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The impact of stock returns volatility on credit default swap rates: A copula study

Abid, Fathi; Naifar, Nader - In: International journal of theoretical and applied finance 8 (2005) 8, pp. 1135-1155

Persistent link: https://www.econbiz.de/10003280048

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

Sukuk returns dynamics under bullish and bearish market conditions : do COVID-19 related news and government measures matter?

Naifar, Nader - In: Applied economics letters 30 (2023) 7, pp. 875-883

Persistent link: https://www.econbiz.de/10014303590

A quantile regression approach and nonlinear analysis with Archimedean copulas to explain the movements of residential real estate prices

Almeshal, Khalid; Naifar, Nader - In: Afro-Asian Journal of Finance and Accounting : AAJFA 6 (2016) 4, pp. 374-395

Persistent link: https://www.econbiz.de/10011719674

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

Regime switching, asymmetric correlation and international portfolio choices

Abid, Fathi; Bahloul, Slah - In: International journal of monetary economics and finance 4 (2011) 2, pp. 172-194

Persistent link: https://www.econbiz.de/10009009086

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

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

Stochastic Dominance Based Performance Ranking and Shock Transmission between MENA Countries’ GDP Growth and Stock Market Return

Abid, Fathi - 2016

The aim of this paper is twofold. It is first to evaluate the comparative performance of ten MENA (Middle East and North Africa) countries according to GDP growth and stock market return indicators using the non-parametric stochastic dominance approach. We will then use a multivariate vector...

Persistent link: https://www.econbiz.de/10013002944