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 3 11 361
Does Smooth Ambiguity Matter for Asset Pricing? 0 0 0 28 1 2 14 83
Downside Variance Risk Premium 0 0 0 39 5 7 20 191
Downside Variance Risk Premium 0 0 2 72 2 8 32 188
Equity Price Bubbles in the Middle Eastern and North African Financial Markets 0 0 0 45 2 6 12 178
Equity Returns and Business Cycles in Small Open Economies 0 0 0 80 2 6 10 226
Firm-Specific Risk-Neutral Distributions: The Role of CDS Spreads 0 0 0 25 4 5 14 121
Firm-specific risk-neutral distributions with options and CDS 0 0 0 14 2 3 14 52
Flood Insurance Coverage in the Coastal Zone 0 0 0 80 2 4 12 318
Foreign economic policy uncertainty and U.S. equity returns 0 0 4 9 8 11 27 36
Institutions and return predictability in oil-exporting countries 0 0 0 8 0 1 6 53
Macroeconomic Effects of Banking Sector Losses across Structural Models 0 0 0 56 1 4 16 171
Macroeconomic Effects of Banking Sector Losses across Structural Models 0 0 0 70 5 6 8 155
Measuring Ambiguity Aversion 0 0 0 33 3 5 21 133
Non-Financial Corporate Credit and Recessions 0 0 0 3 0 2 7 17
Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach 0 0 0 246 5 6 16 515
Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs 0 0 1 7 2 4 17 51
SONOMA: a Small Open ecoNOmy for MAcrofinance 0 0 2 17 1 4 11 24
Taxonomy of Global Risk, Uncertainty, and Volatility Measures 1 1 1 56 1 8 20 176
The Impact of Financial Sanctions: The Case of Iran 2011-2016 0 0 1 40 2 9 35 130
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 3 7 12
Trend-Cycle Decomposition and Forecasting Using Bayesian Multivariate Unobserved Components 0 0 3 19 2 6 23 34
US Industry-Level Returns and Oil Prices 0 0 0 89 1 1 9 286
What is Certain about Uncertainty? 1 4 9 57 3 10 32 228
When do low-frequency measures really measure transaction costs? 0 0 0 9 4 8 13 44
Which Parametric Model for Conditional Skewness? 0 0 0 51 1 2 14 120
Why Has the Stock Market Risen So Much Since the US Presidential Election? 0 0 1 28 2 5 14 133
Why Has the Stock Market Risen So Much Since the US Presidential Election? 0 0 0 107 4 8 20 262
Total Working Papers 2 5 24 1,399 67 147 455 4,298


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 3 5 17 171
Ambiguity Aversion and Asset Prices in Production Economies 0 0 0 21 2 3 8 85
An empirical investigation of stock market behavior in the Middle East and North Africa 0 0 0 41 2 7 13 242
Does Smooth Ambiguity Matter for Asset Pricing? 0 0 0 0 0 1 2 31
Downside Variance Risk Premium 0 1 2 30 6 10 21 159
Equity Returns and Business Cycles in Small Open Economies 0 0 0 2 5 8 14 25
Equity Returns and Business Cycles in Small Open Economies 0 0 2 18 3 9 29 118
Equity price bubbles in the Middle Eastern and North African Financial markets 0 0 0 15 3 4 8 98
Firm-Specific Risk-Neutral Distributions with Options and CDS 0 0 0 1 2 3 9 14
Flood Insurance Coverage in the Coastal Zone 0 0 0 0 2 3 8 105
Institutions and return predictability in oil-exporting countries 0 0 0 2 1 2 8 45
Macroeconomic Effects of Banking-Sector Losses across Structural Models 0 0 0 6 0 2 8 103
Modeling Market Downside Volatility 0 0 0 49 1 2 16 185
Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach 0 0 1 31 2 5 12 111
Oil prices and competitiveness: time series evidence from six oil‐producing countries 1 1 1 93 3 4 6 377
Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models 0 0 0 67 4 7 23 217
Risk and return in the Tehran stock exchange 0 0 0 6 0 0 29 105
Risk–return trade-off in the pacific basin equity markets 0 0 0 5 4 5 9 79
The impact of financial sanctions: The case of Iran 0 2 21 65 10 24 95 238
U.S. industry-level returns and oil prices 0 0 0 21 3 4 7 128
What Is Certain about Uncertainty? 2 4 16 71 4 12 60 202
Which parametric model for conditional skewness? 0 0 0 3 2 2 8 36
Total Journal Articles 3 8 44 599 62 122 410 2,874


Statistics updated 2026-05-06