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 2 2 2 352
Does Smooth Ambiguity Matter for Asset Pricing? 0 0 0 28 2 6 7 76
Downside Variance Risk Premium 1 1 3 72 5 6 12 166
Downside Variance Risk Premium 0 0 0 39 0 1 4 175
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 4 7 112
Firm-specific risk-neutral distributions with options and CDS 0 0 0 14 0 3 5 42
Flood Insurance Coverage in the Coastal Zone 0 0 1 80 0 1 4 308
Foreign economic policy uncertainty and U.S. equity returns 0 2 8 8 0 5 17 17
Institutions and return predictability in oil-exporting countries 0 0 0 8 2 2 2 49
Macroeconomic Effects of Banking Sector Losses across Structural Models 0 0 0 70 1 1 2 148
Macroeconomic Effects of Banking Sector Losses across Structural Models 0 0 0 56 2 4 6 160
Measuring Ambiguity Aversion 0 0 0 33 4 6 9 120
Non-Financial Corporate Credit and Recessions 0 0 0 3 2 3 4 13
Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach 0 0 0 246 1 3 9 507
Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs 0 0 0 6 0 5 9 41
SONOMA: a Small Open ecoNOmy for MAcrofinance 0 0 1 15 2 3 4 16
Taxonomy of Global Risk, Uncertainty, and Volatility Measures 0 0 0 55 4 5 8 163
The Impact of Financial Sanctions: The Case of Iran 2011-2016 0 0 3 40 3 3 12 101
The Third SNB-FRB-BIS High-Level Conference on Global Risk, Uncertainty, and Volatility: Monetary Policy and Banking Regulation under Elevated Uncertainty 0 0 0 2 0 0 1 5
Trend-Cycle Decomposition and Forecasting Using Bayesian Multivariate Unobserved Components 0 0 18 18 4 5 21 21
US Industry-Level Returns and Oil Prices 0 0 0 89 2 2 5 281
What is Certain about Uncertainty? 1 1 4 52 8 8 23 213
When do low-frequency measures really measure transaction costs? 0 0 0 9 1 2 5 33
Which Parametric Model for Conditional Skewness? 0 0 0 51 1 3 11 110
Why Has the Stock Market Risen So Much Since the US Presidential Election? 0 1 2 28 2 3 6 123
Why Has the Stock Market Risen So Much Since the US Presidential Election? 0 0 3 107 3 4 8 247
Total Working Papers 2 5 43 1,388 53 90 206 3,982


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 1 5 52 3 5 17 164
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 2 5 232
Does Smooth Ambiguity Matter for Asset Pricing? 0 0 0 0 0 0 1 30
Downside Variance Risk Premium 0 0 1 29 1 3 10 145
Equity Returns and Business Cycles in Small Open Economies 0 0 2 18 5 6 9 98
Equity Returns and Business Cycles in Small Open Economies 0 0 0 2 2 3 3 14
Equity price bubbles in the Middle Eastern and North African Financial markets 0 0 0 15 0 1 1 91
Firm-Specific Risk-Neutral Distributions with Options and CDS 0 0 0 1 0 1 3 6
Flood Insurance Coverage in the Coastal Zone 0 0 0 0 0 0 3 98
Institutions and return predictability in oil-exporting countries 0 0 0 2 0 0 4 38
Macroeconomic Effects of Banking-Sector Losses across Structural Models 0 0 0 6 1 2 4 98
Modeling Market Downside Volatility 0 0 1 49 2 4 6 173
Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach 0 0 2 31 2 2 9 103
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 1 9 12 203
Risk and return in the Tehran stock exchange 0 0 0 6 7 8 12 86
Risk–return trade-off in the pacific basin equity markets 0 0 0 5 0 1 1 71
The impact of financial sanctions: The case of Iran 4 6 21 58 9 18 57 181
U.S. industry-level returns and oil prices 0 0 1 21 1 1 6 122
What Is Certain about Uncertainty? 0 4 19 66 3 9 57 172
Which parametric model for conditional skewness? 0 0 0 3 1 2 3 30
Total Journal Articles 5 11 53 585 39 77 224 2,604


Statistics updated 2025-12-06