Mohammad Reza Jahan-Parvar : Citation Profile

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

14

H index

16

i10 index

555

Citations

RESEARCH PRODUCTION:

22

Articles

28

Papers

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 34
   Journals where Mohammad Reza Jahan-Parvar has often published
   Relations with other researchers
   Recent citing documents: 79.    Total self citations: 17 (2.97 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pja212
   Updated: 2026-01-17    RAS profile: 2023-09-26    
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Relations with other researchers

Works with:

Londono, Juan M. (3)

Datta, Deepa (2)

Rogers, John (2)

Cascaldi-Garcia, Danilo (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)

Baruník, Jozef (9)

Kočenda, Evžen (8)

Feunou, Bruno (8)

Vacha, Lukas (6)

Liu, Xiaochun (6)

Allegret, Jean-Pierre (6)

Liu, Xiaochun (6)

Baek, Jungho (6)

Mukerji, Sujoy (6)

Donadelli, Michael (6)

Cites to:

Campbell, John (41)

Bollerslev, Tim (24)

Shiller, Robert (20)

Harvey, Campbell (20)

Feunou, Bruno (18)

Hamilton, James (13)

French, Kenneth (12)

Tauchen, George (11)

Valkanov, Rossen (11)

Andersen, Torben (10)

Bekaert, Geert (10)

Main data

Where Mohammad Reza Jahan-Parvar has published?

Journals with more than one article published# docs
The Review of Financial Studies2
Emerging Markets Review2
The Quarterly Review of Economics and Finance2
Journal of Policy Modeling2

Working Papers Series with more than one paper published# docs
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)9
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)6
MPRA Paper / University Library of Munich, Germany6
BIS Working Papers / Bank for International Settlements2
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)2
Staff Working Papers / Bank of Canada2

Recent works citing Mohammad Reza Jahan-Parvar (2025 and 2024)

YearTitle of citing document
2024Eliciting ambiguity with mixing bets. (2024). Schmidt, Patrick. In: Papers. RePEc:arx:papers:1902.07447.

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2025Spatiotemporal Impact of Trade Policy Variables on Asian Manufacturing Hubs: Bayesian Global Vector Autoregression Model. (2025). Huang, Jun ; Wang, Haibo ; Sua, Lutfu S. In: Papers. RePEc:arx:papers:2503.17790.

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2025Global risk aversion and the term premium gap in emerging market economies. (2025). Villa, Stefania ; Flaccadoro, Marco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1493_25.

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2025Investment in an increasingly uncertain global landscape. (2025). Burgert, Matthias ; Chui, Michael ; Gorea, Denis ; Zampolli, Fabrizio. In: BIS Bulletins. RePEc:bis:bisblt:103.

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2024Uncertainty of supply chains: Risk and ambiguity. (2024). Kancs, d'Artis. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:5:p:2009-2033.

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2024The Impact of US Trade Sanctions on the Global Trade of Target Countries: Do the Political Institutions of the Targets Matter?. (2024). Farzanegan, Mohammad Reza ; Dizaji, Sajjad Faraji. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10910.

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2024Geopolitical Risks and Their Impact on Global Macro-Financial Stability: Literature and Measurements. (2024). Ngo, Ngoc Anh ; Malovana, Simona ; Hodula, Martin ; Janku, Jan. In: Working Papers. RePEc:cnb:wpaper:2024/8.

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2025Inflation at Risk: The Czech Case. (2025). Vlcek, Jan ; Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2025/8.

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2024Exploring the Nexus of Capital Market and Investor Behaviour: A Systematic Literature Review. (2024). Gokhale, Gautam Milind ; Mittal, Ankur. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-02-8.

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2025Energy in turmoil: Industry resilience to uncertainty during the global energy crisis. (2025). Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyski, Janusz. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925000819.

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2024How does macroprudential policy affect the relationship between financial openness and bank risk-taking. (2024). Si, Deng-Kui ; Li, Hui-Jun ; Chen, Meng-Long. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1820-1839.

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2024Ambiguity and risk in the oil market. (2024). Qadan, Mahmoud ; Ayoub, Mahmoud. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000075.

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2024Exchange rates, uncertainty, and price-setting: Evidence from CPI microdata. (2024). Lopez-Martin, Bernabe ; Canales, Mario. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001184.

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2024Optimizing composite early warning indicators. (2024). Beltran, Daniel ; Dalal, Vihar M ; Jahan-Parvar, Mohammad R ; Paine, Fiona A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400175x.

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2025When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance. (2025). At-Sahalia, Yacine ; Matthys, Felix ; Osambela, Emilio ; Sircar, Ronnie. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623003706.

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2025Does the source of oil shocks matter to exchange rate dynamics? Insights from Indonesias dual role as an oil exporter and importer. (2025). Baek, Jungho. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000615.

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2024Certainty of uncertainty for asset pricing. (2024). Meng, Lingchao ; Kang, Jie ; Jiang, Fuwei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000367.

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2024Time-varying relative risk aversion: Theoretical mechanism and empirical evidence. (2024). Liu, Haiyong ; Cai, Zongwu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000707.

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2024Jump tail risk exposure and the cross-section of stock returns. (2024). Alexiou, Lykourgos ; Rompolis, Leonidas S. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000999.

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2024Economic sanctions and energy efficiency: Evidence from Iranian industrial sub-sectors. (2024). Farzanegan, Mohammad Reza ; Jabari, Leyla ; Zamani, Omid ; Salem, Ali Asghar. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006285.

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2025Tail risk premium in the crude oil market. (2025). Li, Shenru. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001057.

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2025Sanctions and inventories: Evidence from Russian energy firms. (2025). Duong, Kiet Tuan ; Toan, Luu Duc. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003214.

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2025Quantifying uncertainty in economics policy predictions: A Bayesian & Monte Carlo based data-driven approach. (2025). Abdul, Mahe Jabeen ; Ur, Shafeeq. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002443.

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2025Stock returns and macroeconomic uncertainty. (2025). Smedts, Kristien ; Nguyen, Thao P ; Iania, Leonardo. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003503.

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2025The benefits of downside risk reduction through coinsurance. (2025). Norden, Lars ; Goedde-Menke, Michael ; Rose, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003527.

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2024Impact of crude oil price innovations on global stock market volatility: Evidence across time and space. (2024). Xin, YU ; Cao, Hong ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006173.

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2025Responsible investing: Upside potential and downside protection?. (2025). Rouxelin, Florent ; Wuersig, Christoph ; Gao, Yumeng ; Prokopczuk, Marcel. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924006860.

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2024Unraveling ESG Ambiguity, Price Reaction, and Trading Volume. (2024). Jin, Yurong ; Yan, Qianhui. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000023.

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2024The profits vs protests: Corporate value dynamics amidst activist uproar. (2024). Gurdgiev, Constantin ; French, Joseph ; Shin, Seungho. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012923.

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2025Analyzing market efficiency: The role of business cycles, risk aversion, and Occam’s razor in the Adaptive Market Hypothesis. (2025). Hebaka, Viktor. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325001059.

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2024Asymmetric Higher-Moment spillovers between sustainable and traditional investments. (2024). Hamori, Shigeyuki ; He, Xie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001446.

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2025Does economic uncertainty predict real activity in real time?. (2025). Keijsers, Bart ; van Dijk, Dick. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:748-762.

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2024Uncertainty premia for small and large risks. (2024). Savor, Pavel ; Wilson, Mungo ; Puhl, Martin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001675.

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2025Good idiosyncratic volatility, bad idiosyncratic volatility, and the cross-section of stock returns. (2025). Liu, Yunting ; Zhu, Yandi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002577.

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2025Tariff uncertainty and the cost of debt: Evidence from United States–China permanent normal trade relations. (2025). Gao, Huasheng ; Wang, Yuxi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001359.

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2024Heterogeneous overreaction in expectation formation: Evidence and theory. (2024). Li, XU ; Xin, Qian ; Chen, Heng ; Pei, Guangyu. In: Journal of Economic Theory. RePEc:eee:jetheo:v:218:y:2024:i:c:s0022053124000450.

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2024Ambiguity, information processing, and financial intermediation. (2024). Luo, Yulei ; Kasa, Kenneth ; Han, Leyla Jianyu. In: Journal of Economic Theory. RePEc:eee:jetheo:v:222:y:2024:i:c:s0022053124001285.

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2025Economic uncertainty measures, experts and large language models. (2025). Bontempi, Maria ; Makarova, Svetlana ; Charemza, Wojciech. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001044.

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2024The magnifying role of the banking sector during depressions. (2024). Maria, José ; Júlio, Paulo ; Julio, Paulo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070423000691.

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2025Right-wing election success and European Banks: Evidence from the 2024 European Elections. (2025). Tiemann, Markus. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:47:y:2025:i:2:p:338-357.

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2024Application of Z-numbers theory to study the influencing criteria in underground mining method selection. (2024). Jahanbani, Zeinab ; Ataee-Pour, Majid ; Mortazavi, Ali. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011820.

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2024Why do rational investors like variance at the peak of a crisis? A learning-based explanation. (2024). Seo, Sang Byung ; Ghaderi, Mohammad ; Kilic, Mete. In: Journal of Monetary Economics. RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001009.

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2024Global risk and the dollar. (2024). Müller, Gernot ; Georgiadis, Georgios ; Muller, Gernot J ; Schumann, Ben. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000023.

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2024Parameter learning in production economies. (2024). Kozhan, Roman ; Babiak, Mykola. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000084.

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2024Cross-sectional financial conditions, business cycles and the lending channel. (2024). , Thiago. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:c:s0304393224000503.

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2025How does managerial perception of uncertainty affect corporate investment during the COVID-19 pandemic: A text mining approach. (2025). Kimura, Yosuke ; Chen, Ying ; Inoue, Kotaro. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24004074.

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2025Double edged coverage? The impact of the analyst coverage network on stock price volatility. (2025). Zhou, QI ; Wang, Lixiang ; Fang, Zhiyi ; Wen, Jia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000903.

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2025Relative investor sentiment. (2025). Wang, Zhan ; Walther, Thomas ; Koedijk, Kees ; Gao, Xiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002680.

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2024How does oil market volatility impact mutual fund performance?. (2024). Calice, Giovanni ; Alsubaiei, Bader Jawid ; Vivian, Andrew. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1601-1621.

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2024The football world upside down: Traditional equities as an alternative for the new fan tokens? A portfolio optimization study. (2024). Esparcia, Carlos ; Diaz, Antonio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002897.

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2025The dynamics and drivers of global market integration: Regional and cultural factors matter. (2025). Lim, Kian-Ping ; Xiang, Xueting ; Ong, Sheue-Li. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002314.

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2025US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries. (2025). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002594.

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2024Economic policy uncertainty, health status, and mortality. (2024). Huang, Wei ; Yu, Miao ; Lei, Xiaoyan. In: Social Science & Medicine. RePEc:eee:socmed:v:362:y:2024:i:c:s0277953624006804.

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2024Uncertainty of Supply Chains: Risk and Ambiguity. (2024). Kancs, d'Artis. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2024_03.

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2025A Neoclassical Model of the World Financial Cycle. (2025). Lopez, Pierlauro ; Kehoe, Patrick ; Perri, Fabrizio ; Bai, Yan. In: Working Papers. RePEc:fip:fedcwq:99613.

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2025Accounting for Uncertainty and Risks in Monetary Policy. (2025). Zhong, Molin ; Berge, Travis ; Bauer, Michael ; Loria, Francesca ; Fiori, Giuseppe. In: Working Paper Series. RePEc:fip:fedfwp:101776.

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2025Accounting for Uncertainty and Risks in Monetary Policy. (2025). Zhong, Molin ; Berge, Travis ; Bauer, Michael ; Loria, Francesca ; Fiori, Giuseppe. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-73.

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2024The Impact of Firm Risk and the COVID-19 Crisis on Working Capital Management Strategies: Evidence from a Market Affected by Economic Uncertainty. (2024). Sayrani, Mohammad ; Sheikh, Mohammad Javad ; Tarighi, Hossein ; Zimon, Grzegorz. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:4:p:72-:d:1380276.

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2025Coming Together or Coming Apart? Crises, Uncertainty and Tolerance. (2025). Berggren, Niclas ; Nilsson, Therese ; Bergh, Andreas. In: Working Paper Series. RePEc:hhs:iuiwop:1521.

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2025Prediction and Allocation of Stocks, Bonds, and REITs in the US Market. (2025). Silva, Nuno ; Monteiro, Ana Sofia ; Sebastiao, Helder. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10589-2.

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2024The impact of sanctions on the revenues of Russian companies. (2024). Zaytsev, YU ; Loshchenkova, A. In: Journal of the New Economic Association. RePEc:nea:journl:y:2024:i:63:p:57-74.

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2025Effects of Quantitative Easing on Economic Sentiment: Evidence from Three Large Economies. (2025). Üngör, MURAT ; Baker, Benjamin ; Ngr, Murat. In: Comparative Economic Studies. RePEc:pal:compes:v:67:y:2025:i:1:d:10.1057_s41294-024-00233-1.

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2024An alternative representation of the C-CAPM with higher-order risks. (2024). Li, Jingyuan ; Dionne, Georges ; Okou, Cedric. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:49:y:2024:i:2:d:10.1057_s10713-023-00085-2.

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2024Tax Policy and Investment in a Global Economy. (2024). Zwick, Eric ; Zidar, Owen ; Smith, Matthew ; Chodorow-Reich, Gabriel. In: Working Papers. RePEc:pri:cepsud:328.

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2024Uncertainty Measures and Business Cycles: Evidence From the US. (2024). Bathuure, Isaac ; Vitenu-Sackey, Prince Asare ; Chen, Haining. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241240620.

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2025Forecasting portfolio variance: a new decomposition approach. (2025). Zhang, Dayong ; Yu, BO ; Ji, Qiang. In: Annals of Operations Research. RePEc:spr:annopr:v:348:y:2025:i:1:d:10.1007_s10479-023-05546-5.

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2025The effects of macro uncertainty shocks in the euro area: a FAVAR approach. (2025). Cañizares Martínez, Carlos ; Gieseck, Arne ; Martnez, Carlos Caizares. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:6:d:10.1007_s00181-025-02717-0.

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2025A survey-based measure of asymmetric macroeconomic risk in the euro area. (2025). Iseringhausen, Martin ; Theodoridis, Konstantinos. In: Working Papers. RePEc:stm:wpaper:68.

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2024The effects of macro uncertainty shocks in the euro area: A FAVAR approach. (2024). Cañizares Martínez, Carlos ; Gieseck, Arne ; Martinez, Carlos Canizares. In: Working and Discussion Papers. RePEc:svk:wpaper:1109.

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2024Does the National Flood Insurance Program Drive Migration to Higher Risk Areas?. (2024). Scott, Jonathan B ; Peralta, Abigail. In: Journal of the Association of Environmental and Resource Economists. RePEc:ucp:jaerec:doi:10.1086/726155.

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2024International Portfolio Diversification Benefits: An Empirical Investigation of the 28 European Stock Markets During the Period 2014–2024. (2024). Azra, Zaimovic ; Rijad, Belija ; Almira, Arnaut-Berilo. In: South East European Journal of Economics and Business. RePEc:vrs:seejeb:v:19:y:2024:i:1:p:96-112:n:1007.

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2024Implications of Heightened Global Uncertainty for the East Asia and Pacific Region. (2024). Mattoo, Aaditya ; Islamaj, Ergys ; Ha, Jongrim. In: World Bank Publications - Reports. RePEc:wbk:wboper:42090.

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2024Which implied volatilities contain more information? Evidence from China. (2024). Ni, Zhongxin ; Ji, Yifan ; Wang, Linyu. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1896-1919.

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2024Forecasting VaR and ES in emerging markets: The role of time‐varying higher moments. (2024). Le, Trung H. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:2:p:402-414.

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2024Option pricing with dynamic conditional skewness. (2024). Du, Lingshan ; Liang, Fang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:7:p:1154-1188.

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2025Option Return Predictability via Machine Learning: New Evidence From China. (2025). Xiao, Zhengyan ; Wang, Zhuo ; Huang, Yuxiang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:9:p:1232-1252.

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2024Geopolitical risks and their impact on global macro-financial stability: Literature and measurements. (2024). Ngo, Ngoc Anh ; Hodula, Martin ; Malovana, Simona ; Jank, Jan. In: BOFIT Discussion Papers. RePEc:zbw:bofitp:303508.

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2025Uncertainty and rounding in expectation surveys. (2025). Glas, Alexander ; Dovern, Jonas. In: Discussion Papers. RePEc:zbw:bubdps:325496.

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2025The impact of external uncertainty shocks on the Korean economy. (2024). Kim, Junhyong. In: KDI Journal of Economic Policy. RePEc:zbw:kdijep:314770.

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Works by Mohammad Reza Jahan-Parvar:

YearTitleTypeCited
2023What Is Certain about Uncertainty? In: Journal of Economic Literature.
[Full Text][Citation analysis]		article53
2020What is Certain about Uncertainty?.(2020) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		paper
2013Which Parametric Model for Conditional Skewness? In: Staff Working Papers.
[Full Text][Citation analysis]		paper20
2016Which parametric model for conditional skewness?.(2016) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
2015Downside Variance Risk Premium In: Staff Working Papers.
[Full Text][Citation analysis]		paper59
2015Downside Variance Risk Premium.(2015) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		paper
2018Downside Variance Risk Premium.(2018) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		article
2015Macroeconomic Effects of Banking Sector Losses across Structural Models In: BIS Working Papers.
[Full Text][Citation analysis]		paper25
2015Macroeconomic Effects of Banking Sector Losses across Structural Models.(2015) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2019Macroeconomic Effects of Banking-Sector Losses across Structural Models.(2019) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		article
2021Firm-specific risk-neutral distributions with options and CDS In: BIS Working Papers.
[Full Text][Citation analysis]		paper3
2022Firm-Specific Risk-Neutral Distributions with Options and CDS.(2022) In: Management Science.
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2011Flood Insurance Coverage in the Coastal Zone In: Journal of Risk & Insurance.
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2008Flood Insurance Coverage in the Coastal Zone.(2008) In: MPRA Paper.
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2010Equity price bubbles in the Middle Eastern and North African Financial markets In: Emerging Markets Review.
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2009Equity Price Bubbles in the Middle Eastern and North African Financial Markets.(2009) In: MPRA Paper.
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2014Risk–return trade-off in the pacific basin equity markets In: Emerging Markets Review.
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2010An empirical investigation of stock market behavior in the Middle East and North Africa In: Journal of Empirical Finance.
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2009An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa.(2009) In: MPRA Paper.
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2018A year of rising dangerously? The U.S. stock market performance in the aftermath of the presidential election In: Journal of Policy Modeling.
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2021The impact of financial sanctions: The case of Iran In: Journal of Policy Modeling.
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2013Risk and return in the Tehran stock exchange In: The Quarterly Review of Economics and Finance.
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2019Institutions and return predictability in oil-exporting countries In: The Quarterly Review of Economics and Finance.
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2015Institutions and return predictability in oil-exporting countries.(2015) In: Finance and Economics Discussion Series.
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2012U.S. industry-level returns and oil prices In: International Review of Economics & Finance.
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2009US Industry-Level Returns and Oil Prices.(2009) In: MPRA Paper.
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2009Oil prices and competitiveness: time series evidence from six oil‐producing countries In: Journal of Economic Studies.
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2015Measuring Ambiguity Aversion In: Finance and Economics Discussion Series.
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2019When do low-frequency measures really measure transaction costs? In: Finance and Economics Discussion Series.
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2024Trend-Cycle Decomposition and Forecasting Using Bayesian Multivariate Unobserved Components In: Finance and Economics Discussion Series.
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2021Non-Financial Corporate Credit and Recessions In: FEDS Notes.
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2023The Third SNB-FRB-BIS High-Level Conference on Global Risk, Uncertainty, and Volatility: Monetary Policy and Banking Regulation under Elevated Uncertainty In: FEDS Notes.
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2017Firm-Specific Risk-Neutral Distributions : The Role of CDS Spreads In: International Finance Discussion Papers.
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2017Taxonomy of Global Risk, Uncertainty, and Volatility Measures In: International Finance Discussion Papers.
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2018Does Smooth Ambiguity Matter for Asset Pricing? In: International Finance Discussion Papers.
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2019Does Smooth Ambiguity Matter for Asset Pricing?.(2019) In: The Review of Financial Studies.
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2018Why Has the Stock Market Risen So Much Since the US Presidential Election? In: International Finance Discussion Papers.
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2018Why Has the Stock Market Risen So Much Since the US Presidential Election?.(2018) In: Policy Briefs.
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2020The Impact of Financial Sanctions: The Case of Iran 2011-2016 In: International Finance Discussion Papers.
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2021Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs In: International Finance Discussion Papers.
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2022SONOMA: a Small Open ecoNOmy for MAcrofinance In: International Finance Discussion Papers.
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2024Foreign economic policy uncertainty and U.S. equity returns In: International Finance Discussion Papers.
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2011Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach In: Journal of Developing Areas.
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2008Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach.(2008) In: MPRA Paper.
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2013Equity Returns and Business Cycles in Small Open Economies In: Journal of Money, Credit and Banking.
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2009Equity Returns and Business Cycles in Small Open Economies.(2009) In: MPRA Paper.
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2013Equity Returns and Business Cycles in Small Open Economies.(2013) In: Journal of Money, Credit and Banking.
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2013Modeling Market Downside Volatility In: Review of Finance.
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2014Ambiguity Aversion and Asset Prices in Production Economies In: The Review of Financial Studies.
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2012Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models In: Journal of Economics and Finance.
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