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Details about Mohammad Reza Jahan-Parvar

E-mail:
Homepage:https://sites.google.com/site/mrjahan/
Workplace:Federal Reserve Board (Board of Governors of the Federal Reserve System), (more information at EDIRC)

Access statistics for papers by Mohammad Reza Jahan-Parvar.

Last updated 2015-02-08. Update your information in the RePEc Author Service.

Short-id: pja212


Jump to Journal Articles

Working Papers

2013

  1. Which Parametric Model for Conditional Skewness?
    Working Papers, Bank of Canada Downloads View citations (1)

2009

  1. An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
    See also Journal Article in Journal of Empirical Finance (2010)
  2. Equity Price Bubbles in the Middle Eastern and North African Financial Markets
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Emerging Markets Review (2010)
  3. Equity Returns and Business Cycles in Small Open Economies
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Journal of Money, Credit and Banking (2013)
  4. US Industry-Level Returns and Oil Prices
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in International Review of Economics & Finance (2012)

2008

  1. Flood Insurance Coverage in the Coastal Zone
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Risk & Insurance (2011)
  2. Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
    See also Journal Article in Journal of Developing Areas (2011)

Journal Articles

2014

  1. Risk–return trade-off in the pacific basin equity markets
    Emerging Markets Review, 2014, 18, (C), 123-140 Downloads

2013

  1. Equity Returns and Business Cycles in Small Open Economies
    Journal of Money, Credit and Banking, 2013, 45, (6), 1117-1146 Downloads
    See also Working Paper (2009)
  2. Modeling Market Downside Volatility
    Review of Finance, 2013, 17, (1), 443-481 Downloads View citations (10)
  3. Risk and return in the Tehran stock exchange
    The Quarterly Review of Economics and Finance, 2013, 53, (3), 238-256 Downloads

2012

  1. Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models
    Journal of Economics and Finance, 2012, 36, (3), 766-779 Downloads View citations (6)
  2. U.S. industry-level returns and oil prices
    International Review of Economics & Finance, 2012, 22, (1), 112-128 Downloads View citations (6)
    See also Working Paper (2009)

2011

  1. Flood Insurance Coverage in the Coastal Zone
    Journal of Risk & Insurance, 2011, 78, (2), 361-388 View citations (6)
    See also Working Paper (2008)
  2. Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach
    Journal of Developing Areas, 2011, 45, (1), 313-322 Downloads View citations (1)
    See also Working Paper (2008)

2010

  1. An empirical investigation of stock market behavior in the Middle East and North Africa
    Journal of Empirical Finance, 2010, 17, (3), 413-427 Downloads View citations (7)
    See also Working Paper (2009)
  2. Equity price bubbles in the Middle Eastern and North African Financial markets
    Emerging Markets Review, 2010, 11, (1), 39-48 Downloads View citations (2)
    See also Working Paper (2009)

2009

  1. Oil prices and competitiveness: time series evidence from six oil-producing countries
    Journal of Economic Studies, 2009, 36, (1), 98-118 Downloads View citations (4)
 
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