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The determinants of credit default swap rates : an explanatory study

Abid, Fathi; Naifar, Nader - In: International journal of theoretical and applied finance 9 (2006) 1, pp. 23-42

Persistent link: https://www.econbiz.de/10003285866

Credit default sharing instead of credit default swaps : toward a more sustainable financial system

Naifar, Nader - In: Journal of economic issues : jei 48 (2014) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10010356315

Modeling the dependence structure between default risk premium, equity return volatility and the jump risk : evidence from a financial crisis

Naifar, Nader - In: Economic modelling 29 (2012) 2, pp. 119-131

Persistent link: https://www.econbiz.de/10009536052

Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? : a quantile regression approach

Naifar, Nader - In: The quarterly review of economics and finance : journal … 61 (2016), pp. 29-39

Persistent link: https://www.econbiz.de/10011627504

Spillover among sovereign credit risk and the role of climate uncertainty

Naifar, Nader - In: Finance research letters 61 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10014490623

What explains the sovereign credit default swap spreads changes in the GCC region?

Naifar, Nader - In: Journal of risk and financial management : JRFM 13 (2020) 10/245, pp. 1-22

This paper aimed to investigate the drivers of sovereign credit risk spreads changes in the case of four Gulf Cooperation Council (GCC) countries, namely Kingdom of Saudi Arabia (KSA), the United Arab Emirates (UAE), Qatar, and Bahrain. Specifically, we explained the changes in sovereign credit...

Persistent link: https://www.econbiz.de/10012387138

Examining the nexus between oil shocks and sovereign credit risk : multidimensional insights from major oil exporters

Naifar, Nader - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10015133583

Sukuk spreads determinants and pricing model methodology

Naifar, Nader; Mseddi, Slim - In: Afro-Asian Journal of Finance and Accounting : AAJFA 3 (2012/13) 3, pp. 241-257

Persistent link: https://www.econbiz.de/10010210133

Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries : evidence from rolling windows and crossquantilogram analysis

Shahzad, Syed Jawad Hussain; Naifar, Nader; Hammoudeh, … - In: Energy economics 68 (2017), pp. 327-339

Persistent link: https://www.econbiz.de/10011905787

Tail event-based sovereign credit risk transmission network during COVID-19 pandemic

Naifar, Nader; Shahzad, Syed Jawad Hussain - In: Finance research letters 45 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10014578150