Nader Naifar

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Modelling dependence structure with Archimedean copulas and applications to the iTraxx CDS index Journal of Computational and Applied Mathematics	2011-03-09	Paper
THE IMPACT OF STOCK RETURNS VOLATILITY ON CREDIT DEFAULT SWAP RATES: A COPULA STUDY International Journal of Theoretical and Applied Finance	2006-10-16	Paper
THE DETERMINANTS OF CREDIT DEFAULT SWAP RATES: AN EXPLANATORY STUDY International Journal of Theoretical and Applied Finance	2006-04-06	Paper

Research outcomes over time

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