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Nader Naifar

Personal Details

First Name:Nader
Middle Name:
Last Name:Naifar
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RePEc Short-ID:pna555
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https://scholar.google.com/citations?user=ZhbgTmMAAAAJ&hl=en

Affiliation

College of Economics and Administrative Sciences,Al Imam Mohammad Ibn Saud Islamic University (IMSIU)

http://www.imamu.edu.sa/en/Pages/default.aspx
Riyadh/ Saudi Arabia
PO Box 5701, Riyadh, Saudi Arabia

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Ahmed H. Elsayed & Nader Naifar & Ahmed H. Elsayed, 2021. "Financial Stability and Monetary Policy Reaction: Evidence from the GCC Countries," Working Papers 1474, Economic Research Forum, revised 20 Aug 2021.
  2. Nader Naifar & Syed Jawad Hussain Shahzad & Shawkat Hammoudeh, 2017. "The Impact of Major Oil, Financial and Uncertainty Factors on Sovereign CDS Spreads: Evidence from GCC, Other Oil-Exporting Countries and Regional Markets," Working Papers 1129, Economic Research Forum, revised 08 2017.
  3. Naifar, Nader, 2008. "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?]," MPRA Paper 11909, University Library of Munich, Germany.
  4. Fathi, Abid & Nader, Naifar, 2007. "Price Calibration of basket default swap: Evidence from Japanese market," MPRA Paper 6013, University Library of Munich, Germany.
  5. Fathi, Abid & Nader, Naifar, 2007. "Copula based simulation procedures for pricing basket Credit Derivatives," MPRA Paper 6014, University Library of Munich, Germany.

Articles

  1. Ghulam Mujtaba & Asima Siddique & Nader Naifar & Syed Jawad Hussain Shahzad, 2024. "Hedge and safe haven role of commodities for the US and Chinese equity markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 2381-2414, April.
  2. Naifar, Nader, 2024. "Spillover among Sovereign Credit Risk and the Role of Climate Uncertainty," Finance Research Letters, Elsevier, vol. 61(C).
  3. Shumok Aljarba & Nader Naifar & Khalid Almeshal, 2024. "Volatility Spillovers among Sovereign Credit Default Swaps of Emerging Economies and Their Determinants," Risks, MDPI, vol. 12(4), pages 1-17, April.
  4. Slah Bahloul & Mourad Mroua & Nader Naifar, 2023. "Re-evaluating the hedge and safe-haven properties of Islamic indexes, gold and Bitcoin: evidence from DCC–GARCH and quantile models," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, vol. 14(8), pages 1167-1181, January.
  5. Nader Naifar, 2023. "Sukuk returns dynamics under bullish and bearish market conditions: do COVID-19 related news and government measures matter?," Applied Economics Letters, Taylor & Francis Journals, vol. 30(7), pages 875-883, April.
  6. Elsayed, Ahmed H. & Naifar, Nader & Uddin, Gazi Salah & Wang, Gang-Jin, 2023. "Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries," International Review of Financial Analysis, Elsevier, vol. 87(C).
  7. Elsayed, Ahmed H. & Naifar, Nader & Nasreen, Samia, 2023. "Financial stability and monetary policy reaction: Evidence from the GCC countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 396-405.
  8. Nader Naifar & Shumokh Aljarba, 2023. "Does Geopolitical Risk Matter for Sovereign Credit Risk? Fresh Evidence from Nonlinear Analysis," JRFM, MDPI, vol. 16(3), pages 1-17, February.
  9. Shahzad, Syed Jawad Hussain & Naifar, Nader, 2022. "Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic?," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
  10. Elsayed, Ahmed H. & Naifar, Nader & Nasreen, Samia & Tiwari, Aviral Kumar, 2022. "Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic," Energy Economics, Elsevier, vol. 107(C).
  11. Ali, Fahad & Bouri, Elie & Naifar, Nader & Shahzad, Syed Jawad Hussain & AlAhmad, Mohammad, 2022. "An examination of whether gold-backed Islamic cryptocurrencies are safe havens for international Islamic equity markets," Research in International Business and Finance, Elsevier, vol. 63(C).
  12. Mourad Mroua & Slah Bahloul & Nader Naifar, 2022. "Should investors include bitcoin in their portfolio? New evidence from a bootstrap-based stochastic dominance approach," Applied Economics Letters, Taylor & Francis Journals, vol. 29(1), pages 53-62, January.
  13. Naifar, Nader & Shahzad, Syed Jawad Hussain, 2022. "Tail event-based sovereign credit risk transmission network during COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 45(C).
  14. Mourad Mroua & Hejer Bouattour & Nader Naifar, 2022. "Dynamic links between renewable energy, commodities, and financial stock markets: Implications for portfolio diversification," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 9(01), pages 1-28, March.
  15. Nader Naifar & Aviral Kumar Tiwari & Mohammed Alhashim, 2022. "How COVID‐19 pandemic, global risk factors, and oil prices affect Islamic bonds (Sukuk) prices? New insights from time‐frequency analysis," Review of Financial Economics, John Wiley & Sons, vol. 40(3), pages 312-331, July.
  16. Slah Bahloul & Mourad Mroua & Nader Naifar & nader naifar, 2021. "Are Islamic indexes, Bitcoin and gold, still “safe-haven” assets during the COVID-19 pandemic crisis?," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 15(2), pages 372-385, September.
  17. Naeem, Muhammad Abubakr & Bouri, Elie & Costa, Mabel D. & Naifar, Nader & Shahzad, Syed Jawad Hussain, 2021. "Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications," Resources Policy, Elsevier, vol. 74(C).
  18. Nader Naifar, 2020. "What Explains the Sovereign Credit Default Swap Spreads Changes in the GCC Region?," JRFM, MDPI, vol. 13(10), pages 1-22, October.
  19. Naifar, Nader & Shahzad, Syed Jawad Hussain & Hammoudeh, Shawkat, 2020. "Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries," Energy Economics, Elsevier, vol. 88(C).
  20. Nader Naifar & Shawkat Hammoudeh & Aviral Kumar Tiwari, 2019. "Do Energy and Banking CDS Sector Spreads Reflect Financial Risks and Economic Policy Uncertainty? A Time-Scale Decomposition Approach," Computational Economics, Springer;Society for Computational Economics, vol. 54(2), pages 507-534, August.
  21. Mohamed Nejib Ouertani & Nader Naifar & Hedi Ben Haddad, 2018. "Assessing government spending efficiency and explaining inefficiency scores: DEA-bootstrap analysis in the case of Saudi Arabia," Cogent Economics & Finance, Taylor & Francis Journals, vol. 6(1), pages 1493666-149, January.
  22. Nader Naifar, 2018. "Exploring the Dynamic Links between GCC Sukuk and Commodity Market Volatility," IJFS, MDPI, vol. 6(3), pages 1-18, August.
  23. Muhammad Anas Zarqa & Mohammed Al-Suhaibani & Nader Naifar, 2018. "Preference Sukuk to Share Revenue صكوك المشاركة التفضيلية في الإيراد," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 31(3), pages 3-29, October.
  24. Naifar, Nader & Mroua, Mourad & Bahloul, Slah, 2017. "Do regional and global uncertainty factors affect differently the conventional bonds and sukuk? New evidence," Pacific-Basin Finance Journal, Elsevier, vol. 41(C), pages 65-74.
  25. Slah Bahloul & Mourad Mroua & Nader Naifar, 2017. "The impact of macroeconomic and conventional stock market variables on Islamic index returns under regime switching," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 17(1), pages 62-74, March.
  26. Saâdaoui, Foued & Naifar, Nader & Aldohaiman, Mohamed S., 2017. "Predictability and co-movement relationships between conventional and Islamic stock market indexes: A multiscale exploration using wavelets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 482(C), pages 552-568.
  27. Slah Bahloul & Mourad Mroua & Nader Naifar, 2017. "Further evidence on international Islamic and conventional portfolios diversification under regime switching," Applied Economics, Taylor & Francis Journals, vol. 49(39), pages 3959-3978, August.
  28. Shahzad, Syed Jawad Hussain & Naifar, Nader & Hammoudeh, Shawkat & Roubaud, David, 2017. "Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis," Energy Economics, Elsevier, vol. 68(C), pages 327-339.
  29. Nader A. Naifar & Mohammed I. Al-Suhaibani, 2017. "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," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 30(3), pages 47-83, October.
  30. Juan Carlos Reboredo & Nader Naifar, 2017. "Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(7), pages 1535-1546, July.
  31. Trabelsi, Nader & Naifar, Nader, 2017. "Are Islamic stock indexes exposed to systemic risk? Multivariate GARCH estimation of CoVaR," Research in International Business and Finance, Elsevier, vol. 42(C), pages 727-744.
  32. Naifar, Nader & Hammoudeh, Shawkat, 2016. "Do global financial distress and uncertainties impact GCC and global sukuk return dynamics?," Pacific-Basin Finance Journal, Elsevier, vol. 39(C), pages 57-69.
  33. Nader Naifar, 2016. "Modeling dependence structure between stock market volatility and sukuk yields: A nonlinear study in the case of Saudi Arabia," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 16(3), pages 157-166, September.
  34. Khalid Almeshal & Nader Naifar, 2016. "A quantile regression approach and nonlinear analysis with Archimedean copulas to explain the movements of residential real estate prices," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 6(4), pages 374-395.
  35. Naifar, Nader & Hammoudeh, Shawkat & Al dohaiman, Mohamed S., 2016. "Dependence structure between sukuk (Islamic bonds) and stock market conditions: An empirical analysis with Archimedean copulas," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 148-165.
  36. Kenourgios, Dimitris & Naifar, Nader & Dimitriou, Dimitrios, 2016. "Islamic financial markets and global crises: Contagion or decoupling?," Economic Modelling, Elsevier, vol. 57(C), pages 36-46.
  37. Naifar, Nader, 2016. "Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 61(C), pages 29-39.
  38. Mohammad Al-Suhaibani & Nader Naifar, 2014. "Islamic Corporate Governance: Risk-Sharing and Islamic Preferred Shares," Journal of Business Ethics, Springer, vol. 124(4), pages 623-632, November.
  39. Nader Naifar, 2014. "Credit Default Sharing Instead of Credit Default Swaps: Toward a More Sustainable Financial System," Journal of Economic Issues, Taylor & Francis Journals, vol. 48(1), pages 1-18.
  40. Naifar, Nader & Al Dohaiman, Mohammed Saleh, 2013. "Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 416-431.
  41. Nader Naifar & Slim Mseddi, 2013. "Sukuk spreads determinants and pricing model methodology," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 3(3), pages 241-257.
  42. Naifar, Nader, 2012. "Modeling the dependence structure between default risk premium, equity return volatility and the jump risk: Evidence from a financial crisis," Economic Modelling, Elsevier, vol. 29(2), pages 119-131.
  43. Naifar, Nader, 2011. "What explains default risk premium during the financial crisis? Evidence from Japan," Journal of Economics and Business, Elsevier, vol. 63(5), pages 412-430, September.
  44. Nader Naifar, 2011. "Explaining IPOs Underpricing in the Tunisian Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 10(3), pages 311-336, December.
  45. Nader Naifar, 2010. "Exploring the determinants of corporate debt maturity: evidence from Tunisian market," International Journal of Business and Emerging Markets, Inderscience Enterprises Ltd, vol. 2(2), pages 163-179.
  46. Fathi Abid & Nader Naifar, 2010. "Copula based simulation procedures for pricing collateralised debt obligations," International Journal of Applied Management Science, Inderscience Enterprises Ltd, vol. 2(3), pages 239-261.
  47. Nader Naifar, 2010. "The determinants of bank performance: an analysis of theory and practice in the case of an emerging market," International Journal of Business Environment, Inderscience Enterprises Ltd, vol. 3(4), pages 460-470.
  48. Fathi Abid & Nader Naifar, 2008. "The Application Of Copulas In Pricing Dependent Credit Derivatives Instruments," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 3(2(4)_Summ).
  49. Fathi Abid & Nader Naifar, 2006. "The Determinants Of Credit Default Swap Rates: An Explanatory Study," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 9(01), pages 23-42.
  50. Fathi Abid & Nader Naifar, 2006. "Credit‐default swap rates and equity volatility: a nonlinear relationship," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 7(4), pages 348-371, August.
  51. Fathi Abid & Nader Naifar, 2005. "The Impact Of Stock Returns Volatility On Credit Default Swap Rates: A Copula Study," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(08), pages 1135-1155.

Chapters

  1. Mohammad Al-Suhaibani & Nader Naifar, 2014. "Islamic Corporate Governance: Risk-Sharing and Islamic Preferred Shares الأسهم التفضيلية الإسلامية," Chapters of books published by the Islamic Economics Institute, KAAU or its faculty members., in: Islamic Economics Institute (ed.),Lectures in Islamic Economics and Finance, Selected From Wednesday Seminars-08 محاضرات في الاقتصاد والتمويل الإسلامي ، مختارة من حوارات الأربعاء - 08, edition 0, chapter 21, pages 245-268, King Abdulaziz University, Islamic Economics Institute..

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ARA: MENA - Middle East and North Africa (2) 2017-09-10 2023-01-16
  2. NEP-RMG: Risk Management (2) 2007-12-01 2007-12-01
  3. NEP-CIS: Confederation of Independent States (1) 2017-09-10
  4. NEP-CMP: Computational Economics (1) 2007-12-01
  5. NEP-ENE: Energy Economics (1) 2017-09-10
  6. NEP-FMK: Financial Markets (1) 2007-12-01
  7. NEP-MON: Monetary Economics (1) 2023-01-16

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