Mohammad R. Jahan-Parvar - Central Bank Research Hub

Papers by year: All | 2015

Title Other author(s)

Downside Variance Risk Premium

Bank of Canada Working papers [View] (Paper: 2015-36, 22.10.2015)

JEL: G1, G12

Macroeconomic Effects of Banking Sector Losses across Structural Models

Bank for International Settlements Working papers [View] (Paper: 507, 30.07.2015)

JEL: E32, E44, E47

Macroeconomic Effects of Banking Sector Losses across Structural Models

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2015-044, 19.06.2015)

JEL: E32, E44, E47

Downside Variance Risk Premium

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2015-020, 13.04.2015)

JEL: G12

Institutions and return predictability in oil-exporting countries

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2015-014, 13.04.2015)

JEL: G12, O16, O50

Papers by year: All | 2015