Sledovat
Mohammad R. Jahan-Parvar
Mohammad R. Jahan-Parvar
Federal Reserve Board
E-mailová adresa ověřena na: frb.gov - Domovská stránka
Název
Citace
Citace
Rok
Downside variance risk premium
B Feunou, MR Jahan-Parvar, C Okou
Journal of Financial Econometrics 16 (1), 341-383, 2018
1782018
Flood insurance coverage in the coastal zone
CE Landry, MR Jahan‐Parvar
Journal of Risk and Insurance 78 (2), 361-388, 2011
1742011
What is certain about uncertainty?
D Cascaldi-Garcia, C Sarisoy, JM Londono, B Sun, DD Datta, T Ferreira, ...
Journal of Economic Literature 61 (2), 624-654, 2023
1262023
An empirical investigation of stock market behavior in the Middle East and North Africa
AR Cheng, MR Jahan-Parvar, P Rothman
Journal of Empirical Finance 17 (3), 283-538, 2010
1212010
Modeling market downside volatility
B Feunou, MR Jahan-Parvar, R Tédongap
Review of Finance 17 (1), 443-481, 2013
1172013
Oil prices and real exchange rates in oil-exporting countries: A bounds testing approach
MR Jahan-Parvar, H Mohammadi
The Journal of Developing Areas 45 (1), 309-318, 2011
982011
Oil prices and exchange rates in oil-exporting countries: Evidence from TAR and M-TAR models
H Mohammadi, MR Jahan-Parvar
Journal of Economics and Finance 36, 766-779, 2012
972012
The impact of financial sanctions: The case of Iran
S Ghasseminejad, MR Jahan-Parvar
Journal of Policy Modeling 43 (3), 601-621, 2021
832021
Ambiguity aversion and asset prices in production economies
MR Jahan-Parvar, H Liu
The Review of Financial Studies 27 (10), 3060-3097, 2014
792014
US industry-level returns and oil prices
Q Fan, MR Jahan-Parvar
International Review of Economics & Finance 22 (1), 112-128, 2012
722012
Which parametric model for conditional skewness?
B Feunou, M Jahan-Parvar, R Tédongap
The European Journal of Finance 22 (13), 1237-1271, 2016
542016
Does Smooth Ambiguity Matter for Asset Pricing?
AR Gallant, MR Jahan-Parvar, H Liu
The Review of Financial Studies 32 (9), 3617-3666, 2019
50*2019
Taxonomy of global risk, uncertainty, and volatility measures
D Datta, JM Londono, B Sun, D Beltran, T Ferreira, M Iacoviello, ...
482017
A year of rising dangerously? The U.S. stock market performance in the aftermath of the presidential election
O Blanchard, CG Collins, MR Jahan-Parvar, T Pellet, BA Wilson
Journal of Policy Modeling 40 (3), 489-502, 2018
41*2018
Equity price bubbles in the Middle Eastern and North African financial markets
MR Jahan-Parvar, GA Waters
Emerging Markets Review 11 (1), 39-48, 2010
352010
Macroeconomic effects of banking sector losses across structural models
L Guerrieri, MM Iacoviello, F Covas, JC Driscoll, MR Jahan-Parvar, ...
International Journal of Central Banking, 2018
282018
Risk and Return in the Tehran stock Exchange
MR Jahan-Parvar, H Mohammadi
The quarterly review of economics and finance 53 (3), 238-256, 2013
23*2013
Equity returns and business cycles in small open economies
MR Jahan‐Parvar, X Liu, P Rothman
Journal of Money, Credit and Banking 45 (6), 1117-1146, 2013
222013
When do low-frequency measures really measure effective spreads? evidence from equity and foreign exchange markets
MR Jahan-Parvar, F Zikes
The Review of Financial Studies 36 (10), 4190-4232, 2023
20*2023
Oil prices and competitiveness: time series evidence from six oil‐producing countries
MR Jahan‐Parvar, H Mohammadi
Journal of Economic Studies 36 (1), 98-118, 2009
202009
Systém momentálně nemůže danou operaci provést. Zkuste to znovu později.
Články 1–20