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Risk and return in the Tehran stock exchange

Jahan-Parvar, Mohammad R.; Mohammadi, Hassan - In: The quarterly review of economics and finance : journal … 53 (2013) 3, pp. 238-256

Persistent link: https://www.econbiz.de/10010239560

Oil prices and exchange rates in oil-exporting countries : evidence from TAR and M-TAR models

Mohammadi, Hassan; Jahan-Parvar, Mohammad R. - In: Journal of economics and finance 36 (2012) 3, pp. 766-779

Persistent link: https://www.econbiz.de/10009690335

Oil prices and real exchange rates in oil-exploring countries : a bounds testing approach

Jahan-Parvar, Mohammad R.; Mohammadi, Hassan - In: The journal of developing areas 45 (2011) 1, pp. 313-322

Persistent link: https://www.econbiz.de/10009531119

Oil prices and competitiveness : time series evidence from six oil-producing countries

Jahan-Parvar, Mohammad R.; Mohammadi, Hassan - In: Journal of economic studies 36 (2009) 1, pp. 98-118

Persistent link: https://www.econbiz.de/10003815437

Risk and Return in the Tehran Stock Exchange

Jahan-Parvar, Mohammad R. - 2013

This paper analyzes market index returns in the Tehran stock exchange (TSE) within the context of three variants of the Capital Asset Pricing Model: the static international; the constant-parameter intertemporal; and a Markov-switching intertemporal CAPM, which allows for time-varying degree of...

Persistent link: https://www.econbiz.de/10013092426