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 1 1 1 70
Downside Variance Risk Premium 0 0 0 39 0 1 4 174
Downside Variance Risk Premium 0 1 2 71 1 4 7 160
Equity Price Bubbles in the Middle Eastern and North African Financial Markets 0 0 0 45 0 1 2 167
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 0 1 3 108
Firm-specific risk-neutral distributions with options and CDS 0 0 0 14 0 1 3 39
Flood Insurance Coverage in the Coastal Zone 0 0 3 80 0 1 5 307
Foreign economic policy uncertainty and U.S. equity returns 0 1 6 6 0 2 12 12
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 70 0 0 1 147
Macroeconomic Effects of Banking Sector Losses across Structural Models 0 0 0 56 1 1 2 156
Measuring Ambiguity Aversion 0 0 0 33 0 2 12 114
Non-Financial Corporate Credit and Recessions 0 0 0 3 0 0 1 10
Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach 0 0 0 246 2 4 6 504
Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs 0 0 0 6 2 2 5 36
SONOMA: a Small Open ecoNOmy for MAcrofinance 0 0 1 15 0 0 1 13
Taxonomy of Global Risk, Uncertainty, and Volatility Measures 0 0 0 55 1 2 3 158
The Impact of Financial Sanctions: The Case of Iran 2011-2016 0 0 3 40 0 2 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 2 2 0 0 4 5
Trend-Cycle Decomposition and Forecasting Using Bayesian Multivariate Unobserved Components 1 2 18 18 3 4 16 16
US Industry-Level Returns and Oil Prices 0 0 0 89 1 2 4 279
What is Certain about Uncertainty? 0 0 3 51 2 4 19 205
When do low-frequency measures really measure transaction costs? 0 0 0 9 0 0 3 31
Which Parametric Model for Conditional Skewness? 0 0 0 51 1 1 8 107
Why Has the Stock Market Risen So Much Since the US Presidential Election? 0 0 2 27 0 1 7 120
Why Has the Stock Market Risen So Much Since the US Presidential Election? 0 0 3 107 0 0 7 243
Total Working Papers 1 4 43 1,383 15 37 148 3,892


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 4 5 12 159
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 0 0 4 230
Does Smooth Ambiguity Matter for Asset Pricing? 0 0 0 0 0 1 1 30
Downside Variance Risk Premium 0 1 2 29 1 3 8 142
Equity Returns and Business Cycles in Small Open Economies 0 0 0 2 0 0 1 11
Equity Returns and Business Cycles in Small Open Economies 0 1 2 18 0 2 4 92
Equity price bubbles in the Middle Eastern and North African Financial markets 0 0 0 15 0 0 0 90
Firm-Specific Risk-Neutral Distributions with Options and CDS 0 0 0 1 0 0 4 5
Flood Insurance Coverage in the Coastal Zone 0 0 0 0 0 1 6 98
Institutions and return predictability in oil-exporting countries 0 0 0 2 1 1 5 38
Macroeconomic Effects of Banking-Sector Losses across Structural Models 0 0 0 6 1 1 2 96
Modeling Market Downside Volatility 0 0 1 49 0 0 2 169
Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach 1 1 2 31 1 2 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 0 0 5 194
Risk and return in the Tehran stock exchange 0 0 0 6 0 1 4 78
Risk–return trade-off in the pacific basin equity markets 0 0 0 5 0 0 0 70
The impact of financial sanctions: The case of Iran 0 5 18 52 1 12 47 163
U.S. industry-level returns and oil prices 0 0 1 21 0 0 5 121
What Is Certain about Uncertainty? 1 5 22 62 3 13 62 163
Which parametric model for conditional skewness? 0 0 0 3 0 0 1 28
Total Journal Articles 2 13 53 574 12 42 182 2,527


Statistics updated 2025-09-05