Mohammad R. Jahan-Parvar
Mohammad R. Jahan-Parvar
E-mailová adresa ověřena na: frb.gov - Domovská stránka
NázevCitaceRok
Flood insurance coverage in the coastal zone
CE Landry, MR Jahan‐Parvar
Journal of Risk and Insurance 78 (2), 361-388, 2011
952011
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
802010
Modeling market downside volatility
B Feunou, MR Jahan-Parvar, R Tédongap
Review of Finance 17 (1), 443-481, 2013
582013
Oil prices and real exchange rates in oil-exporting countries: a bounds testing approach
MR Jahan-Parvar, H Mohammadi
The Journal of Developing Areas, 313-322, 2011
542011
Downside variance risk premium
B Feunou, MR Jahan-Parvar, C Okou
Journal of Financial Econometrics 16 (1), 341-383, 2018
532018
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 (3), 766-779, 2012
422012
US industry-level returns and oil prices
Q Fan, MR Jahan-Parvar
International Review of Economics & Finance 22 (1), 112-128, 2012
412012
Ambiguity aversion and asset prices in production economies
MR Jahan-Parvar, H Liu
The Review of Financial Studies 27 (10), 3060-3097, 2014
372014
Which parametric model for conditional skewness?
B Feunou, M Jahan-Parvar, R Tédongap
232013
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
202010
Measuring Ambiguity Aversion
AR Gallant, MR Jahan-Parvar, H Liu
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2507306, 2014
15*2014
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
152013
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
122009
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
102018
Measuring ambiguity aversion
AR Gallant, MR Jahan-Parvar, H Liu
102015
Risk–return trade-off in the pacific basin equity markets
AR Cheng, MR Jahan-Parvar
Emerging Markets Review 18, 123-140, 2014
82014
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
82013
Does smooth ambiguity matter for asset pricing?
AR Gallant, MR Jahan-Parvar, H Liu
The Review of Financial Studies, 2018
72018
Predictability and underreaction in industry-level returns: Evidence from commodity markets
MR Jahan-Parvar, A Vivian, ME Wohar
Available at SSRN 2005365, 2013
42013
Why Has the Stock Market Risen So Much Since the US Presidential Election?
O Blanchard, CG Collins, M Jahan-Parvar, T Pellet, BA Wilson
32018
Systém momentálně nemůže danou operaci provést. Zkuste to znovu později.
Články 1–20