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 4 4 354
Does Smooth Ambiguity Matter for Asset Pricing? 0 0 0 28 3 9 10 79
Downside Variance Risk Premium 0 1 3 72 2 8 14 168
Downside Variance Risk Premium 0 0 0 39 4 5 8 179
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 6 8 114
Firm-specific risk-neutral distributions with options and CDS 0 0 0 14 2 5 7 44
Flood Insurance Coverage in the Coastal Zone 0 0 0 80 1 1 4 309
Foreign economic policy uncertainty and U.S. equity returns 1 1 9 9 6 9 22 23
Institutions and return predictability in oil-exporting countries 0 0 0 8 1 3 3 50
Macroeconomic Effects of Banking Sector Losses across Structural Models 0 0 0 70 0 1 1 148
Macroeconomic Effects of Banking Sector Losses across Structural Models 0 0 0 56 3 7 9 163
Measuring Ambiguity Aversion 0 0 0 33 3 9 11 123
Non-Financial Corporate Credit and Recessions 0 0 0 3 2 5 6 15
Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach 0 0 0 246 0 3 9 507
Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs 0 0 0 6 3 7 11 44
SONOMA: a Small Open ecoNOmy for MAcrofinance 1 1 2 16 1 4 5 17
Taxonomy of Global Risk, Uncertainty, and Volatility Measures 0 0 0 55 1 6 9 164
The Impact of Financial Sanctions: The Case of Iran 2011-2016 0 0 3 40 9 12 20 110
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 1 1 2 6
Trend-Cycle Decomposition and Forecasting Using Bayesian Multivariate Unobserved Components 0 0 18 18 1 5 22 22
US Industry-Level Returns and Oil Prices 0 0 0 89 0 2 5 281
What is Certain about Uncertainty? 0 1 4 52 1 9 24 214
When do low-frequency measures really measure transaction costs? 0 0 0 9 1 3 6 34
Which Parametric Model for Conditional Skewness? 0 0 0 51 3 6 14 113
Why Has the Stock Market Risen So Much Since the US Presidential Election? 0 0 2 107 3 6 10 250
Why Has the Stock Market Risen So Much Since the US Presidential Election? 0 0 2 28 2 4 8 125
Total Working Papers 2 4 43 1,390 57 140 255 4,039


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 1 4 52 1 6 16 165
Ambiguity Aversion and Asset Prices in Production Economies 0 0 0 21 1 1 2 79
An empirical investigation of stock market behavior in the Middle East and North Africa 0 0 0 41 0 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 4 10 146
Equity Returns and Business Cycles in Small Open Economies 0 0 2 18 1 7 10 99
Equity Returns and Business Cycles in Small Open Economies 0 0 0 2 0 2 3 14
Equity price bubbles in the Middle Eastern and North African Financial markets 0 0 0 15 1 2 2 92
Firm-Specific Risk-Neutral Distributions with Options and CDS 0 0 0 1 2 3 5 8
Flood Insurance Coverage in the Coastal Zone 0 0 0 0 4 4 6 102
Institutions and return predictability in oil-exporting countries 0 0 0 2 3 3 7 41
Macroeconomic Effects of Banking-Sector Losses across Structural Models 0 0 0 6 0 2 4 98
Modeling Market Downside Volatility 0 0 1 49 3 6 9 176
Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach 0 0 2 31 3 5 12 106
Oil prices and competitiveness: time series evidence from six oil‐producing countries 0 0 0 92 1 1 1 372
Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models 0 0 1 67 2 10 14 205
Risk and return in the Tehran stock exchange 0 0 0 6 12 20 24 98
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 3 9 23 61 19 35 72 200
U.S. industry-level returns and oil prices 0 0 0 21 1 2 6 123
What Is Certain about Uncertainty? 1 3 19 67 4 10 57 176
Which parametric model for conditional skewness? 0 0 0 3 1 3 4 31
Total Journal Articles 4 13 53 589 60 129 271 2,664


Statistics updated 2026-01-09