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What explains default risk premium during the financial crisis? : evidence from Japan

Naifar, Nader - In: Journal of economics & business 63 (2011) 5, pp. 412-430

Persistent link: https://www.econbiz.de/10009299129

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

Monetary policy expectations and financial Markets : a Quantile-on-Quantile connectedness approach

Naifar, Nader - 2025

Persistent link: https://www.econbiz.de/10015374402

Are Islamic stock indexes exposed to systemic risk? : multivariate GARCH estimation of CoVaR

Trabelsi, Nader; Naifar, Nader - In: Research in international business and finance 42 (2017), pp. 727-744

Persistent link: https://www.econbiz.de/10011750545

Islamic financial markets and global crises : contagion or decoupling?

Kenourgios, Dimitris; Naifar, Nader; Dimitriou, Dimitrios - In: Economic modelling 57 (2016), pp. 36-46

Persistent link: https://www.econbiz.de/10011646793

Islamic Financial Markets and Global Crises : Contagion or Decoupling?

Kenourgios, Dimitris - 2016

This paper investigates the contagion effects of the global financial crisis (GFC) and Eurozone sovereign debt crisis (ESDC) on Islamic equity and bond markets. Using a sample of Islamic stock indices from various developed and emerging markets and the global Islamic stock and bond (sukuk)...

Persistent link: https://www.econbiz.de/10012992182

Do energy and banking cds sector spreads reflect financial risks and economic policy uncertainty? : a time-scale decomposition approach

Naifar, Nader; Hammoudeh, Shawkat; Tiwari, Aviral Kumar - In: Computational economics 54 (2019) 2, pp. 507-534

Persistent link: https://www.econbiz.de/10012134319

Financial stability and monetary policy reaction : evidence from the GCC countries

Elsayed, Ahmed H.; Naifar, Nader; Nasreen, Samia - 2021

Persistent link: https://www.econbiz.de/10012617970