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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

Dependence structure between sukuk (Islamic bonds) and stock market conditions : an empirical analysis with Archimedean copulas

Naifar, Nader; Hammoudeh, Shawkat; Al dohaiman, Mohamed S. - In: Journal of international financial markets, … 44 (2016), pp. 148-165

Persistent link: https://www.econbiz.de/10011690405

Do global financial distress and uncertainties impact GCC and global sukuk return dynamics?

Naifar, Nader; Hammoudeh, Shawkat - In: Pacific-Basin finance journal 39 (2016), pp. 57-69

Persistent link: https://www.econbiz.de/10011669181

Asymmetric impact of investor sentiment and media coverage news on bitcoin returns

Naifar, Nader; Altamimi, Sohale - In: Managerial finance 49 (2023) 8, pp. 1342-1354

Persistent link: https://www.econbiz.de/10014311559

Dynamic links between renewable energy, commodities, and financial stock markets : implications for portfolio diversification

Mroua, Mourad; Bouattour, Hejer; Naifar, Nader - In: International journal of financial engineering 9 (2022) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10013188803

Asymmetric effects, conditional volatility, inter-influences, and predictability in Asian stock markets

Abid, Fathi; Mikhail, Azmi D. - In: Global economy quarterly 1 (2000) 3, pp. 245-266

Persistent link: https://www.econbiz.de/10001613378

Regime-Switching Behavior in the Conditional Volatility of MENA Stock Market Returns

Bahloul, Slah - 2014

The objective of this paper is to investigate the behavior of the time varying volatility in eleven MENA countries' stock market using a three-state Markov regime-switching model over the period from October 30, 2006 to October 21, 2011. We find that MENA stock market volatility can be...

Persistent link: https://www.econbiz.de/10013054776

An examination of the NASDAQ 100 futures contract using ultra high frequency data

Abid, Fathi; Trabelsi, Lotfi - In: Journal of business and finance 1 (2013) 1, pp. 27-37

Persistent link: https://www.econbiz.de/10010201753

Regime-switching behaviour in the conditional volatility of MENA stock market returns

Bahloul, Slah; Abid, Fathi - In: Journal of emerging market finance 13 (2014) 3, pp. 253-278

Persistent link: https://www.econbiz.de/10010492033