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 1 12 362
Does Smooth Ambiguity Matter for Asset Pricing? 0 0 0 28 0 0 13 83
Downside Variance Risk Premium 0 0 0 39 1 1 19 193
Downside Variance Risk Premium 0 1 2 73 4 9 38 198
Equity Price Bubbles in the Middle Eastern and North African Financial Markets 0 0 0 45 0 1 13 180
Equity Returns and Business Cycles in Small Open Economies 0 0 0 80 0 1 11 227
Firm-Specific Risk-Neutral Distributions: The Role of CDS Spreads 0 0 0 25 1 1 14 122
Firm-specific risk-neutral distributions with options and CDS 0 0 0 14 2 3 17 56
Flood Insurance Coverage in the Coastal Zone 0 0 0 80 3 3 15 322
Foreign economic policy uncertainty and U.S. equity returns 0 0 3 9 2 4 29 41
Institutions and return predictability in oil-exporting countries 0 0 0 8 0 0 6 53
Macroeconomic Effects of Banking Sector Losses across Structural Models 0 0 0 70 1 2 10 157
Macroeconomic Effects of Banking Sector Losses across Structural Models 0 0 0 56 1 1 16 172
Measuring Ambiguity Aversion 0 0 0 33 1 2 21 135
Non-Financial Corporate Credit and Recessions 0 0 0 3 0 0 7 17
Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach 0 0 0 246 0 0 11 515
Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs 0 0 1 7 0 0 15 51
SONOMA: a Small Open ecoNOmy for MAcrofinance 0 0 2 17 0 0 11 24
Taxonomy of Global Risk, Uncertainty, and Volatility Measures 0 0 1 56 5 5 24 182
The Impact of Financial Sanctions: The Case of Iran 2011-2016 0 0 0 40 1 6 39 137
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 7 12
Trend-Cycle Decomposition and Forecasting Using Bayesian Multivariate Unobserved Components 1 1 2 20 3 73 92 108
US Industry-Level Returns and Oil Prices 0 0 0 89 1 2 9 288
What is Certain about Uncertainty? 0 1 8 59 2 6 30 235
When do low-frequency measures really measure transaction costs? 0 0 0 9 1 1 14 45
Which Parametric Model for Conditional Skewness? 0 0 0 51 1 1 14 121
Why Has the Stock Market Risen So Much Since the US Presidential Election? 0 0 0 107 0 0 19 262
Why Has the Stock Market Risen So Much Since the US Presidential Election? 0 0 1 28 0 0 14 134
Total Working Papers 1 3 20 1,403 30 123 540 4,432


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 1 52 0 2 14 173
Ambiguity Aversion and Asset Prices in Production Economies 0 0 0 21 1 2 9 87
An empirical investigation of stock market behavior in the Middle East and North Africa 0 0 0 41 0 0 12 242
Does Smooth Ambiguity Matter for Asset Pricing? 0 0 0 0 0 1 2 32
Downside Variance Risk Premium 0 0 1 30 1 3 20 162
Equity Returns and Business Cycles in Small Open Economies 0 0 0 2 0 1 15 26
Equity Returns and Business Cycles in Small Open Economies 0 0 0 18 0 0 26 118
Equity price bubbles in the Middle Eastern and North African Financial markets 0 0 0 15 0 1 9 99
Firm-Specific Risk-Neutral Distributions with Options and CDS 0 0 0 1 1 1 10 15
Flood Insurance Coverage in the Coastal Zone 0 0 0 0 1 2 12 110
Institutions and return predictability in oil-exporting countries 0 0 0 2 0 0 8 46
Macroeconomic Effects of Banking-Sector Losses across Structural Models 0 0 0 6 0 0 8 104
Modeling Market Downside Volatility 0 1 1 50 0 2 18 187
Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach 0 0 0 31 1 3 14 115
Oil prices and competitiveness: time series evidence from six oil‐producing countries 0 0 1 93 0 1 8 379
Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models 0 0 0 67 0 1 26 220
Risk and return in the Tehran stock exchange 0 0 0 6 0 1 29 107
Risk–return trade-off in the pacific basin equity markets 0 0 0 5 0 0 9 79
The impact of financial sanctions: The case of Iran 0 0 15 67 2 9 89 252
U.S. industry-level returns and oil prices 0 0 1 22 0 0 8 129
What Is Certain about Uncertainty? 1 3 13 75 2 7 48 211
Which parametric model for conditional skewness? 0 0 0 3 0 0 8 36
Total Journal Articles 1 4 33 607 9 37 402 2,929


Statistics updated 2026-09-10