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 14 83
Downside Variance Risk Premium 0 0 0 39 0 1 18 192
Downside Variance Risk Premium 0 1 2 73 3 6 35 194
Equity Price Bubbles in the Middle Eastern and North African Financial Markets 0 0 0 45 1 2 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 0 0 13 121
Firm-specific risk-neutral distributions with options and CDS 0 0 0 14 0 2 15 54
Flood Insurance Coverage in the Coastal Zone 0 0 0 80 0 1 12 319
Foreign economic policy uncertainty and U.S. equity returns 0 0 3 9 1 3 27 39
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 0 1 9 156
Macroeconomic Effects of Banking Sector Losses across Structural Models 0 0 0 56 0 0 16 171
Measuring Ambiguity Aversion 0 0 0 33 0 1 20 134
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 13 515
Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs 0 0 1 7 0 0 17 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 0 1 20 177
The Impact of Financial Sanctions: The Case of Iran 2011-2016 0 0 0 40 2 6 38 136
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 0 0 2 19 0 71 92 105
US Industry-Level Returns and Oil Prices 0 0 0 89 1 1 9 287
What is Certain about Uncertainty? 0 2 8 59 1 5 30 233
When do low-frequency measures really measure transaction costs? 0 0 0 9 0 0 13 44
Which Parametric Model for Conditional Skewness? 0 0 0 51 0 0 14 120
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 1 14 134
Total Working Papers 0 3 20 1,402 9 104 525 4,402


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 1 2 18 173
Ambiguity Aversion and Asset Prices in Production Economies 0 0 0 21 1 1 8 86
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 1 1 2 32
Downside Variance Risk Premium 0 0 1 30 1 2 20 161
Equity Returns and Business Cycles in Small Open Economies 0 0 0 18 0 0 26 118
Equity Returns and Business Cycles in Small Open Economies 0 0 0 2 1 1 15 26
Equity price bubbles in the Middle Eastern and North African Financial markets 0 0 0 15 1 1 9 99
Firm-Specific Risk-Neutral Distributions with Options and CDS 0 0 0 1 0 0 9 14
Flood Insurance Coverage in the Coastal Zone 0 0 0 0 1 4 11 109
Institutions and return predictability in oil-exporting countries 0 0 0 2 0 1 9 46
Macroeconomic Effects of Banking-Sector Losses across Structural Models 0 0 0 6 0 1 9 104
Modeling Market Downside Volatility 1 1 1 50 2 2 18 187
Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach 0 0 1 31 2 3 14 114
Oil prices and competitiveness: time series evidence from six oil‐producing countries 0 0 1 93 1 2 8 379
Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models 0 0 0 67 1 3 26 220
Risk and return in the Tehran stock exchange 0 0 0 6 0 2 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 2 15 67 2 12 88 250
U.S. industry-level returns and oil prices 0 1 1 22 0 1 8 129
What Is Certain about Uncertainty? 1 3 13 74 3 7 49 209
Which parametric model for conditional skewness? 0 0 0 3 0 0 8 36
Total Journal Articles 2 7 34 606 18 46 405 2,920


Statistics updated 2026-08-07