Mohammad Reza Jahan-Parvar : Citation Profile


Are you Mohammad Reza Jahan-Parvar?

Federal Reserve Board (Board of Governors of the Federal Reserve System)

9

H index

7

i10 index

193

Citations

RESEARCH PRODUCTION:

15

Articles

18

Papers

RESEARCH ACTIVITY:

   10 years (2008 - 2018). See details.
   Cites by year: 19
   Journals where Mohammad Reza Jahan-Parvar has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 11 (5.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pja212
   Updated: 2019-10-15    RAS profile: 2019-02-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Feunou, Bruno (6)

Iacoviello, Matteo (3)

Collins, Christopher (3)

Blanchard, Olivier (3)

Sim, Jae (2)

Driscoll, John (2)

Covas, Francisco (2)

Kiley, Michael (2)

Guerrieri, Luca (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mohammad Reza Jahan-Parvar.

Is cited by:

Hasanov, Fakhri (9)

Kočenda, Evžen (8)

Baruník, Jozef (7)

Vacha, Lukas (6)

Liu, Xiaochun (6)

Demirer, Riza (5)

Feunou, Bruno (5)

Donadelli, Michael (4)

Allegret, Jean-Pierre (4)

Kisswani, Khalid (3)

Mohammadi, Hassan (3)

Cites to:

Campbell, John (26)

Bollerslev, Tim (18)

Harvey, Campbell (17)

Shiller, Robert (16)

Feunou, Bruno (15)

Hamilton, James (10)

Valkanov, Rossen (8)

French, Kenneth (7)

Bekaert, Geert (7)

Taylor, Mark (6)

Tauchen, George (6)

Main data


Where Mohammad Reza Jahan-Parvar has published?


Journals with more than one article published# docs
Emerging Markets Review2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany6
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (US)4
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)4
Staff Working Papers / Bank of Canada2

Recent works citing Mohammad Reza Jahan-Parvar (2018 and 2017)


YearTitle of citing document
2017Community-level flood mitigation effects on household-level flood insurance and damage claims payments. (2017). Petrolia, Daniel ; Harri, Ardian ; Frimpong, Eugene . In: Working Papers. RePEc:ags:misswp:254075.

Full description at Econpapers || Download paper

2019Total, asymmetric and frequency connectedness between oil and forex markets. (2018). Kočenda, Evžen ; Baruník, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980.

Full description at Econpapers || Download paper

2017On the Tail Risk Premium in the Oil Market. (2017). Ellwanger, Reinhard. In: Staff Working Papers. RePEc:bca:bocawp:17-46.

Full description at Econpapers || Download paper

2017Good Volatility, Bad Volatility and Option Pricing. (2017). Feunou, Bruno ; Okou, Cedric. In: Staff Working Papers. RePEc:bca:bocawp:17-52.

Full description at Econpapers || Download paper

2017Variance Premium, Downside Risk and Expected Stock Returns. (2017). Feunou, Bruno ; Tedongap, Romeo ; Aliouchkin, Ricardo Lopez. In: Staff Working Papers. RePEc:bca:bocawp:17-58.

Full description at Econpapers || Download paper

2018Cross-stock market spillovers through variance risk premiums and equity flows. (2018). SHIM, ILHYOCK ; Sugihara, Yoshihiko ; Hattori, Masazumi. In: BIS Working Papers. RePEc:bis:biswps:702.

Full description at Econpapers || Download paper

2017Examining Flood Insurance Claims in the United States: Six Key Findings. (2017). Kousky, Carolyn ; Michel-Kerjan, Erwann . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:3:p:819-850.

Full description at Econpapers || Download paper

2018On Target? The Incidence of Sanctions Across Listed Firms in Iran. (2018). Garred, Jason ; Stickland, Leanne ; Draca, Mirko. In: CAGE Online Working Paper Series. RePEc:cge:wacage:372.

Full description at Econpapers || Download paper

2017Uncertainty shocks, asset supply and pricing over the business cycle. (2017). Schneider, Martin ; Ilut, Cosmin ; Bianchi, Francesco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11950.

Full description at Econpapers || Download paper

2018Macro Aspects of Housing. (2018). Ng, Joe Cho Yiu ; Leung, Charles ; Yiu, Joe Cho. In: ISER Discussion Paper. RePEc:dpr:wpaper:1030.

Full description at Econpapers || Download paper

2018Role of Energy on Economy The Case of Micro to Macro Level Analysis. (2018). Sarwar, Suleman ; Khalid, Muqaddas ; Amir, Mehnoor ; Waheed, Rida. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-01019.

Full description at Econpapers || Download paper

2018Lending standards and macroeconomic dynamics. (2018). Gete, Pedro. In: Working Paper Series. RePEc:ecb:ecbwps:20182207.

Full description at Econpapers || Download paper

2018The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico. (2018). Bermudez, Nancy Areli ; Saucedo, Eduardo ; Delgado, Estefania Bermudez. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:266-275.

Full description at Econpapers || Download paper

2017Capital regulation and the macroeconomy: Empirical evidence and macroprudential policy. (2017). Meeks, Roland. In: European Economic Review. RePEc:eee:eecrev:v:95:y:2017:i:c:p:125-141.

Full description at Econpapers || Download paper

2018The value of the US dollar and its impact on oil prices: Evidence from a non-linear asymmetric cointegration approach. (2018). , Roger ; Haughton, Andre Yone . In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:61-69.

Full description at Econpapers || Download paper

2018Does exchange rate management affect the causality between exchange rates and oil prices? Evidence from oil-exporting countries. (2018). Xin Lv, ; Yu, Chang ; Chen, Qian ; Lien, Donald. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:325-343.

Full description at Econpapers || Download paper

2017Crude oil price behaviour before and after military conflicts and geopolitical events. (2017). Pérez de Gracia, Fernando ; Monge, Manuel ; Gil-Alana, Luis. In: Energy. RePEc:eee:energy:v:120:y:2017:i:c:p:79-91.

Full description at Econpapers || Download paper

2019Economic constraints and stock return predictability: A new approach. (2019). Wei, YU ; Zhang, Yaojie ; Yi, Yongsheng ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:1-9.

Full description at Econpapers || Download paper

2017Psychological price barriers in frontier equities. (2017). Berk, Ales S ; Lucey, Brian M ; Dowling, Michael ; Cummins, Mark. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:1-14.

Full description at Econpapers || Download paper

2019Option-Implied variance asymmetry and the cross-section of stock returns. (2019). Li, Junye ; Huang, Tao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:21-36.

Full description at Econpapers || Download paper

2017Do oil futures prices predict stock returns?. (2017). I-Hsuan Ethan Chiang, ; Hughen, Keener W. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:79:y:2017:i:c:p:129-141.

Full description at Econpapers || Download paper

2017Unfolded risk-return trade-offs and links to Macroeconomic Dynamics. (2017). Liu, Xiaochun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:1-19.

Full description at Econpapers || Download paper

2019The asymmetric effect of equity volatility on credit default swap spreads. (2019). Lee, Hwang Hee ; Hyun, Jung-Soon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:125-136.

Full description at Econpapers || Download paper

2018Does federal disaster assistance crowd out flood insurance?. (2018). Raschky, Paul ; Michel-Kerjan, Erwann O ; Kousky, Carolyn. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:87:y:2018:i:c:p:150-164.

Full description at Econpapers || Download paper

2017Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even ; Barunik, Jozef. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:39-56.

Full description at Econpapers || Download paper

2018Business cycles, informal economy, and interest rates in emerging countries. (2018). Horvath, Jaroslav. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:96-116.

Full description at Econpapers || Download paper

2017Predictability and underreaction in industry-level returns: Evidence from commodity markets. (2017). Valcarcel, Victor (Vic) ; Wohar, Mark E ; Vivian, Andrew J. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:6:y:2017:i:c:p:1-15.

Full description at Econpapers || Download paper

2019Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico. (2019). Biswal, Pratap Chandra ; Choudhary, Sangita ; Singhal, Shelly . In: Resources Policy. RePEc:eee:jrpoli:v:60:y:2019:i:c:p:255-261.

Full description at Econpapers || Download paper

2017Momentum strategies for Islamic stocks. (2017). Narayan, Paresh Kumar ; Bach, Dinh Hoang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:96-112.

Full description at Econpapers || Download paper

2017Time varying international financial integration for GCC stock markets. (2017). Mishra, Anil ; Alotaibi, Abdullah R. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:66-78.

Full description at Econpapers || Download paper

2017Market states and the risk-return tradeoff. (2017). Wang, Zijun ; Khan, Moosa M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:314-327.

Full description at Econpapers || Download paper

2017Can macroeconomic dynamics explain the time variation of risk–return trade-offs in the U.S. financial market?. (2017). Liu, Xiaochun. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:275-293.

Full description at Econpapers || Download paper

2018Long-term stock market volatility and the influence of terrorist attacks in Europe. (2018). Gurdgiev, Constantin ; Corbet, Shaen ; Meegan, Andrew. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:118-131.

Full description at Econpapers || Download paper

2019Institutions and return predictability in oil-exporting countries. (2019). Shugarman, Justin K ; Jahan-Parvar, Mohammad R ; Aramonte, Sirio. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:14-26.

Full description at Econpapers || Download paper

2017Asymmetric adjustment and smooth breaks in dividend yields: Evidence from international stock markets. (2017). Chen, Shyh-Wei ; Xie, Zixiong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:339-354.

Full description at Econpapers || Download paper

2018Risk contribution of crude oil to industry stock returns. (2018). Yu, Honghai ; Yan, Panpan ; Fang, Libing ; Du, Donglei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:179-199.

Full description at Econpapers || Download paper

2019Asset pricing with time varying pessimism and rare disasters. (2019). Wu, Ji ; Liu, Hening ; Kong, Dongmin ; Zhang, Jian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:165-175.

Full description at Econpapers || Download paper

2019Impacts of lagged returns on the risk-return relationship of Chinese aggregate stock market: Evidence from different data frequencies. (2019). Liu, Jingzhen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:243-257.

Full description at Econpapers || Download paper

2017Credit Crunch On Financial Intermediary. (2017). Ghiaie, Hamed. In: THEMA Working Papers. RePEc:ema:worpap:2017-09.

Full description at Econpapers || Download paper

2019Surveying Business Uncertainty. (2019). Meyer, Brent ; Davis, Steven ; bloom, nicholas ; Altig, David ; Parker, Nicholas B ; Barrero, Jose Maria . In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2019-13.

Full description at Econpapers || Download paper

2018Macro Aspects of Housing. (2018). Ng, Joe Cho Yiu ; Leung, Charles. In: Globalization Institute Working Papers. RePEc:fip:feddgw:340.

Full description at Econpapers || Download paper

2017The Role of Oil Prices in Exchange Rate Movements: The CIS Oil Exporters. (2017). Suleymanov, Elchin ; Hasanov, Fakhri ; Aliyev, Fuzuli ; Bulut, Cihan ; Mikayilov, Jeyhun. In: Economies. RePEc:gam:jecomi:v:5:y:2017:i:2:p:13-:d:96167.

Full description at Econpapers || Download paper

2018Exchange Rate and Oil Price Interactions in Selected CEE Countries. (2018). Drachal, Krzysztof. In: Economies. RePEc:gam:jecomi:v:6:y:2018:i:2:p:31-:d:146114.

Full description at Econpapers || Download paper

2018An Empirical Investigation of Risk-Return Relations in Chinese Equity Markets: Evidence from Aggregate and Sectoral Data. (2018). Chiang, Thomas C ; Zhang, Yuanqing. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:2:p:35-:d:138061.

Full description at Econpapers || Download paper

2019The Effects of Infrastructure Service Disruptions and Socio-Economic Vulnerability on Hurricane Recovery. (2019). Mitsova, Diana ; Lamadrid, Alberto J ; Esnard, Ann-Margaret ; Sapat, Alka ; Escaleras, Monica . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:2:p:516-:d:199134.

Full description at Econpapers || Download paper

2018Time-Varying Integration of MENA Stock Markets. (2018). Gangopadhyay, Partha ; Elkanj, Nasser ; Al-Mohamed, Somar. In: International Journal of Development and Conflict. RePEc:gok:ijdcv1:v:8:y:2018:i:2:p:85-114.

Full description at Econpapers || Download paper

2017Oil currencies in the face of oil shocks: what can be learned from time-varying specifications?. (2017). Razafindrabe, Tovonony ; Mignon, Valérie ; COUHARDE, Cécile ; Allegret, Jean-Pierre. In: Post-Print. RePEc:hal:journl:hal-01589267.

Full description at Econpapers || Download paper

2017Predicting the Equity Market with Option Implied Variables. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Tharann, Bjorn. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-619.

Full description at Econpapers || Download paper

2019Revisiting the effects of oil prices on exchange rate: asymmetric evidence from the ASEAN-5 countries. (2019). Kisswani, Amjad M ; Harraf, Arezou. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:52:y:2019:i:3:d:10.1007_s10644-018-9229-6.

Full description at Econpapers || Download paper

2017Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef. In: KIER Working Papers. RePEc:kyo:wpaper:956.

Full description at Econpapers || Download paper

2019On Target? The Incidence of Sanctions Across Listed Firms in Iran. (2019). Warrinnier, Nele ; Mirko, Jason Garred. In: LICOS Discussion Papers. RePEc:lic:licosd:41319.

Full description at Econpapers || Download paper

2017Technology Trade with Asymmetric Tax Regimes and Heterogeneous Labor Markets: Implications for Macro Quantities and Asset Prices. (2017). Grüning, Patrick ; Donadelli, Michael ; Gruning, Patrick ; Curatola, Giuliano. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:47.

Full description at Econpapers || Download paper

2017Addendum: A Simple Skewed Distribution with Asset Pricing Applications. (2017). Karehnke, Paul ; de Roon, Frans. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:6:p:2401-2401..

Full description at Econpapers || Download paper

2018Flexible Labour, Income Effects, and Asset Prices. (2018). Nath, Rahul. In: Economics Series Working Papers. RePEc:oxf:wpaper:851.

Full description at Econpapers || Download paper

2019Do presidential elections affect stock market returns in Nigeria?. (2019). Usman, Aliyu Shehu . In: MPRA Paper. RePEc:pra:mprapa:95466.

Full description at Econpapers || Download paper

2018Survey of Volatility and Spillovers on Financial Markets. (2018). Kočenda, Evžen ; Koenda, Even. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2018:y:2018:i:3:id:650:p:293-305.

Full description at Econpapers || Download paper

2017EXPLORING THE LINKAGE BETWEEN OIL AND GAS SECTOR AND COMPETITIVENESS: A PANEL DATA ANALYSIS FOR THE COUNTRIES OF THE BLACK SEA REGION. (2017). Antoniadis, Ioannis . In: Scientific Bulletin - Economic Sciences. RePEc:pts:journl:y:2017:i:1:p:34-44.

Full description at Econpapers || Download paper

2019Dynamic Effects of Crude Oil Price Movements: a Sectoral Examination. (2019). Wada, Isah. In: Romanian Economic Journal. RePEc:rej:journl:v:22:y:2019:i:71:p:17-28.

Full description at Econpapers || Download paper

2018Option implied ambiguity and its information content: Evidence from the subprime crisis. (2018). Driouchi, Tarik ; Trigeorgis, Lenos. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-015-2079-y.

Full description at Econpapers || Download paper

2018Neither Dutch nor disease?—natural resource booms in theory and empirics. (2018). Davis, Graham ; Nulle, Grant Mark. In: Mineral Economics. RePEc:spr:minecn:v:31:y:2018:i:1:d:10.1007_s13563-018-0153-z.

Full description at Econpapers || Download paper

2017Homeowner purchase of insurance for hurricane-induced wind and flood damage. (2017). Wang, Dong ; Kruse, Jamie ; Nozick, Linda K ; Trainor, Joseph E ; Davidson, Rachel A. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:88:y:2017:i:1:d:10.1007_s11069-017-2863-x.

Full description at Econpapers || Download paper

2019On Target? The Incidence of Sanctions Across Listed Firms in Iran. (2019). Warrinnier, Nele ; Leanne, Stickland ; Garred, Jason ; Draca, Mirko. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1217.

Full description at Econpapers || Download paper

2017Capital injection to banks versus debt relief to households. (2017). Yoo, Jinhyuk . In: IMFS Working Paper Series. RePEc:zbw:imfswp:111.

Full description at Econpapers || Download paper

2017Technology trade with asymmetric tax regimes and heterogeneous labor markets: Implications for macro quantities and asset prices. (2017). Grüning, Patrick ; Donadelli, Michael ; Curatola, Giuliano ; Gruning, Patrick. In: SAFE Working Paper Series. RePEc:zbw:safewp:163.

Full description at Econpapers || Download paper

2017Natural disasters and governmental aid: Is there a charity hazard?. (2017). Osberghaus, Daniel ; Simora, Michael ; Andor, Mark. In: ZEW Discussion Papers. RePEc:zbw:zewdip:17065.

Full description at Econpapers || Download paper

Works by Mohammad Reza Jahan-Parvar:


YearTitleTypeCited
2013Which Parametric Model for Conditional Skewness? In: Staff Working Papers.
[Full Text][Citation analysis]
paper3
2016Which parametric model for conditional skewness?.(2016) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2015Downside Variance Risk Premium In: Staff Working Papers.
[Full Text][Citation analysis]
paper7
2015Downside Variance Risk Premium.(2015) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2018Downside Variance Risk Premium.(2018) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2015Macroeconomic Effects of Banking Sector Losses across Structural Models In: BIS Working Papers.
[Full Text][Citation analysis]
paper11
2015Macroeconomic Effects of Banking Sector Losses across Structural Models.(2015) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2011Flood Insurance Coverage in the Coastal Zone In: Journal of Risk & Insurance.
[Citation analysis]
article19
2008Flood Insurance Coverage in the Coastal Zone.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2010Equity price bubbles in the Middle Eastern and North African Financial markets In: Emerging Markets Review.
[Full Text][Citation analysis]
article9
2009Equity Price Bubbles in the Middle Eastern and North African Financial Markets.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2014Risk–return trade-off in the pacific basin equity markets In: Emerging Markets Review.
[Full Text][Citation analysis]
article6
2010An empirical investigation of stock market behavior in the Middle East and North Africa In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article27
2009An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2018A year of rising dangerously? The U.S. stock market performance in the aftermath of the presidential election In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article0
2013Risk and return in the Tehran stock exchange In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article6
2012U.S. industry-level returns and oil prices In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article17
2009US Industry-Level Returns and Oil Prices.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2009Oil prices and competitiveness: time series evidence from six oil-producing countries In: Journal of Economic Studies.
[Full Text][Citation analysis]
article7
2015Measuring Ambiguity Aversion In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper3
2015Institutions and return predictability in oil-exporting countries In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper0
2017Firm-Specific Risk-Neutral Distributions : The Role of CDS Spreads In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper0
2017Taxonomy of Global Risk, Uncertainty, and Volatility Measures In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper1
2018Does Smooth Ambiguity Matter for Asset Pricing? In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper0
2018Why Has the Stock Market Risen So Much Since the US Presidential Election? In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper1
2018Why Has the Stock Market Risen So Much Since the US Presidential Election?.(2018) In: Policy Briefs.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2011Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach In: Journal of Developing Areas.
[Full Text][Citation analysis]
article18
2008Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2013Equity Returns and Business Cycles in Small Open Economies In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article8
2009Equity Returns and Business Cycles in Small Open Economies.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2013Modeling Market Downside Volatility In: Review of Finance.
[Full Text][Citation analysis]
article21
2014Ambiguity Aversion and Asset Prices in Production Economies In: Review of Financial Studies.
[Full Text][Citation analysis]
article9
2012Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models In: Journal of Economics and Finance.
[Full Text][Citation analysis]
article20

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team