Access Statistics for Mohammad Reza Jahan-Parvar

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa 0 0 0 109 0 0 1 350
Does Smooth Ambiguity Matter for Asset Pricing? 0 0 0 28 0 0 0 69
Downside Variance Risk Premium 1 1 3 70 1 1 9 155
Downside Variance Risk Premium 0 0 1 39 0 0 2 171
Equity Price Bubbles in the Middle Eastern and North African Financial Markets 0 0 0 45 0 0 1 166
Equity Returns and Business Cycles in Small Open Economies 0 0 1 80 0 0 1 214
Firm-Specific Risk-Neutral Distributions: The Role of CDS Spreads 0 0 1 25 1 2 3 107
Firm-specific risk-neutral distributions with options and CDS 0 0 0 14 0 0 2 37
Flood Insurance Coverage in the Coastal Zone 0 1 5 80 0 2 8 306
Foreign economic policy uncertainty and U.S. equity returns 0 5 5 5 0 9 9 9
Institutions and return predictability in oil-exporting countries 0 0 0 8 0 0 1 47
Macroeconomic Effects of Banking Sector Losses across Structural Models 0 0 0 56 0 1 2 155
Macroeconomic Effects of Banking Sector Losses across Structural Models 0 0 0 70 0 1 3 147
Measuring Ambiguity Aversion 0 0 1 33 0 1 13 112
Non-Financial Corporate Credit and Recessions 0 0 0 3 0 0 1 9
Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach 0 0 0 246 0 0 1 498
Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs 0 0 0 6 0 2 3 34
SONOMA: a Small Open ecoNOmy for MAcrofinance 1 1 1 15 1 1 1 13
Taxonomy of Global Risk, Uncertainty, and Volatility Measures 0 0 0 55 1 1 5 156
The Impact of Financial Sanctions: The Case of Iran 2011-2016 1 1 2 38 1 3 6 92
The Third SNB-FRB-BIS High-Level Conference on Global Risk, Uncertainty, and Volatility: Monetary Policy and Banking Regulation under Elevated Uncertainty 0 0 2 2 0 0 4 4
Trend-Cycle Decomposition and Forecasting Using Bayesian Multivariate Unobserved Components 4 16 16 16 4 11 11 11
US Industry-Level Returns and Oil Prices 0 0 0 89 0 0 1 276
What is Certain about Uncertainty? 0 0 1 48 0 4 13 194
When do low-frequency measures really measure transaction costs? 0 0 0 9 1 2 3 30
Which Parametric Model for Conditional Skewness? 0 0 0 51 0 0 0 99
Why Has the Stock Market Risen So Much Since the US Presidential Election? 2 3 3 107 2 3 6 242
Why Has the Stock Market Risen So Much Since the US Presidential Election? 1 1 3 27 1 1 6 118
Total Working Papers 10 29 45 1,374 13 45 116 3,821


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A year of rising dangerously? The U.S. stock market performance in the aftermath of the presidential election 1 3 4 50 2 5 7 152
Ambiguity Aversion and Asset Prices in Production Economies 0 0 0 21 0 0 1 77
An empirical investigation of stock market behavior in the Middle East and North Africa 0 0 0 41 0 1 5 228
Does Smooth Ambiguity Matter for Asset Pricing? 0 0 0 0 0 0 2 29
Downside Variance Risk Premium 0 0 4 28 1 2 8 137
Equity Returns and Business Cycles in Small Open Economies 0 0 0 2 0 0 1 11
Equity Returns and Business Cycles in Small Open Economies 0 0 0 16 0 0 3 89
Equity price bubbles in the Middle Eastern and North African Financial markets 0 0 0 15 0 0 0 90
Firm-Specific Risk-Neutral Distributions with Options and CDS 0 0 1 1 0 0 3 3
Flood Insurance Coverage in the Coastal Zone 0 0 0 0 0 1 7 96
Institutions and return predictability in oil-exporting countries 0 0 0 2 2 3 4 37
Macroeconomic Effects of Banking-Sector Losses across Structural Models 0 0 0 6 0 1 1 95
Modeling Market Downside Volatility 0 1 1 49 0 1 2 168
Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach 1 1 2 30 3 3 9 97
Oil prices and competitiveness: time series evidence from six oil‐producing countries 0 0 0 92 0 0 0 371
Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models 0 0 1 66 0 1 5 192
Risk and return in the Tehran stock exchange 0 0 0 6 0 1 1 75
Risk–return trade-off in the pacific basin equity markets 0 0 0 5 0 0 1 70
The impact of financial sanctions: The case of Iran 0 3 11 40 1 9 40 133
U.S. industry-level returns and oil prices 0 1 1 21 3 4 4 120
What Is Certain about Uncertainty? 0 4 14 51 4 16 50 131
Which parametric model for conditional skewness? 0 0 0 3 0 0 0 27
Total Journal Articles 2 13 39 545 16 48 154 2,428


Statistics updated 2025-03-03