Arabia (RePEc:taf:oaefxx:v:6:y:2018:i:1:p:1493666)
by Mohamed Nejib Ouertani & Nader Naifar & Hedi Ben Haddad - The Application Of Copulas In Pricing Dependent Credit Derivatives Instruments (RePEc:ush:jaessh:v:3:y:2008:i:2(4)_summer2008:18)
by Fathi Abid & Nader Naifar - Dynamic links between renewable energy, commodities, and financial stock markets: Implications for portfolio diversification (RePEc:wsi:ijfexx:v:09:y:2022:i:01:n:s2424786321500237)
by Mourad Mroua & Hejer Bouattour & Nader Naifar - The Impact Of Stock Returns Volatility On Credit Default Swap Rates: A Copula Study (RePEc:wsi:ijtafx:v:08:y:2005:i:08:n:s0219024905003372)
by Fathi Abid & Nader Naifar - The Determinants Of Credit Default Swap Rates: An Explanatory Study (RePEc:wsi:ijtafx:v:09:y:2006:i:01:n:s0219024906003445)
by Fathi Abid & Nader Naifar