Mohammad Jahan-Parvar - Central Bank Research Hub

Papers by year: All | 2017 | 2015

Title Other author(s)

Taxonomy of Global Risk, Uncertainty, and Volatility Measures

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1216, 21.11.2017)

JEL: E6, G1, G15

Firm-Specific Risk-Neutral Distributions : The Role of CDS Spreads

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1212, 31.08.2017)

JEL: G12, G13, G14

Measuring Ambiguity Aversion

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2015-105, 21.11.2015)

JEL: C61, D81, G11, G12

Papers by year: All | 2017 | 2015