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 4 5 5 74
Downside Variance Risk Premium 0 0 0 39 1 1 4 175
Downside Variance Risk Premium 0 0 2 71 1 2 7 161
Equity Price Bubbles in the Middle Eastern and North African Financial Markets 0 0 0 45 0 0 1 167
Equity Returns and Business Cycles in Small Open Economies 0 0 0 80 0 0 2 216
Firm-Specific Risk-Neutral Distributions: The Role of CDS Spreads 0 0 0 25 2 2 5 110
Firm-specific risk-neutral distributions with options and CDS 0 0 0 14 3 3 6 42
Flood Insurance Coverage in the Coastal Zone 0 0 3 80 0 1 6 308
Foreign economic policy uncertainty and U.S. equity returns 0 2 8 8 3 5 17 17
Institutions and return predictability in oil-exporting countries 0 0 0 8 0 0 0 47
Macroeconomic Effects of Banking Sector Losses across Structural Models 0 0 0 56 2 3 4 158
Macroeconomic Effects of Banking Sector Losses across Structural Models 0 0 0 70 0 0 1 147
Measuring Ambiguity Aversion 0 0 0 33 2 2 6 116
Non-Financial Corporate Credit and Recessions 0 0 0 3 1 1 2 11
Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach 0 0 0 246 2 4 8 506
Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs 0 0 0 6 4 7 9 41
SONOMA: a Small Open ecoNOmy for MAcrofinance 0 0 1 15 1 1 2 14
Taxonomy of Global Risk, Uncertainty, and Volatility Measures 0 0 0 55 1 2 4 159
The Impact of Financial Sanctions: The Case of Iran 2011-2016 0 0 3 40 0 0 9 98
The Third SNB-FRB-BIS High-Level Conference on Global Risk, Uncertainty, and Volatility: Monetary Policy and Banking Regulation under Elevated Uncertainty 0 0 1 2 0 0 2 5
Trend-Cycle Decomposition and Forecasting Using Bayesian Multivariate Unobserved Components 0 1 18 18 0 4 17 17
US Industry-Level Returns and Oil Prices 0 0 0 89 0 1 3 279
What is Certain about Uncertainty? 0 0 3 51 0 2 16 205
When do low-frequency measures really measure transaction costs? 0 0 0 9 1 1 4 32
Which Parametric Model for Conditional Skewness? 0 0 0 51 2 3 10 109
Why Has the Stock Market Risen So Much Since the US Presidential Election? 0 1 2 28 0 1 5 121
Why Has the Stock Market Risen So Much Since the US Presidential Election? 0 0 3 107 0 1 6 244
Total Working Papers 0 4 44 1,386 30 52 162 3,929


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 0 0 4 51 2 6 14 161
Ambiguity Aversion and Asset Prices in Production Economies 0 0 0 21 0 0 1 78
An empirical investigation of stock market behavior in the Middle East and North Africa 0 0 0 41 1 1 5 231
Does Smooth Ambiguity Matter for Asset Pricing? 0 0 0 0 0 0 1 30
Downside Variance Risk Premium 0 0 1 29 2 3 9 144
Equity Returns and Business Cycles in Small Open Economies 0 0 2 18 1 1 4 93
Equity Returns and Business Cycles in Small Open Economies 0 0 0 2 0 1 1 12
Equity price bubbles in the Middle Eastern and North African Financial markets 0 0 0 15 1 1 1 91
Firm-Specific Risk-Neutral Distributions with Options and CDS 0 0 0 1 1 1 3 6
Flood Insurance Coverage in the Coastal Zone 0 0 0 0 0 0 4 98
Institutions and return predictability in oil-exporting countries 0 0 0 2 0 1 4 38
Macroeconomic Effects of Banking-Sector Losses across Structural Models 0 0 0 6 1 2 3 97
Modeling Market Downside Volatility 0 0 1 49 1 2 4 171
Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach 0 1 2 31 0 1 8 101
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 67 7 8 11 202
Risk and return in the Tehran stock exchange 0 0 0 6 1 1 5 79
Risk–return trade-off in the pacific basin equity markets 0 0 0 5 1 1 1 71
The impact of financial sanctions: The case of Iran 2 2 17 54 7 10 51 172
U.S. industry-level returns and oil prices 0 0 1 21 0 0 5 121
What Is Certain about Uncertainty? 2 5 21 66 3 9 59 169
Which parametric model for conditional skewness? 0 0 0 3 1 1 2 29
Total Journal Articles 4 8 50 580 30 50 196 2,565


Statistics updated 2025-11-08