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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

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

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

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

Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries

Naifar, Nader; Shahzad, Syed Jawad Hussain; Hammoudeh, … - In: Energy economics 88 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012516238

Volatility spillovers among sovereign credit default swaps of emerging economies and their determinants

Aljarba, Shumok; Naifar, Nader; Almeshal, Khalid - In: Risks : open access journal 12 (2024) 4, pp. 1-17

This paper aims to investigate the volatility spillovers among selected emerging economies' sovereign credit default swaps (SCDSs), including those of Saudi Arabia, Russia, China, Indonesia, South Africa, Brazil, Mexico, and Turkey. Using data from January 2010 to July 2023, we apply the...

Persistent link: https://www.econbiz.de/10014636376