Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables N Naifar, MS Al Dohaiman International Review of Economics & Finance 27, 416-431, 2013 | 238 | 2013 |
Islamic financial markets and global crises: Contagion or decoupling? D Kenourgios, N Naifar, D Dimitriou Economic Modelling 57, 36-46, 2016 | 191 | 2016 |
The determinants of credit default swap rates: an explanatory study F Abid, N Naifar International Journal of Theoretical and Applied Finance 9 (01), 23-42, 2006 | 140 | 2006 |
The impact of macroeconomic and conventional stock market variables on Islamic index returns under regime switching S Bahloul, M Mroua, N Naifar Borsa Istanbul Review 17 (1), 62-74, 2017 | 128 | 2017 |
Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach N Naifar The Quarterly Review of Economics and Finance 61, 29-39, 2016 | 128 | 2016 |
Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic AH Elsayed, N Naifar, S Nasreen, AK Tiwari Energy Economics 107, 105842, 2022 | 98 | 2022 |
Do global financial distress and uncertainties impact GCC and global sukuk return dynamics? N Naifar, S Hammoudeh Pacific-Basin Finance Journal 39, 57-69, 2016 | 86 | 2016 |
Dependence structure between sukuk (Islamic bonds) and stock market conditions: An empirical analysis with Archimedean copulas N Naifar, S Hammoudeh Journal of International Financial Markets, Institutions and Money 44, 148-165, 2016 | 76 | 2016 |
Do regional and global uncertainty factors affect differently the conventional bonds and sukuk? New evidence N Naifar, M Mroua, S Bahloul Pacific-Basin Finance Journal 41, 65-74, 2017 | 73 | 2017 |
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis SJH Shahzad, N Naifar, S Hammoudeh, D Roubaud Energy Economics 68, 327-339, 2017 | 68 | 2017 |
Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications MA Naeem, E Bouri, MD Costa, N Naifar, SJH Shahzad Resources Policy 74, 102418, 2021 | 67 | 2021 |
Are Islamic stock indexes exposed to systemic risk? Multivariate GARCH estimation of CoVaR N Trabelsi, N Naifar Research in International Business and Finance 42, 727-744, 2017 | 65 | 2017 |
Modelling dependence structure with Archimedean copulas and applications to the iTraxx CDS index N Naifar Journal of Computational and Applied Mathematics 235 (8), 2459-2466, 2011 | 64 | 2011 |
Assessing government spending efficiency and explaining inefficiency scores: DEA-bootstrap analysis in the case of Saudi Arabia MN Ouertani, N Naifar, H Ben Haddad Cogent Economics & Finance 6 (1), 1493666, 2018 | 62 | 2018 |
Predictability and co-movement relationships between conventional and Islamic stock market indexes: A multiscale exploration using wavelets F Saâdaoui, N Naifar, MS Aldohaiman Physica A: Statistical Mechanics and its Applications 482, 552-568, 2017 | 57 | 2017 |
Islamic corporate governance: risk-sharing and Islamic preferred shares M Al-Suhaibani, N Naifar Journal of business ethics 124, 623-632, 2014 | 56 | 2014 |
Do Islamic bond (sukuk) prices reflect financial and policy uncertainty? A quantile regression approach JC Reboredo, N Naifar Emerging Markets Finance and Trade 53 (7), 1535-1546, 2017 | 48 | 2017 |
Modeling the dependence structure between default risk premium, equity return volatility and the jump risk: Evidence from a financial crisis N Naifar Economic modelling 29 (2), 119-131, 2012 | 47 | 2012 |
Modeling dependence structure between stock market volatility and sukuk yields: A nonlinear study in the case of Saudi Arabia N Naifar Borsa Istanbul Review 16 (3), 157-166, 2016 | 45 | 2016 |
Sukuk spreads determinants and pricing model methodology N Naifar, S Mseddi Afro-Asian Journal of Finance and Accounting 3 (3), 241-257, 2013 | 41 | 2013 |